Cohort (UK) Market Value
| CHRT Stock | 1,544 34.00 2.15% |
| Symbol | Cohort |
Cohort '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 Cohort'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 Cohort.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Cohort on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Cohort or generate 0.0% return on investment in Cohort over 90 days. Cohort is related to or competes with Compagnie Plastic, Vulcan Materials, Capital Metals, Sovereign Metals, Fulcrum Metals, Jacquet Metal, and AcadeMedia. Cohort is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Cohort 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 Cohort'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 Cohort upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.87 | |||
| Information Ratio | 0.0573 | |||
| Maximum Drawdown | 26.21 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 4.61 |
Cohort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohort's standard deviation. In reality, there are many statistical measures that can use Cohort historical prices to predict the future Cohort's volatility.| Risk Adjusted Performance | 0.1079 | |||
| Jensen Alpha | 0.4387 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0487 | |||
| Treynor Ratio | (0.73) |
Cohort Backtested Returns
Cohort appears to be very steady, given 3 months investment horizon. Cohort secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Cohort, which you can use to evaluate the volatility of the firm. Please makes use of Cohort's Mean Deviation of 2.12, risk adjusted performance of 0.1079, and Downside Deviation of 3.87 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cohort holds a performance score of 9. The firm shows a Beta (market volatility) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cohort are expected to decrease at a much lower rate. During the bear market, Cohort is likely to outperform the market. Please check Cohort's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Cohort's price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Cohort has average predictability. Overlapping area represents the amount of predictability between Cohort time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Cohort price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Cohort price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 2126.18 |
Cohort lagged returns against current returns
Autocorrelation, which is Cohort 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 Cohort's stock expected returns. We can calculate the autocorrelation of Cohort returns to help us make a trade decision. For example, suppose you find that Cohort 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 |
Cohort 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 Cohort stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohort stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohort stock over time.
Current vs Lagged Prices |
| Timeline |
Cohort Lagged Returns
When evaluating Cohort's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohort stock have on its future price. Cohort 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, Cohort autocorrelation shows the relationship between Cohort stock current value and its past values and can show if there is a momentum factor associated with investing in Cohort.
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.Additional Tools for Cohort Stock Analysis
When running Cohort's price analysis, check to measure Cohort'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 Cohort is operating at the current time. Most of Cohort's value examination focuses on studying past and present price action to predict the probability of Cohort's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cohort's price. Additionally, you may evaluate how the addition of Cohort to your portfolios can decrease your overall portfolio volatility.