Cambridge Technology (India) Market Value
| CTE Stock | 45.79 1.21 2.71% |
| Symbol | Cambridge |
Cambridge Technology '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 Cambridge Technology'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 Cambridge Technology.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Cambridge Technology on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Cambridge Technology Enterprises or generate 0.0% return on investment in Cambridge Technology over 90 days. Cambridge Technology is related to or competes with Indian Metals, ILFS Investment, Tube Investments, Bajaj Holdings, Industrial Investment, Data Patterns, and HDFC Asset. Cambridge Technology is entity of India. It is traded as Stock on NSE exchange. More
Cambridge Technology 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 Cambridge Technology'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 Cambridge Technology Enterprises upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 4.99 |
Cambridge Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambridge Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambridge Technology's standard deviation. In reality, there are many statistical measures that can use Cambridge Technology historical prices to predict the future Cambridge Technology's volatility.| Risk Adjusted Performance | 0.0525 | |||
| Jensen Alpha | 0.0656 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3071 |
Cambridge Technology Backtested Returns
At this point, Cambridge Technology is very steady. Cambridge Technology secures Sharpe Ratio (or Efficiency) of 0.0452, which signifies that the company had a 0.0452 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cambridge Technology Enterprises, which you can use to evaluate the volatility of the firm. Please confirm Cambridge Technology's Mean Deviation of 2.13, downside deviation of 2.02, and Risk Adjusted Performance of 0.0525 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Cambridge Technology has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambridge Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambridge Technology is expected to be smaller as well. Cambridge Technology right now shows a risk of 2.62%. Please confirm Cambridge Technology standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Cambridge Technology will be following its price patterns.
Auto-correlation | 0.23 |
Weak predictability
Cambridge Technology Enterprises has weak predictability. Overlapping area represents the amount of predictability between Cambridge Technology 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 Cambridge Technology price movement. The serial correlation of 0.23 indicates that over 23.0% of current Cambridge Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
Cambridge Technology lagged returns against current returns
Autocorrelation, which is Cambridge Technology 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 Cambridge Technology's stock expected returns. We can calculate the autocorrelation of Cambridge Technology returns to help us make a trade decision. For example, suppose you find that Cambridge Technology 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 |
Cambridge Technology 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 Cambridge Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambridge Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambridge Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Cambridge Technology Lagged Returns
When evaluating Cambridge Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambridge Technology stock have on its future price. Cambridge Technology 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, Cambridge Technology autocorrelation shows the relationship between Cambridge Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Cambridge Technology Enterprises.
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.Other Information on Investing in Cambridge Stock
Cambridge Technology financial ratios help investors to determine whether Cambridge 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 Cambridge with respect to the benefits of owning Cambridge Technology security.