Calculus VCT (UK) Market Value
| CLC Stock | 55.00 4.00 7.84% |
| Symbol | Calculus |
Calculus VCT '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 Calculus VCT'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 Calculus VCT.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Calculus VCT on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Calculus VCT plc or generate 0.0% return on investment in Calculus VCT over 150 days. Calculus VCT is related to or competes with Berkshire Hathaway, Samsung Electronics, Samsung Electronics, Chocoladefabriken, OTP Bank, Halyk Bank, and SoftBank Group. Calculus VCT is entity of United Kingdom More
Calculus VCT 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 Calculus VCT'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 Calculus VCT plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 12.07 |
Calculus VCT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calculus VCT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calculus VCT's standard deviation. In reality, there are many statistical measures that can use Calculus VCT historical prices to predict the future Calculus VCT's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.24) |
Calculus VCT plc Backtested Returns
Calculus VCT plc secures Sharpe Ratio (or Efficiency) of -0.0373, which signifies that the company had a -0.0373 % return per unit of risk over the last 3 months. Calculus VCT plc exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calculus VCT's Standard Deviation of 1.78, risk adjusted performance of (0.02), and Mean Deviation of 0.3638 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calculus VCT's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calculus VCT is expected to be smaller as well. At this point, Calculus VCT plc has a negative expected return of -0.0693%. Please make sure to confirm Calculus VCT's kurtosis, day typical price, and the relationship between the total risk alpha and rate of daily change , to decide if Calculus VCT plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Calculus VCT plc has no correlation between past and present. Overlapping area represents the amount of predictability between Calculus VCT time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calculus VCT plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Calculus VCT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 10.22 |
Calculus VCT plc lagged returns against current returns
Autocorrelation, which is Calculus VCT 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 Calculus VCT's stock expected returns. We can calculate the autocorrelation of Calculus VCT returns to help us make a trade decision. For example, suppose you find that Calculus VCT 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 |
Calculus VCT 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 Calculus VCT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calculus VCT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calculus VCT stock over time.
Current vs Lagged Prices |
| Timeline |
Calculus VCT Lagged Returns
When evaluating Calculus VCT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calculus VCT stock have on its future price. Calculus VCT 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, Calculus VCT autocorrelation shows the relationship between Calculus VCT stock current value and its past values and can show if there is a momentum factor associated with investing in Calculus VCT plc.
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 Calculus Stock
Calculus VCT financial ratios help investors to determine whether Calculus 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 Calculus with respect to the benefits of owning Calculus VCT security.