CAMELOT GHANA (Ghana) Market Value
| CMLT Stock | 0.14 0.00 0.00% |
| Symbol | CAMELOT |
CAMELOT GHANA '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 CAMELOT GHANA'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 CAMELOT GHANA.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in CAMELOT GHANA on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding CAMELOT GHANA LTD or generate 0.0% return on investment in CAMELOT GHANA over 690 days.
CAMELOT GHANA 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 CAMELOT GHANA'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 CAMELOT GHANA LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1449 | |||
| Maximum Drawdown | 9.09 |
CAMELOT GHANA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAMELOT GHANA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAMELOT GHANA's standard deviation. In reality, there are many statistical measures that can use CAMELOT GHANA historical prices to predict the future CAMELOT GHANA's volatility.| Risk Adjusted Performance | 0.1712 | |||
| Jensen Alpha | 0.385 | |||
| Total Risk Alpha | 0.1053 | |||
| Treynor Ratio | (2.96) |
CAMELOT GHANA LTD Backtested Returns
CAMELOT GHANA appears to be out of control, given 3 months investment horizon. CAMELOT GHANA LTD secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We have found sixteen technical indicators for CAMELOT GHANA LTD, which you can use to evaluate the volatility of the entity. Please makes use of CAMELOT GHANA's Coefficient Of Variation of 462.9, mean deviation of 0.7265, and Variance of 3.1 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CAMELOT GHANA holds a performance score of 14. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CAMELOT GHANA are expected to decrease at a much lower rate. During the bear market, CAMELOT GHANA is likely to outperform the market. Please check CAMELOT GHANA's variance, treynor ratio, skewness, as well as the relationship between the information ratio and maximum drawdown , to make a quick decision on whether CAMELOT GHANA's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
CAMELOT GHANA LTD has no correlation between past and present. Overlapping area represents the amount of predictability between CAMELOT GHANA 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 CAMELOT GHANA LTD price movement. The serial correlation of 0.0 indicates that just 0.0% of current CAMELOT GHANA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CAMELOT GHANA LTD lagged returns against current returns
Autocorrelation, which is CAMELOT GHANA 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 CAMELOT GHANA's stock expected returns. We can calculate the autocorrelation of CAMELOT GHANA returns to help us make a trade decision. For example, suppose you find that CAMELOT GHANA 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 |
CAMELOT GHANA 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 CAMELOT GHANA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAMELOT GHANA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAMELOT GHANA stock over time.
Current vs Lagged Prices |
| Timeline |
CAMELOT GHANA Lagged Returns
When evaluating CAMELOT GHANA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAMELOT GHANA stock have on its future price. CAMELOT GHANA 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, CAMELOT GHANA autocorrelation shows the relationship between CAMELOT GHANA stock current value and its past values and can show if there is a momentum factor associated with investing in CAMELOT GHANA LTD.
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.Additional Tools for CAMELOT Stock Analysis
When running CAMELOT GHANA's price analysis, check to measure CAMELOT GHANA'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 CAMELOT GHANA is operating at the current time. Most of CAMELOT GHANA's value examination focuses on studying past and present price action to predict the probability of CAMELOT GHANA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CAMELOT GHANA's price. Additionally, you may evaluate how the addition of CAMELOT GHANA to your portfolios can decrease your overall portfolio volatility.