CCC SA (Poland) Market Value
| CCC Stock | 213.90 14.95 7.51% |
| Symbol | CCC |
CCC SA '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 CCC SA'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 CCC SA.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in CCC SA on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding CCC SA or generate 0.0% return on investment in CCC SA over 90 days.
CCC SA 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 CCC SA'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 CCC SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.67 | |||
| Value At Risk | (4.66) | |||
| Potential Upside | 4.21 |
CCC SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CCC SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CCC SA's standard deviation. In reality, there are many statistical measures that can use CCC SA historical prices to predict the future CCC SA's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CCC SA'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.
CCC SA Backtested Returns
CCC SA retains Efficiency (Sharpe Ratio) of -0.0158, which signifies that the company had a -0.0158 % return per unit of risk over the last 3 months. CCC SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CCC SA's market risk adjusted performance of (0.41), and Variance of 8.25 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CCC SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding CCC SA is expected to be smaller as well. At this point, CCC SA has a negative expected return of -0.0459%. Please make sure to confirm CCC SA's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if CCC SA performance from the past will be repeated at some future date.
Auto-correlation | -0.22 |
Weak reverse predictability
CCC SA has weak reverse predictability. Overlapping area represents the amount of predictability between CCC SA time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 CCC SA price movement. The serial correlation of -0.22 indicates that over 22.0% of current CCC SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 63.88 |
CCC SA lagged returns against current returns
Autocorrelation, which is CCC SA 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 CCC SA's stock expected returns. We can calculate the autocorrelation of CCC SA returns to help us make a trade decision. For example, suppose you find that CCC SA 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 |
CCC SA 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 CCC SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CCC SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CCC SA stock over time.
Current vs Lagged Prices |
| Timeline |
CCC SA Lagged Returns
When evaluating CCC SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CCC SA stock have on its future price. CCC SA 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, CCC SA autocorrelation shows the relationship between CCC SA stock current value and its past values and can show if there is a momentum factor associated with investing in CCC SA.
Regressed Prices |
| Timeline |
Pair Trading with CCC SA
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 CCC SA 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 CCC SA will appreciate offsetting losses from the drop in the long position's value.Moving against CCC Stock
| 0.8 | PKN | Polski Koncern Naftowy | PairCorr |
| 0.62 | CEZ | CEZ as | PairCorr |
| 0.62 | PCO | Pepco Group BV | PairCorr |
| 0.59 | SAN | Banco Santander SA | PairCorr |
| 0.58 | UCG | UniCredit SpA | PairCorr |
The ability to find closely correlated positions to CCC SA could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CCC SA 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 CCC SA - 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 CCC SA to buy it.
The correlation of CCC SA 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 CCC SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CCC SA 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 CCC SA 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.Additional Tools for CCC Stock Analysis
When running CCC SA's price analysis, check to measure CCC SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CCC SA is operating at the current time. Most of CCC SA's value examination focuses on studying past and present price action to predict the probability of CCC SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CCC SA's price. Additionally, you may evaluate how the addition of CCC SA to your portfolios can decrease your overall portfolio volatility.