Carlisle Companies Incorporated Stock Market Value
| CSL Stock | USD 394.41 5.03 1.29% |
| Symbol | Carlisle |
Carlisle Companies Price To Book Ratio
Is Industrial Conglomerates space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Carlisle Companies. If investors know Carlisle will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Carlisle Companies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.01) | Dividend Share 3.55 | Earnings Share 18.63 | Revenue Per Share | Quarterly Revenue Growth 0.059 |
The market value of Carlisle Companies is measured differently than its book value, which is the value of Carlisle that is recorded on the company's balance sheet. Investors also form their own opinion of Carlisle Companies' value that differs from its market value or its book value, called intrinsic value, which is Carlisle Companies' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Carlisle Companies' market value can be influenced by many factors that don't directly affect Carlisle Companies' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Carlisle Companies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Carlisle Companies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Carlisle Companies' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Carlisle Companies '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 Carlisle Companies' 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 Carlisle Companies.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Carlisle Companies on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Carlisle Companies Incorporated or generate 0.0% return on investment in Carlisle Companies over 30 days. Carlisle Companies is related to or competes with Lennox International, Fortune Brands, Trane Technologies, Johnson Controls, Masco, Quanex Building, and Jeld Wen. Carlisle Companies Incorporated operates as a diversified manufacturer of engineered products in the United States, Euro... More
Carlisle Companies 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 Carlisle Companies' 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 Carlisle Companies Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.27 |
Carlisle Companies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlisle Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlisle Companies' standard deviation. In reality, there are many statistical measures that can use Carlisle Companies historical prices to predict the future Carlisle Companies' volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Carlisle Companies' 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.
Carlisle Companies Backtested Returns
Carlisle Companies secures Sharpe Ratio (or Efficiency) of -0.0611, which signifies that the company had a -0.0611 % return per unit of risk over the last 3 months. Carlisle Companies Incorporated exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Carlisle Companies' Standard Deviation of 1.88, mean deviation of 1.27, and Risk Adjusted Performance of (0.1) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Carlisle Companies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Carlisle Companies is expected to be smaller as well. At this point, Carlisle Companies has a negative expected return of -0.0974%. Please make sure to confirm Carlisle Companies' jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Carlisle Companies performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Carlisle Companies Incorporated has poor reverse predictability. Overlapping area represents the amount of predictability between Carlisle Companies time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Carlisle Companies price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Carlisle Companies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 38.85 |
Carlisle Companies lagged returns against current returns
Autocorrelation, which is Carlisle Companies 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 Carlisle Companies' stock expected returns. We can calculate the autocorrelation of Carlisle Companies returns to help us make a trade decision. For example, suppose you find that Carlisle Companies 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 |
Carlisle Companies 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 Carlisle Companies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlisle Companies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlisle Companies stock over time.
Current vs Lagged Prices |
| Timeline |
Carlisle Companies Lagged Returns
When evaluating Carlisle Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlisle Companies stock have on its future price. Carlisle Companies 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, Carlisle Companies autocorrelation shows the relationship between Carlisle Companies stock current value and its past values and can show if there is a momentum factor associated with investing in Carlisle Companies Incorporated.
Regressed Prices |
| Timeline |
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Carlisle Companies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.