Cae Inc Stock Market Value
| CAE Stock | CAD 39.96 0.33 0.82% |
| Symbol | CAE |
CAE Inc Price To Book Ratio
CAE '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 CAE'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 CAE.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in CAE on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding CAE Inc or generate 0.0% return on investment in CAE over 90 days. CAE is related to or competes with Canadian Pacific, Finning International, CGI, and S A P. CAE Inc., together with its subsidiaries, provides training solutions for the civil aviation, defence and security, and ... More
CAE 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 CAE'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 CAE Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.0959 | |||
| Maximum Drawdown | 9.27 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 3.74 |
CAE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAE's standard deviation. In reality, there are many statistical measures that can use CAE historical prices to predict the future CAE's volatility.| Risk Adjusted Performance | 0.1651 | |||
| Jensen Alpha | 0.2936 | |||
| Total Risk Alpha | 0.0485 | |||
| Sortino Ratio | 0.1012 | |||
| Treynor Ratio | 2.56 |
CAE Inc Backtested Returns
CAE appears to be very steady, given 3 months investment horizon. CAE Inc secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for CAE Inc, which you can use to evaluate the volatility of the entity. Please makes use of CAE's mean deviation of 1.34, and Coefficient Of Variation of 583.27 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CAE holds a performance score of 15. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CAE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CAE is expected to be smaller as well. Please check CAE's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether CAE's price patterns will revert.
Auto-correlation | 0.22 |
Weak predictability
CAE Inc has weak predictability. Overlapping area represents the amount of predictability between CAE time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 CAE Inc price movement. The serial correlation of 0.22 indicates that over 22.0% of current CAE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 3.46 |
CAE Inc lagged returns against current returns
Autocorrelation, which is CAE 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 CAE's stock expected returns. We can calculate the autocorrelation of CAE returns to help us make a trade decision. For example, suppose you find that CAE 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 |
CAE 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 CAE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAE stock over time.
Current vs Lagged Prices |
| Timeline |
CAE Lagged Returns
When evaluating CAE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAE stock have on its future price. CAE 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, CAE autocorrelation shows the relationship between CAE stock current value and its past values and can show if there is a momentum factor associated with investing in CAE Inc.
Regressed Prices |
| Timeline |
Pair Trading with CAE
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 CAE 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 CAE will appreciate offsetting losses from the drop in the long position's value.Moving together with CAE Stock
Moving against CAE Stock
The ability to find closely correlated positions to CAE could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CAE 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 CAE - 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 CAE Inc to buy it.
The correlation of CAE 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 CAE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CAE Inc 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 CAE 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.Check out CAE Correlation, CAE Volatility and CAE Alpha and Beta module to complement your research on CAE. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
CAE technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.