City Of (Germany) Market Value
| CLN Stock | EUR 5.70 0.04 0.71% |
| Symbol | City |
City Of '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 City Of'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 City Of.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in City Of on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding The City of or generate 0.0% return on investment in City Of over 90 days. City Of is related to or competes with SPORT LISBOA, Transportadora, Transport International, COLUMBIA SPORTSWEAR, DICKS Sporting, TITANIUM TRANSPORTGROUP, and TV BROADCAST. The City of London Investment Trust plc is a closed-ended equity mutual fund launched and managed by Henderson Investmen... More
City Of 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 City Of'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 The City of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.598 | |||
| Information Ratio | 0.0326 | |||
| Maximum Drawdown | 5.06 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.17 |
City Of Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for City Of's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as City Of's standard deviation. In reality, there are many statistical measures that can use City Of historical prices to predict the future City Of's volatility.| Risk Adjusted Performance | 0.2012 | |||
| Jensen Alpha | 0.1715 | |||
| Total Risk Alpha | 0.0491 | |||
| Sortino Ratio | 0.0414 | |||
| Treynor Ratio | (1.27) |
The City Backtested Returns
At this point, City Of is very steady. The City secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for The City of, which you can use to evaluate the volatility of the firm. Please confirm City Of's Mean Deviation of 0.5359, risk adjusted performance of 0.2012, and Semi Deviation of 0.3428 to double-check if the risk estimate we provide is consistent with the expected return of 0.0806%. City Of has a performance score of 10 on a scale of 0 to 100. 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, returns on owning City Of are expected to decrease at a much lower rate. During the bear market, City Of is likely to outperform the market. The City right now shows a risk of 0.61%. Please confirm The City jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if The City will be following its price patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
The City of has almost perfect reverse predictability. Overlapping area represents the amount of predictability between City Of 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 The City price movement. The serial correlation of -0.72 indicates that around 72.0% of current City Of price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
The City lagged returns against current returns
Autocorrelation, which is City Of 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 City Of's stock expected returns. We can calculate the autocorrelation of City Of returns to help us make a trade decision. For example, suppose you find that City Of 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 |
City Of 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 City Of stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if City Of stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in City Of stock over time.
Current vs Lagged Prices |
| Timeline |
City Of Lagged Returns
When evaluating City Of's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of City Of stock have on its future price. City Of 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, City Of autocorrelation shows the relationship between City Of stock current value and its past values and can show if there is a momentum factor associated with investing in The City of.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in City Stock
City Of financial ratios help investors to determine whether City 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 City with respect to the benefits of owning City Of security.