Compaa Industrial (Chile) Market Value
| VOLCAN Stock | 3,250 0.00 0.00% |
| Symbol | Compaa |
Compaa Industrial '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 Compaa Industrial'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 Compaa Industrial.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Compaa Industrial on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Compaa Industrial El or generate 0.0% return on investment in Compaa Industrial over 30 days.
Compaa Industrial 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 Compaa Industrial'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 Compaa Industrial El upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.1 | |||
| Information Ratio | 0.079 | |||
| Maximum Drawdown | 18.18 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 3.44 |
Compaa Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compaa Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compaa Industrial's standard deviation. In reality, there are many statistical measures that can use Compaa Industrial historical prices to predict the future Compaa Industrial's volatility.| Risk Adjusted Performance | 0.0953 | |||
| Jensen Alpha | 0.2517 | |||
| Total Risk Alpha | 0.0034 | |||
| Sortino Ratio | 0.0365 | |||
| Treynor Ratio | 1.21 |
Compaa Industrial Backtested Returns
At this point, Compaa Industrial is very steady. Compaa Industrial secures Sharpe Ratio (or Efficiency) of 0.0459, which signifies that the company had a 0.0459 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Compaa Industrial El, which you can use to evaluate the volatility of the firm. Please confirm Compaa Industrial's Mean Deviation of 1.04, downside deviation of 5.1, and Risk Adjusted Performance of 0.0953 to double-check if the risk estimate we provide is consistent with the expected return of 0.0679%. Compaa Industrial has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compaa Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compaa Industrial is expected to be smaller as well. Compaa Industrial right now shows a risk of 1.48%. Please confirm Compaa Industrial treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and accumulation distribution , to decide if Compaa Industrial will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Compaa Industrial El has no correlation between past and present. Overlapping area represents the amount of predictability between Compaa Industrial time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Compaa Industrial price movement. The serial correlation of 0.0 indicates that just 0.0% of current Compaa Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Compaa Industrial lagged returns against current returns
Autocorrelation, which is Compaa Industrial 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 Compaa Industrial's stock expected returns. We can calculate the autocorrelation of Compaa Industrial returns to help us make a trade decision. For example, suppose you find that Compaa Industrial 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 |
Compaa Industrial 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 Compaa Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compaa Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compaa Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
Compaa Industrial Lagged Returns
When evaluating Compaa Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compaa Industrial stock have on its future price. Compaa Industrial 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, Compaa Industrial autocorrelation shows the relationship between Compaa Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in Compaa Industrial El.
Regressed Prices |
| Timeline |
Pair Trading with Compaa Industrial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Compaa Industrial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Compaa Industrial will appreciate offsetting losses from the drop in the long position's value.Moving against Compaa Stock
The ability to find closely correlated positions to Compaa Industrial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Compaa Industrial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Compaa Industrial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Compaa Industrial El to buy it.
The correlation of Compaa Industrial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Compaa Industrial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Compaa Industrial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Compaa Industrial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.