CATLIN GROUP (UK) Market Value
| CGL Stock | 95.00 0.00 0.00% |
| Symbol | CATLIN |
CATLIN GROUP '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 CATLIN GROUP'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 CATLIN GROUP.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in CATLIN GROUP on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding CATLIN GROUP or generate 0.0% return on investment in CATLIN GROUP over 720 days. CATLIN GROUP is related to or competes with Neometals, Ebro Foods, Endeavour Mining, BW Offshore, Solstad Offshore, Virgin Wines, and CNH Industrial. CATLIN GROUP is entity of United Kingdom More
CATLIN GROUP 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 CATLIN GROUP'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 CATLIN GROUP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.55 |
CATLIN GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CATLIN GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CATLIN GROUP's standard deviation. In reality, there are many statistical measures that can use CATLIN GROUP historical prices to predict the future CATLIN GROUP's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.51) |
CATLIN GROUP Backtested Returns
CATLIN GROUP secures Sharpe Ratio (or Efficiency) of -0.0981, which signifies that the company had a -0.0981% return per unit of volatility over the last 3 months. CATLIN GROUP exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CATLIN GROUP's Market Risk Adjusted Performance of (0.50), variance of 0.8288, and Mean Deviation of 0.518 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CATLIN GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding CATLIN GROUP is expected to be smaller as well. At this point, CATLIN GROUP has a negative expected return of -0.09%. Please make sure to confirm CATLIN GROUP's skewness, and the relationship between the value at risk and rate of daily change , to decide if CATLIN GROUP performance from the past will be repeated in the future.
Auto-correlation | -0.33 |
Poor reverse predictability
CATLIN GROUP has poor reverse predictability. Overlapping area represents the amount of predictability between CATLIN GROUP time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 CATLIN GROUP price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current CATLIN GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 113.84 |
CATLIN GROUP lagged returns against current returns
Autocorrelation, which is CATLIN GROUP 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 CATLIN GROUP's stock expected returns. We can calculate the autocorrelation of CATLIN GROUP returns to help us make a trade decision. For example, suppose you find that CATLIN GROUP 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 |
CATLIN GROUP 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 CATLIN GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CATLIN GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CATLIN GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
CATLIN GROUP Lagged Returns
When evaluating CATLIN GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CATLIN GROUP stock have on its future price. CATLIN GROUP 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, CATLIN GROUP autocorrelation shows the relationship between CATLIN GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in CATLIN GROUP .
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in CATLIN Stock
CATLIN GROUP financial ratios help investors to determine whether CATLIN Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CATLIN with respect to the benefits of owning CATLIN GROUP security.