Caffyns PLC (UK) Market Value
| CFYN Stock | 425.00 25.00 5.56% |
| Symbol | Caffyns |
Caffyns PLC 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Caffyns PLC's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Caffyns PLC.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Caffyns PLC on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Caffyns PLC or generate 0.0% return on investment in Caffyns PLC over 180 days. Caffyns PLC is related to or competes with Hansa Investment, Diversified Energy, Evolution Gaming, Federal Realty, Arrow Electronics, and New Residential. Caffyns PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Caffyns PLC Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Caffyns PLC's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Caffyns PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 5.56 |
Caffyns PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caffyns PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caffyns PLC's standard deviation. In reality, there are many statistical measures that can use Caffyns PLC historical prices to predict the future Caffyns PLC's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (2.00) |
Caffyns PLC Backtested Returns
Caffyns PLC secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1% return per unit of standard deviation over the last 3 months. Caffyns PLC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Caffyns PLC's mean deviation of 0.3923, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0617, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Caffyns PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Caffyns PLC is expected to be smaller as well. At this point, Caffyns PLC has a negative expected return of -0.12%. Please make sure to confirm Caffyns PLC's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Caffyns PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Caffyns PLC has poor reverse predictability. Overlapping area represents the amount of predictability between Caffyns PLC time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Caffyns PLC price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Caffyns PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 31.05 |
Caffyns PLC lagged returns against current returns
Autocorrelation, which is Caffyns PLC stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Caffyns PLC's stock expected returns. We can calculate the autocorrelation of Caffyns PLC returns to help us make a trade decision. For example, suppose you find that Caffyns PLC has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Caffyns PLC regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Caffyns PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caffyns PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caffyns PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Caffyns PLC Lagged Returns
When evaluating Caffyns PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caffyns PLC stock have on its future price. Caffyns PLC autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Caffyns PLC autocorrelation shows the relationship between Caffyns PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Caffyns PLC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Caffyns Stock Analysis
When running Caffyns PLC's price analysis, check to measure Caffyns PLC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Caffyns PLC is operating at the current time. Most of Caffyns PLC's value examination focuses on studying past and present price action to predict the probability of Caffyns PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caffyns PLC's price. Additionally, you may evaluate how the addition of Caffyns PLC to your portfolios can decrease your overall portfolio volatility.