CPU Softwarehouse (Germany) Market Value
| CPU2 Stock | EUR 0.68 0.01 1.45% |
| Symbol | CPU |
CPU Softwarehouse '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 CPU Softwarehouse'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 CPU Softwarehouse.
| 11/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in CPU Softwarehouse on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding CPU Softwarehouse AG or generate 0.0% return on investment in CPU Softwarehouse over 60 days. CPU Softwarehouse is related to or competes with Amalphi Ag. CPU Softwarehouse AG provides IT services and software solutions for banks, bank-related institutes, industries, and IT ... More
CPU Softwarehouse 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 CPU Softwarehouse'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 CPU Softwarehouse AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.85 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 31.26 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 15.85 |
CPU Softwarehouse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CPU Softwarehouse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CPU Softwarehouse's standard deviation. In reality, there are many statistical measures that can use CPU Softwarehouse historical prices to predict the future CPU Softwarehouse's volatility.| Risk Adjusted Performance | 0.0138 | |||
| Jensen Alpha | 0.037 | |||
| Total Risk Alpha | (0.61) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.32) |
CPU Softwarehouse Backtested Returns
At this point, CPU Softwarehouse is abnormally volatile. CPU Softwarehouse secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for CPU Softwarehouse AG, which you can use to evaluate the volatility of the firm. Please confirm CPU Softwarehouse's mean deviation of 3.39, and Risk Adjusted Performance of 0.0138 to double-check if the risk estimate we provide is consistent with the expected return of 0.0395%. The firm shows a Beta (market volatility) of -0.091, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CPU Softwarehouse are expected to decrease at a much lower rate. During the bear market, CPU Softwarehouse is likely to outperform the market. CPU Softwarehouse currently shows a risk of 5.77%. Please confirm CPU Softwarehouse total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if CPU Softwarehouse will be following its price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
CPU Softwarehouse AG has modest reverse predictability. Overlapping area represents the amount of predictability between CPU Softwarehouse time series from 15th of November 2025 to 15th of December 2025 and 15th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CPU Softwarehouse price movement. The serial correlation of -0.45 indicates that just about 45.0% of current CPU Softwarehouse price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CPU Softwarehouse lagged returns against current returns
Autocorrelation, which is CPU Softwarehouse 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 CPU Softwarehouse's stock expected returns. We can calculate the autocorrelation of CPU Softwarehouse returns to help us make a trade decision. For example, suppose you find that CPU Softwarehouse 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 |
CPU Softwarehouse 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 CPU Softwarehouse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CPU Softwarehouse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CPU Softwarehouse stock over time.
Current vs Lagged Prices |
| Timeline |
CPU Softwarehouse Lagged Returns
When evaluating CPU Softwarehouse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CPU Softwarehouse stock have on its future price. CPU Softwarehouse 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, CPU Softwarehouse autocorrelation shows the relationship between CPU Softwarehouse stock current value and its past values and can show if there is a momentum factor associated with investing in CPU Softwarehouse AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CPU Stock
CPU Softwarehouse financial ratios help investors to determine whether CPU 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 CPU with respect to the benefits of owning CPU Softwarehouse security.