Canadian Utilities Limited Preferred Stock Market Value
| CNUTF Preferred Stock | USD 14.97 0.41 2.82% |
| Symbol | Canadian |
Canadian Utilities '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 Canadian Utilities' 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 Canadian Utilities.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Canadian Utilities on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Canadian Utilities Limited or generate 0.0% return on investment in Canadian Utilities over 30 days. Canadian Utilities is related to or competes with Canadian Utilities, Canadian Utilities, Canadian Utilities, Atco, Algonquin Power, Tohoku Electric, and China Gas. More
Canadian Utilities 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 Canadian Utilities' 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 Canadian Utilities Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1178 | |||
| Maximum Drawdown | 15.07 |
Canadian Utilities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Canadian Utilities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Canadian Utilities' standard deviation. In reality, there are many statistical measures that can use Canadian Utilities historical prices to predict the future Canadian Utilities' volatility.| Risk Adjusted Performance | 0.115 | |||
| Jensen Alpha | 0.2799 | |||
| Total Risk Alpha | 0.1218 | |||
| Treynor Ratio | (2.62) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Canadian Utilities' 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.
Canadian Utilities Backtested Returns
Canadian Utilities appears to be not too volatile, given 3 months investment horizon. Canadian Utilities secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Canadian Utilities Limited, which you can use to evaluate the volatility of the firm. Please makes use of Canadian Utilities' Risk Adjusted Performance of 0.115, mean deviation of 0.5588, and Standard Deviation of 1.83 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Canadian Utilities holds a performance score of 12. The firm shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Canadian Utilities are expected to decrease at a much lower rate. During the bear market, Canadian Utilities is likely to outperform the market. Please check Canadian Utilities' variance, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to make a quick decision on whether Canadian Utilities' price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Canadian Utilities Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Canadian Utilities time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Canadian Utilities price movement. The serial correlation of 0.0 indicates that just 0.0% of current Canadian Utilities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Canadian Utilities lagged returns against current returns
Autocorrelation, which is Canadian Utilities 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 Canadian Utilities' pink sheet expected returns. We can calculate the autocorrelation of Canadian Utilities returns to help us make a trade decision. For example, suppose you find that Canadian Utilities 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 |
Canadian Utilities 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 Canadian Utilities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Canadian Utilities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Canadian Utilities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Canadian Utilities Lagged Returns
When evaluating Canadian Utilities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Canadian Utilities pink sheet have on its future price. Canadian Utilities 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, Canadian Utilities autocorrelation shows the relationship between Canadian Utilities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Canadian Utilities Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Canadian Pink Sheet
Canadian Utilities financial ratios help investors to determine whether Canadian 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 Canadian with respect to the benefits of owning Canadian Utilities security.