CSL (Germany) Market Value
| CSJ Stock | EUR 142.92 5.54 4.03% |
| Symbol | CSL |
CSL '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 CSL'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 CSL.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in CSL on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding CSL Limited or generate 0.0% return on investment in CSL over 90 days. CSL is related to or competes with CI GAMES, GAMES OPERATORS, GRUPO CARSO-A1, Eidesvik Offshore, Media, BRAGG GAMING, and FRACTAL GAMING. CSL Limited researches, develops, manufactures, markets, and distributes biopharmaceutical and allied products in Austra... More
CSL 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 CSL'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 CSL Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 3.62 |
CSL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSL's standard deviation. In reality, there are many statistical measures that can use CSL historical prices to predict the future CSL's volatility.| Risk Adjusted Performance | 0.0575 | |||
| Jensen Alpha | 0.12 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.24) |
CSL Limited Backtested Returns
At this point, CSL is very steady. CSL Limited secures Sharpe Ratio (or Efficiency) of 0.0827, which signifies that the company had a 0.0827 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for CSL Limited, which you can use to evaluate the volatility of the firm. Please confirm CSL's Mean Deviation of 1.13, risk adjusted performance of 0.0575, and Semi Deviation of 1.35 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. CSL has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CSL are expected to decrease at a much lower rate. During the bear market, CSL is likely to outperform the market. CSL Limited currently shows a risk of 1.54%. Please confirm CSL Limited treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if CSL Limited will be following its price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
CSL Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between CSL 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 CSL Limited price movement. The serial correlation of -0.02 indicates that only 2.0% of current CSL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 6.74 |
CSL Limited lagged returns against current returns
Autocorrelation, which is CSL 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 CSL's stock expected returns. We can calculate the autocorrelation of CSL returns to help us make a trade decision. For example, suppose you find that CSL 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 |
CSL 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 CSL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSL stock over time.
Current vs Lagged Prices |
| Timeline |
CSL Lagged Returns
When evaluating CSL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSL stock have on its future price. CSL 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, CSL autocorrelation shows the relationship between CSL stock current value and its past values and can show if there is a momentum factor associated with investing in CSL Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CSL Stock
CSL financial ratios help investors to determine whether CSL 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 CSL with respect to the benefits of owning CSL security.