Clime Investment (Australia) Market Value
| CIW Stock | 0.35 0.00 0.00% |
| Symbol | Clime |
Clime Investment '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 Clime Investment'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 Clime Investment.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Clime Investment on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Clime Investment Management or generate 0.0% return on investment in Clime Investment over 690 days. Clime Investment is related to or competes with Magellan Financial, Qbe Insurance, EP Financial, and Australian Unity. Clime Investment is entity of Australia. It is traded as Stock on AU exchange. More
Clime Investment 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 Clime Investment'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 Clime Investment Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.015 | |||
| Maximum Drawdown | 17.53 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 2.94 |
Clime Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clime Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clime Investment's standard deviation. In reality, there are many statistical measures that can use Clime Investment historical prices to predict the future Clime Investment's volatility.| Risk Adjusted Performance | 0.0637 | |||
| Jensen Alpha | 0.1521 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (3.23) |
Clime Investment Man Backtested Returns
Currently, Clime Investment Management is abnormally volatile. Clime Investment Man secures Sharpe Ratio (or Efficiency) of 0.0539, which signifies that the company had a 0.0539% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Clime Investment Management, which you can use to evaluate the volatility of the firm. Please confirm Clime Investment's Mean Deviation of 0.8771, risk adjusted performance of 0.0637, and Standard Deviation of 2.09 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Clime Investment has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0454, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Clime Investment are expected to decrease at a much lower rate. During the bear market, Clime Investment is likely to outperform the market. Clime Investment Man right now shows a risk of 2.09%. Please confirm Clime Investment Man information ratio, maximum drawdown, and the relationship between the variance and jensen alpha , to decide if Clime Investment Man will be following its price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
Clime Investment Management has modest reverse predictability. Overlapping area represents the amount of predictability between Clime Investment time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th 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 Clime Investment Man price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Clime Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Clime Investment Man lagged returns against current returns
Autocorrelation, which is Clime Investment 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 Clime Investment's stock expected returns. We can calculate the autocorrelation of Clime Investment returns to help us make a trade decision. For example, suppose you find that Clime Investment 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 |
Clime Investment 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 Clime Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clime Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clime Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Clime Investment Lagged Returns
When evaluating Clime Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clime Investment stock have on its future price. Clime Investment 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, Clime Investment autocorrelation shows the relationship between Clime Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Clime Investment Management.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Clime Stock Analysis
When running Clime Investment's price analysis, check to measure Clime Investment'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 Clime Investment is operating at the current time. Most of Clime Investment's value examination focuses on studying past and present price action to predict the probability of Clime Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Clime Investment's price. Additionally, you may evaluate how the addition of Clime Investment to your portfolios can decrease your overall portfolio volatility.