CSL (Australia) Market Value
| CSL Stock | 146.76 0.74 0.51% |
| Symbol | CSL |
CSL '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 CSL'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 CSL.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in CSL on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding CSL or generate 0.0% return on investment in CSL over 90 days. CSL is related to or competes with Acorn Capital, Diversified United, Treasury Wine, Argo Investments, and Carlton Investments. CSL is entity of Australia. It is traded as Stock on AU exchange. More
CSL 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 CSL'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 CSL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 9.75 | |||
| Value At Risk | (3.84) | |||
| Potential Upside | 1.82 |
CSL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSL's standard deviation. In reality, there are many statistical measures that can use CSL historical prices to predict the future CSL's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (1.77) |
CSL February 28, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.14) | |||
| Market Risk Adjusted Performance | (1.76) | |||
| Mean Deviation | 1.22 | |||
| Coefficient Of Variation | (538.76) | |||
| Standard Deviation | 1.72 | |||
| Variance | 2.95 | |||
| Information Ratio | (0.24) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (1.77) | |||
| Maximum Drawdown | 9.75 | |||
| Value At Risk | (3.84) | |||
| Potential Upside | 1.82 | |||
| Skewness | (1.37) | |||
| Kurtosis | 3.15 |
CSL Backtested Returns
CSL secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the company had a -0.2 % return per unit of return volatility over the last 3 months. CSL exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CSL's Mean Deviation of 1.22, risk adjusted performance of (0.14), and Coefficient Of Variation of (538.76) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CSL's returns are expected to increase less than the market. However, during the bear market, the loss of holding CSL is expected to be smaller as well. At this point, CSL has a negative expected return of -0.35%. Please make sure to confirm CSL's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if CSL performance from the past will be repeated at future time.
Auto-correlation | 0.58 |
Modest predictability
CSL has modest predictability. Overlapping area represents the amount of predictability between CSL time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 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 CSL price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current CSL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 178.57 |
Thematic Opportunities
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Additional Tools for CSL Stock Analysis
When running CSL's price analysis, check to measure CSL's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CSL is operating at the current time. Most of CSL's value examination focuses on studying past and present price action to predict the probability of CSL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CSL's price. Additionally, you may evaluate how the addition of CSL to your portfolios can decrease your overall portfolio volatility.