CEWE Stiftung (Germany) Market Value
| CWC Stock | EUR 99.40 0.40 0.40% |
| Symbol | CEWE |
CEWE Stiftung '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 CEWE Stiftung'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 CEWE Stiftung.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in CEWE Stiftung on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding CEWE Stiftung Co or generate 0.0% return on investment in CEWE Stiftung over 30 days. CEWE Stiftung is related to or competes with ServiceInternational, Bright Horizons, BOYD GROUP, Frontdoor, CVS Group, Gesundheitswelt Chiemgau, and CEWE Stiftung. KGaA engages in photofinishing and online printing businesses in Germany and internationally More
CEWE Stiftung 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 CEWE Stiftung'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 CEWE Stiftung Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 5.14 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 1.94 |
CEWE Stiftung Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CEWE Stiftung's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEWE Stiftung's standard deviation. In reality, there are many statistical measures that can use CEWE Stiftung historical prices to predict the future CEWE Stiftung's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.25) |
CEWE Stiftung Backtested Returns
CEWE Stiftung secures Sharpe Ratio (or Efficiency) of -0.0183, which signifies that the company had a -0.0183% return per unit of volatility over the last 3 months. CEWE Stiftung Co exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CEWE Stiftung's risk adjusted performance of (0.01), and Mean Deviation of 0.8769 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CEWE Stiftung's returns are expected to increase less than the market. However, during the bear market, the loss of holding CEWE Stiftung is expected to be smaller as well. At this point, CEWE Stiftung has a negative expected return of -0.0211%. Please make sure to confirm CEWE Stiftung's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if CEWE Stiftung performance from the past will be repeated in the future.
Auto-correlation | -0.5 |
Modest reverse predictability
CEWE Stiftung Co has modest reverse predictability. Overlapping area represents the amount of predictability between CEWE Stiftung time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CEWE Stiftung price movement. The serial correlation of -0.5 indicates that about 50.0% of current CEWE Stiftung price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 4.08 |
CEWE Stiftung lagged returns against current returns
Autocorrelation, which is CEWE Stiftung 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 CEWE Stiftung's stock expected returns. We can calculate the autocorrelation of CEWE Stiftung returns to help us make a trade decision. For example, suppose you find that CEWE Stiftung 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 |
CEWE Stiftung 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 CEWE Stiftung stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CEWE Stiftung stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CEWE Stiftung stock over time.
Current vs Lagged Prices |
| Timeline |
CEWE Stiftung Lagged Returns
When evaluating CEWE Stiftung's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CEWE Stiftung stock have on its future price. CEWE Stiftung 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, CEWE Stiftung autocorrelation shows the relationship between CEWE Stiftung stock current value and its past values and can show if there is a momentum factor associated with investing in CEWE Stiftung Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CEWE Stock
CEWE Stiftung financial ratios help investors to determine whether CEWE 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 CEWE with respect to the benefits of owning CEWE Stiftung security.