Castellum (Germany) Market Value
| TEX Stock | EUR 10.13 0.32 3.26% |
| 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 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.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Castellum on October 28, 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 90 days. Castellum is related to or competes with Konoike Transport, Columbia Sportswear, CARSALES, GRUPO CARSO-A1, Knight-Swift Transportation, ANTA Sports, and COLUMBIA SPORTSWEAR. 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 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 AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.36 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.12 |
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 | 0.0209 | |||
| Jensen Alpha | 0.0396 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.07) |
Castellum January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0209 | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 1.0 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.32 | |||
| Coefficient Of Variation | 4500.76 | |||
| Standard Deviation | 1.35 | |||
| Variance | 1.83 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0396 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.07) | |||
| Maximum Drawdown | 6.36 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.12 | |||
| Downside Variance | 1.73 | |||
| Semi Variance | 1.54 | |||
| Expected Short fall | (1.06) | |||
| Skewness | 0.4167 | |||
| Kurtosis | 0.8482 |
Castellum AB Backtested Returns
At this point, Castellum is out of control. Castellum AB secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Castellum AB, which you can use to evaluate the volatility of the firm. Please confirm Castellum's Risk Adjusted Performance of 0.0209, downside deviation of 1.32, and Mean Deviation of 1.0 to double-check if the risk estimate we provide is consistent with the expected return of 0.0097%. The firm shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Castellum are expected to decrease at a much lower rate. During the bear market, Castellum is likely to outperform the market. Castellum AB right now shows a risk of 1.29%. Please confirm Castellum AB semi variance, daily balance of power, and the relationship between the potential upside and skewness , to decide if Castellum AB will be following its price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Castellum AB has good reverse predictability. Overlapping area represents the amount of predictability between Castellum time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 AB price movement. The serial correlation of -0.53 indicates that about 53.0% of current Castellum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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Other Information on Investing in Castellum Stock
Castellum financial ratios help investors to determine whether Castellum 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 Castellum with respect to the benefits of owning Castellum security.