Coloplast A/S (Germany) Market Value
| CBHD Stock | EUR 81.44 0.14 0.17% |
| Symbol | Coloplast |
Coloplast A/S '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 Coloplast A/S'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 Coloplast A/S.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Coloplast A/S on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Coloplast AS or generate 0.0% return on investment in Coloplast A/S over 90 days. Coloplast A/S is related to or competes with COFCO Joycome, Eidesvik Offshore, Fevertree Drinks, Astral Foods, EBRO FOODS, and Chesapeake Utilities. Coloplast AS develops and markets intimate healthcare products and services worldwide More
Coloplast A/S 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 Coloplast A/S'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 Coloplast AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 11.81 | |||
| Value At Risk | (4.39) | |||
| Potential Upside | 2.15 |
Coloplast A/S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coloplast A/S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coloplast A/S's standard deviation. In reality, there are many statistical measures that can use Coloplast A/S historical prices to predict the future Coloplast A/S's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 3.25 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coloplast A/S's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Coloplast A/S Backtested Returns
Coloplast A/S secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of risk over the last 3 months. Coloplast AS exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Coloplast A/S's Mean Deviation of 1.31, risk adjusted performance of (0.08), and Standard Deviation of 1.98 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0599, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Coloplast A/S are expected to decrease at a much lower rate. During the bear market, Coloplast A/S is likely to outperform the market. At this point, Coloplast A/S has a negative expected return of -0.22%. Please make sure to confirm Coloplast A/S's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Coloplast A/S performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.80 |
Very good predictability
Coloplast AS has very good predictability. Overlapping area represents the amount of predictability between Coloplast A/S time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Coloplast A/S price movement. The serial correlation of 0.8 indicates that around 80.0% of current Coloplast A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 2.97 |
Coloplast A/S lagged returns against current returns
Autocorrelation, which is Coloplast A/S 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 Coloplast A/S's stock expected returns. We can calculate the autocorrelation of Coloplast A/S returns to help us make a trade decision. For example, suppose you find that Coloplast A/S 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 |
Coloplast A/S 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 Coloplast A/S stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coloplast A/S stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coloplast A/S stock over time.
Current vs Lagged Prices |
| Timeline |
Coloplast A/S Lagged Returns
When evaluating Coloplast A/S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coloplast A/S stock have on its future price. Coloplast A/S 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, Coloplast A/S autocorrelation shows the relationship between Coloplast A/S stock current value and its past values and can show if there is a momentum factor associated with investing in Coloplast AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Coloplast Stock
Coloplast A/S financial ratios help investors to determine whether Coloplast 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 Coloplast with respect to the benefits of owning Coloplast A/S security.