CARLISLE INC 375 Market Value
| 142339AH3 | 95.13 2.26 2.32% |
| Symbol | CARLISLE |
CARLISLE '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 CARLISLE's bond 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 CARLISLE.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in CARLISLE on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding CARLISLE INC 375 or generate 0.0% return on investment in CARLISLE over 30 days. CARLISLE is related to or competes with 00108WAF7, 90331HPL1, Bank of America, GE Aerospace, Dupont De, International Business, and McDonalds. More
CARLISLE 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 CARLISLE's bond 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 CARLISLE INC 375 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.91 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.23 |
CARLISLE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CARLISLE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CARLISLE's standard deviation. In reality, there are many statistical measures that can use CARLISLE historical prices to predict the future CARLISLE's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (1.14) |
CARLISLE INC 375 Backtested Returns
CARLISLE INC 375 secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12% return per unit of risk over the last 3 months. CARLISLE INC 375 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CARLISLE's Mean Deviation of 0.5916, variance of 1.26, and Coefficient Of Variation of (2,560) to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.0472, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CARLISLE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CARLISLE is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
CARLISLE INC 375 has weak predictability. Overlapping area represents the amount of predictability between CARLISLE time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 CARLISLE INC 375 price movement. The serial correlation of 0.24 indicates that over 24.0% of current CARLISLE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 1.31 |
CARLISLE INC 375 lagged returns against current returns
Autocorrelation, which is CARLISLE bond'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 CARLISLE's bond expected returns. We can calculate the autocorrelation of CARLISLE returns to help us make a trade decision. For example, suppose you find that CARLISLE has exhibited high autocorrelation historically, and you observe that the bond 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 |
CARLISLE 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 CARLISLE bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CARLISLE bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CARLISLE bond over time.
Current vs Lagged Prices |
| Timeline |
CARLISLE Lagged Returns
When evaluating CARLISLE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CARLISLE bond have on its future price. CARLISLE 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, CARLISLE autocorrelation shows the relationship between CARLISLE bond current value and its past values and can show if there is a momentum factor associated with investing in CARLISLE INC 375.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in CARLISLE Bond
CARLISLE financial ratios help investors to determine whether CARLISLE Bond 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 CARLISLE with respect to the benefits of owning CARLISLE security.