CEWE Stiftung (Germany) Market Value
| CWC Stock | 105.60 0.40 0.38% |
| 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.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in CEWE Stiftung on December 13, 2025 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 NORWEGIAN AIR, Fair Isaac, KIMBALL ELECTRONICS, RYANAIR HLDGS, FAIR ISAAC, and Alaska Air. 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.
| Downside Deviation | 1.13 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.13 |
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 | 0.0548 | |||
| Jensen Alpha | 0.0667 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 35.17 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CEWE Stiftung'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.
CEWE Stiftung Backtested Returns
Currently, CEWE Stiftung Co is very steady. CEWE Stiftung secures Sharpe Ratio (or Efficiency) of 0.0765, which signifies that the company had a 0.0765 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for CEWE Stiftung Co, which you can use to evaluate the volatility of the firm. Please confirm CEWE Stiftung's risk adjusted performance of 0.0548, and Mean Deviation of 0.8496 to double-check if the risk estimate we provide is consistent with the expected return of 0.0837%. CEWE Stiftung has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0019, 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. CEWE Stiftung now shows a risk of 1.09%. Please confirm CEWE Stiftung skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if CEWE Stiftung will be following its price patterns.
Auto-correlation | 0.76 |
Good predictability
CEWE Stiftung Co has good predictability. Overlapping area represents the amount of predictability between CEWE Stiftung time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 CEWE Stiftung price movement. The serial correlation of 0.76 indicates that around 76.0% of current CEWE Stiftung price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 2.52 |
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 |
Thematic Opportunities
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Additional Tools for CEWE Stock Analysis
When running CEWE Stiftung's price analysis, check to measure CEWE Stiftung'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 CEWE Stiftung is operating at the current time. Most of CEWE Stiftung's value examination focuses on studying past and present price action to predict the probability of CEWE Stiftung's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CEWE Stiftung's price. Additionally, you may evaluate how the addition of CEWE Stiftung to your portfolios can decrease your overall portfolio volatility.