Camellia Plc (UK) Market Value
| CAM Stock | 5,700 125.00 2.24% |
| Symbol | Camellia |
Camellia Plc '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 Camellia Plc'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 Camellia Plc.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Camellia Plc on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Camellia Plc or generate 0.0% return on investment in Camellia Plc over 90 days. Camellia Plc is related to or competes with Auto Trader, Samsung Electronics, Zurich Insurance, Electronic Arts, Air Products, Amedeo Air, and Pentair PLC. More
Camellia Plc 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 Camellia Plc'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 Camellia Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.2397 | |||
| Maximum Drawdown | 13.62 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 4.43 |
Camellia Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Camellia Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camellia Plc's standard deviation. In reality, there are many statistical measures that can use Camellia Plc historical prices to predict the future Camellia Plc's volatility.| Risk Adjusted Performance | 0.2944 | |||
| Jensen Alpha | 0.6489 | |||
| Total Risk Alpha | 0.3319 | |||
| Sortino Ratio | 0.43 | |||
| Treynor Ratio | (2.33) |
Camellia Plc Backtested Returns
Camellia Plc appears to be very steady, given 3 months investment horizon. Camellia Plc secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the company had a 0.31 % return per unit of risk over the last 3 months. By analyzing Camellia Plc's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please makes use of Camellia Plc's Risk Adjusted Performance of 0.2944, downside deviation of 1.12, and Mean Deviation of 1.35 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Camellia Plc holds a performance score of 24. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Camellia Plc are expected to decrease at a much lower rate. During the bear market, Camellia Plc is likely to outperform the market. Please check Camellia Plc's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Camellia Plc's price patterns will revert.
Auto-correlation | 0.84 |
Very good predictability
Camellia Plc has very good predictability. Overlapping area represents the amount of predictability between Camellia Plc time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Camellia Plc price movement. The serial correlation of 0.84 indicates that around 84.0% of current Camellia Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 43.9 K |
Camellia Plc lagged returns against current returns
Autocorrelation, which is Camellia Plc 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 Camellia Plc's stock expected returns. We can calculate the autocorrelation of Camellia Plc returns to help us make a trade decision. For example, suppose you find that Camellia Plc 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 |
Camellia Plc 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 Camellia Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camellia Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camellia Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Camellia Plc Lagged Returns
When evaluating Camellia Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camellia Plc stock have on its future price. Camellia Plc 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, Camellia Plc autocorrelation shows the relationship between Camellia Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Camellia Plc.
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 Camellia Stock
Camellia Plc financial ratios help investors to determine whether Camellia 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 Camellia with respect to the benefits of owning Camellia Plc security.