CT Global (UK) Market Value
| CMPG Stock | 267.00 1.00 0.37% |
| Symbol | CMPG |
CT Global '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 CT Global'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 CT Global.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in CT Global on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding CT Global Managed or generate 0.0% return on investment in CT Global over 180 days. CT Global is related to or competes with Spotify Technology, DXC Technology, Hochschild Mining, Take Two, Roper Technologies, Made Tech, and Software Circle. CT Global is entity of United Kingdom. It is traded as Stock on LSE exchange. More
CT Global 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 CT Global'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 CT Global Managed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 1.58 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.7843 |
CT Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CT Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CT Global's standard deviation. In reality, there are many statistical measures that can use CT Global historical prices to predict the future CT Global's volatility.| Risk Adjusted Performance | 0.2404 | |||
| Jensen Alpha | 0.0907 | |||
| Total Risk Alpha | 0.0513 | |||
| Treynor Ratio | (1.15) |
CT Global Managed Backtested Returns
Currently, CT Global Managed is very steady. CT Global Managed retains Efficiency (Sharpe Ratio) of 0.33, which signifies that the company had a 0.33 % return per unit of price deviation over the last 3 months. We have found twenty-one technical indicators for CT Global, which you can use to evaluate the volatility of the firm. Please confirm CT Global's Market Risk Adjusted Performance of (1.14), information ratio of (0.02), and Variance of 0.093 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. CT Global has a performance score of 25 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0734, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CT Global are expected to decrease at a much lower rate. During the bear market, CT Global is likely to outperform the market. CT Global Managed today owns a risk of 0.31%. Please confirm CT Global Managed coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if CT Global Managed will be following its current price history.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
CT Global Managed has almost perfect reverse predictability. Overlapping area represents the amount of predictability between CT Global time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 CT Global Managed price movement. The serial correlation of -0.78 indicates that around 78.0% of current CT Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 39.4 |
CT Global Managed lagged returns against current returns
Autocorrelation, which is CT Global 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 CT Global's stock expected returns. We can calculate the autocorrelation of CT Global returns to help us make a trade decision. For example, suppose you find that CT Global 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 |
CT Global 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 CT Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CT Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CT Global stock over time.
Current vs Lagged Prices |
| Timeline |
CT Global Lagged Returns
When evaluating CT Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CT Global stock have on its future price. CT Global 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, CT Global autocorrelation shows the relationship between CT Global stock current value and its past values and can show if there is a momentum factor associated with investing in CT Global Managed.
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.Additional Tools for CMPG Stock Analysis
When running CT Global's price analysis, check to measure CT Global'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 CT Global is operating at the current time. Most of CT Global's value examination focuses on studying past and present price action to predict the probability of CT Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CT Global's price. Additionally, you may evaluate how the addition of CT Global to your portfolios can decrease your overall portfolio volatility.