Castellum Stock Market Value
| CTM Stock | USD 0.90 0.03 3.23% |
| Symbol | Castellum |
Castellum Price To Book Ratio
Is Application Software 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 Castellum. If investors know Castellum 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 Castellum listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.06) | Revenue Per Share | Quarterly Revenue Growth 0.259 | Return On Assets | Return On Equity |
The market value of Castellum is measured differently than its book value, which is the value of Castellum that is recorded on the company's balance sheet. Investors also form their own opinion of Castellum's value that differs from its market value or its book value, called intrinsic value, which is Castellum's 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 Castellum's market value can be influenced by many factors that don't directly affect Castellum's 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 Castellum's value and its price as these two are different measures arrived at by different means. Investors typically determine if Castellum is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Castellum's 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.
Castellum '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 Castellum'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 Castellum.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Castellum on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Castellum or generate 0.0% return on investment in Castellum over 30 days. Castellum is related to or competes with CSP, QuickLogic, Shotspotter, ZenaTech, Nerdy, TTEC Holdings, and KVH Industries. Castellum, Inc. provides services in the areas of cybersecurity, information technology, electronic warfare, information... More
Castellum 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 Castellum'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 Castellum upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 21.35 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 11.0 |
Castellum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Castellum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Castellum's standard deviation. In reality, there are many statistical measures that can use Castellum historical prices to predict the future Castellum's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.57) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Castellum'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.
Castellum Backtested Returns
Castellum secures Sharpe Ratio (or Efficiency) of -0.0457, which signifies that the company had a -0.0457 % return per unit of risk over the last 3 months. Castellum exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Castellum's Mean Deviation of 3.47, risk adjusted performance of (0.03), and Standard Deviation of 4.63 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Castellum's returns are expected to increase less than the market. However, during the bear market, the loss of holding Castellum is expected to be smaller as well. At this point, Castellum has a negative expected return of -0.22%. Please make sure to confirm Castellum's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Castellum performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Castellum has below average predictability. Overlapping area represents the amount of predictability between Castellum time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd 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 Castellum price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Castellum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Castellum lagged returns against current returns
Autocorrelation, which is Castellum 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 Castellum's stock expected returns. We can calculate the autocorrelation of Castellum returns to help us make a trade decision. For example, suppose you find that Castellum 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 |
Castellum 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 Castellum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Castellum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Castellum stock over time.
Current vs Lagged Prices |
| Timeline |
Castellum Lagged Returns
When evaluating Castellum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Castellum stock have on its future price. Castellum 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, Castellum autocorrelation shows the relationship between Castellum stock current value and its past values and can show if there is a momentum factor associated with investing in Castellum.
Regressed Prices |
| Timeline |
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Castellum 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.