CNL Capital (Greece) Market Value
| CNLCAP Stock | 7.25 0.05 0.69% |
| Symbol | CNL |
CNL Capital '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 CNL Capital'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 CNL Capital.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in CNL Capital on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding CNL Capital EKES AIFM or generate 0.0% return on investment in CNL Capital over 30 days. CNL Capital is related to or competes with Mytilineos, Motor Oil, and Hellenic Petroleum. More
CNL Capital 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 CNL Capital'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 CNL Capital EKES AIFM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.32 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.14 |
CNL Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CNL Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CNL Capital's standard deviation. In reality, there are many statistical measures that can use CNL Capital historical prices to predict the future CNL Capital's volatility.| Risk Adjusted Performance | 0.0477 | |||
| Jensen Alpha | 0.0528 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.716 |
CNL Capital EKES Backtested Returns
At this point, CNL Capital is not too volatile. CNL Capital EKES secures Sharpe Ratio (or Efficiency) of 0.0503, which signifies that the company had a 0.0503% return per unit of return volatility over the last 3 months. We have found thirty technical indicators for CNL Capital EKES AIFM, which you can use to evaluate the volatility of the firm. Please confirm CNL Capital's Risk Adjusted Performance of 0.0477, mean deviation of 0.8197, and Semi Deviation of 0.9208 to double-check if the risk estimate we provide is consistent with the expected return of 0.0636%. CNL Capital has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0862, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CNL Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding CNL Capital is expected to be smaller as well. CNL Capital EKES now shows a risk of 1.26%. Please confirm CNL Capital EKES standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if CNL Capital EKES will be following its price patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
CNL Capital EKES AIFM has poor reverse predictability. Overlapping area represents the amount of predictability between CNL Capital time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 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 CNL Capital EKES price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current CNL Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
CNL Capital EKES lagged returns against current returns
Autocorrelation, which is CNL Capital 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 CNL Capital's stock expected returns. We can calculate the autocorrelation of CNL Capital returns to help us make a trade decision. For example, suppose you find that CNL Capital 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 |
CNL Capital 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 CNL Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CNL Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CNL Capital stock over time.
Current vs Lagged Prices |
| Timeline |
CNL Capital Lagged Returns
When evaluating CNL Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CNL Capital stock have on its future price. CNL Capital 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, CNL Capital autocorrelation shows the relationship between CNL Capital stock current value and its past values and can show if there is a momentum factor associated with investing in CNL Capital EKES AIFM.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in CNL Stock
CNL Capital financial ratios help investors to determine whether CNL 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 CNL with respect to the benefits of owning CNL Capital security.