Cape Lambert (Germany) Market Value
| HM5 Stock | 0.01 0 20.00% |
| Symbol | Cape |
Cape Lambert '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 Cape Lambert'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 Cape Lambert.
| 06/21/2024 |
| 12/18/2024 |
If you would invest 0.00 in Cape Lambert on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Cape Lambert Resources or generate 0.0% return on investment in Cape Lambert over 180 days.
Cape Lambert 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 Cape Lambert'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 Cape Lambert Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 33.44 | |||
| Information Ratio | 0.1461 | |||
| Maximum Drawdown | 1947.47 | |||
| Value At Risk | (47.47) | |||
| Potential Upside | 100.0 |
Cape Lambert Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cape Lambert's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cape Lambert's standard deviation. In reality, there are many statistical measures that can use Cape Lambert historical prices to predict the future Cape Lambert's volatility.| Risk Adjusted Performance | 0.116 | |||
| Jensen Alpha | 35.83 | |||
| Total Risk Alpha | 15.78 | |||
| Sortino Ratio | 1.03 | |||
| Treynor Ratio | (1.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cape Lambert'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.
Cape Lambert Resources Backtested Returns
Cape Lambert is out of control given 3 months investment horizon. Cape Lambert Resources secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 21.64% are justified by taking the suggested risk. Use Cape Lambert Downside Deviation of 33.44, risk adjusted performance of 0.116, and Mean Deviation of 69.75 to evaluate company specific risk that cannot be diversified away. Cape Lambert holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -21.05, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Cape Lambert are expected to decrease by larger amounts. On the other hand, during market turmoil, Cape Lambert is expected to outperform it. Use Cape Lambert total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to analyze future returns on Cape Lambert.
Auto-correlation | 0.00 |
No correlation between past and present
Cape Lambert Resources has no correlation between past and present. Overlapping area represents the amount of predictability between Cape Lambert time series from 21st of June 2024 to 19th of September 2024 and 19th of September 2024 to 18th 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 Cape Lambert Resources price movement. The serial correlation of 0.0 indicates that just 0.0% of current Cape Lambert price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cape Lambert Resources lagged returns against current returns
Autocorrelation, which is Cape Lambert 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 Cape Lambert's stock expected returns. We can calculate the autocorrelation of Cape Lambert returns to help us make a trade decision. For example, suppose you find that Cape Lambert 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 |
Cape Lambert 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 Cape Lambert stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cape Lambert stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cape Lambert stock over time.
Current vs Lagged Prices |
| Timeline |
Cape Lambert Lagged Returns
When evaluating Cape Lambert's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cape Lambert stock have on its future price. Cape Lambert 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, Cape Lambert autocorrelation shows the relationship between Cape Lambert stock current value and its past values and can show if there is a momentum factor associated with investing in Cape Lambert Resources.
Regressed Prices |
| Timeline |
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Additional Tools for Cape Stock Analysis
When running Cape Lambert's price analysis, check to measure Cape Lambert'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 Cape Lambert is operating at the current time. Most of Cape Lambert's value examination focuses on studying past and present price action to predict the probability of Cape Lambert's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cape Lambert's price. Additionally, you may evaluate how the addition of Cape Lambert to your portfolios can decrease your overall portfolio volatility.