Castellum Ab Stock Market Value
| CWQXF Stock | USD 11.14 0.07 0.63% |
| Symbol | Castellum |
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 pink sheet 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.
| 01/03/2025 |
| 12/29/2025 |
If you would invest 0.00 in Castellum on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Castellum AB or generate 0.0% return on investment in Castellum over 360 days. Castellum is related to or competes with Ayala Land, Hang Lung, UOL Group, LEG Immobilien, City Developments, Land Securities, and UOL Group. Castellum is one of Swedens largest listed real estate companies with a property value of SEK 98 billion 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 pink sheet 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 AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 15.52 | |||
| Potential Upside | 0.5076 |
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 | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (1.16) |
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 AB Backtested Returns
Castellum AB secures Sharpe Ratio (or Efficiency) of -0.0455, which signifies that the company had a -0.0455 % return per unit of risk over the last 3 months. Castellum AB exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Castellum's Risk Adjusted Performance of (0.02), standard deviation of 1.65, and Mean Deviation of 0.492 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0664, which signifies not very significant fluctuations relative to the market. 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 AB has a negative expected return of -0.076%. Please make sure to confirm Castellum's jensen alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Castellum AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Castellum AB has weak reverse predictability. Overlapping area represents the amount of predictability between Castellum time series from 3rd of January 2025 to 2nd of July 2025 and 2nd of July 2025 to 29th of December 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 Castellum AB price movement. The serial correlation of -0.24 indicates that over 24.0% of current Castellum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Castellum AB lagged returns against current returns
Autocorrelation, which is Castellum pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Castellum pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Castellum pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Castellum AB.
Regressed Prices |
| Timeline |
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Other Information on Investing in Castellum Pink Sheet
Castellum financial ratios help investors to determine whether Castellum Pink Sheet 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 Castellum with respect to the benefits of owning Castellum security.