Constellation Software Stock Market Value
| CNSWF Stock | USD 2,451 21.73 0.89% |
| Symbol | Constellation |
Constellation Software '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 Constellation Software's pink sheet 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 Constellation Software.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Constellation Software on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Constellation Software or generate 0.0% return on investment in Constellation Software over 360 days. Constellation Software is related to or competes with Adyen NV, Adyen NV, Dassault Systemes, Dassault Systemes, Block,, Infineon Technologies, and Infineon Technologies. Constellation Software Inc., together with its subsidiaries, acquires, builds, and manages vertical market software busi... More
Constellation Software 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 Constellation Software's pink sheet 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 Constellation Software upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 9.7 | |||
| Value At Risk | (4.83) | |||
| Potential Upside | 2.84 |
Constellation Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Constellation Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Constellation Software's standard deviation. In reality, there are many statistical measures that can use Constellation Software historical prices to predict the future Constellation Software's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Constellation Software's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Constellation Software Backtested Returns
Constellation Software secures Sharpe Ratio (or Efficiency) of -0.0663, which signifies that the company had a -0.0663 % return per unit of risk over the last 3 months. Constellation Software exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Constellation Software's Standard Deviation of 2.26, risk adjusted performance of (0.06), and Mean Deviation of 1.77 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Constellation Software's returns are expected to increase less than the market. However, during the bear market, the loss of holding Constellation Software is expected to be smaller as well. At this point, Constellation Software has a negative expected return of -0.13%. Please make sure to confirm Constellation Software's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Constellation Software performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Constellation Software has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Constellation Software time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th of December 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 Constellation Software price movement. The serial correlation of -0.73 indicates that around 73.0% of current Constellation Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 213.6 K |
Constellation Software lagged returns against current returns
Autocorrelation, which is Constellation Software pink sheet'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 Constellation Software's pink sheet expected returns. We can calculate the autocorrelation of Constellation Software returns to help us make a trade decision. For example, suppose you find that Constellation Software has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Constellation Software 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 Constellation Software pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Constellation Software pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Constellation Software pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Constellation Software Lagged Returns
When evaluating Constellation Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Constellation Software pink sheet have on its future price. Constellation Software 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, Constellation Software autocorrelation shows the relationship between Constellation Software pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Constellation Software.
Regressed Prices |
| Timeline |
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Other Information on Investing in Constellation Pink Sheet
Constellation Software financial ratios help investors to determine whether Constellation Pink Sheet 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 Constellation with respect to the benefits of owning Constellation Software security.