Club De (Spain) Market Value
| CITY Stock | 0.28 0.05 15.15% |
| Symbol | Club |
Club De '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 Club De'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 Club De.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Club De on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Club De Futbol or generate 0.0% return on investment in Club De over 720 days. Club De is related to or competes with Airbus Group, Industria, Vale SA, Iberdrola, Petroleo Brasileiro, Banco Santander, and Banco Bilbao. More
Club De 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 Club De'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 Club De Futbol upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 37.42 | |||
| Value At Risk | (13.10) | |||
| Potential Upside | 14.29 |
Club De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Club De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Club De's standard deviation. In reality, there are many statistical measures that can use Club De historical prices to predict the future Club De's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (1.38) | |||
| Total Risk Alpha | (1.59) | |||
| Treynor Ratio | (4.02) |
Club De Futbol Backtested Returns
Club De Futbol secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. Club De Futbol exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Club De's Standard Deviation of 7.62, risk adjusted performance of (0.13), and Mean Deviation of 5.43 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Club De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Club De is expected to be smaller as well. At this point, Club De Futbol has a negative expected return of -1.2%. Please make sure to confirm Club De's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Club De Futbol performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.76 |
Good predictability
Club De Futbol has good predictability. Overlapping area represents the amount of predictability between Club De time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd of December 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 Club De Futbol price movement. The serial correlation of 0.76 indicates that around 76.0% of current Club De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Club De Futbol lagged returns against current returns
Autocorrelation, which is Club De 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 Club De's stock expected returns. We can calculate the autocorrelation of Club De returns to help us make a trade decision. For example, suppose you find that Club De 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 |
Club De 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 Club De stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Club De stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Club De stock over time.
Current vs Lagged Prices |
| Timeline |
Club De Lagged Returns
When evaluating Club De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Club De stock have on its future price. Club De 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, Club De autocorrelation shows the relationship between Club De stock current value and its past values and can show if there is a momentum factor associated with investing in Club De Futbol.
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 Club Stock
Club De financial ratios help investors to determine whether Club 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 Club with respect to the benefits of owning Club De security.