CLERHP Estructuras (Spain) Market Value
| CLR Stock | EUR 6.60 0.38 6.11% |
| Symbol | CLERHP |
CLERHP Estructuras '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 CLERHP Estructuras' 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 CLERHP Estructuras.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in CLERHP Estructuras on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding CLERHP Estructuras SA or generate 0.0% return on investment in CLERHP Estructuras over 30 days. CLERHP Estructuras is related to or competes with Duro Felguera, Alquiber Quality, NBI Bearings, Gri Ecologic, and Catenon SA. CLERHP Estructuras, S.A. engages in the design, calculation, and construction of reinforced concrete structures in Spain... More
CLERHP Estructuras 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 CLERHP Estructuras' 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 CLERHP Estructuras SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.1763 | |||
| Maximum Drawdown | 24.06 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 6.81 |
CLERHP Estructuras Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CLERHP Estructuras' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CLERHP Estructuras' standard deviation. In reality, there are many statistical measures that can use CLERHP Estructuras historical prices to predict the future CLERHP Estructuras' volatility.| Risk Adjusted Performance | 0.1487 | |||
| Jensen Alpha | 0.6918 | |||
| Total Risk Alpha | 0.2648 | |||
| Sortino Ratio | 0.2498 | |||
| Treynor Ratio | 1.01 |
CLERHP Estructuras Backtested Returns
CLERHP Estructuras appears to be slightly risky, given 3 months investment horizon. CLERHP Estructuras secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. By examining CLERHP Estructuras' technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please makes use of CLERHP Estructuras' Risk Adjusted Performance of 0.1487, mean deviation of 2.79, and Downside Deviation of 2.68 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CLERHP Estructuras holds a performance score of 16. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CLERHP Estructuras' returns are expected to increase less than the market. However, during the bear market, the loss of holding CLERHP Estructuras is expected to be smaller as well. Please check CLERHP Estructuras' treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether CLERHP Estructuras' price patterns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
CLERHP Estructuras SA has poor reverse predictability. Overlapping area represents the amount of predictability between CLERHP Estructuras time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CLERHP Estructuras price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current CLERHP Estructuras price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
CLERHP Estructuras lagged returns against current returns
Autocorrelation, which is CLERHP Estructuras 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 CLERHP Estructuras' stock expected returns. We can calculate the autocorrelation of CLERHP Estructuras returns to help us make a trade decision. For example, suppose you find that CLERHP Estructuras 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 |
CLERHP Estructuras 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 CLERHP Estructuras stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CLERHP Estructuras stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CLERHP Estructuras stock over time.
Current vs Lagged Prices |
| Timeline |
CLERHP Estructuras Lagged Returns
When evaluating CLERHP Estructuras' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CLERHP Estructuras stock have on its future price. CLERHP Estructuras 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, CLERHP Estructuras autocorrelation shows the relationship between CLERHP Estructuras stock current value and its past values and can show if there is a momentum factor associated with investing in CLERHP Estructuras SA.
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.Other Information on Investing in CLERHP Stock
CLERHP Estructuras financial ratios help investors to determine whether CLERHP 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 CLERHP with respect to the benefits of owning CLERHP Estructuras security.