Currys PLC (UK) Market Value
| CURY Stock | 115.50 0.40 0.35% |
| Symbol | Currys |
Currys PLC '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 Currys PLC'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 Currys PLC.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Currys PLC on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Currys PLC or generate 0.0% return on investment in Currys PLC over 90 days. Currys PLC is related to or competes with Charter Communications, Molson Coors, VPC Specialty, Zegona Communications, Sydbank, Aeorema Communications, and Tetragon Financial. Currys PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Currys PLC 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 Currys PLC'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 Currys PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.0505 | |||
| Maximum Drawdown | 12.0 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 3.2 |
Currys PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Currys PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Currys PLC's standard deviation. In reality, there are many statistical measures that can use Currys PLC historical prices to predict the future Currys PLC's volatility.| Risk Adjusted Performance | 0.1379 | |||
| Jensen Alpha | 0.1979 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0573 | |||
| Treynor Ratio | 0.6931 |
Currys PLC Backtested Returns
Currently, Currys PLC is very steady. Currys PLC secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Currys PLC, which you can use to evaluate the volatility of the firm. Please confirm Currys PLC's Downside Deviation of 1.62, mean deviation of 1.33, and Risk Adjusted Performance of 0.1379 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Currys PLC has a performance score of 8 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, Currys PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Currys PLC is expected to be smaller as well. Currys PLC right now shows a risk of 1.84%. Please confirm Currys PLC value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Currys PLC will be following its price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Currys PLC has modest reverse predictability. Overlapping area represents the amount of predictability between Currys PLC 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 Currys PLC price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Currys PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 8.23 |
Currys PLC lagged returns against current returns
Autocorrelation, which is Currys PLC 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 Currys PLC's stock expected returns. We can calculate the autocorrelation of Currys PLC returns to help us make a trade decision. For example, suppose you find that Currys PLC 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 |
Currys PLC 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 Currys PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Currys PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Currys PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Currys PLC Lagged Returns
When evaluating Currys PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Currys PLC stock have on its future price. Currys PLC 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, Currys PLC autocorrelation shows the relationship between Currys PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Currys PLC.
Regressed Prices |
| Timeline |
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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 Currys Stock Analysis
When running Currys PLC's price analysis, check to measure Currys PLC'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 Currys PLC is operating at the current time. Most of Currys PLC's value examination focuses on studying past and present price action to predict the probability of Currys PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Currys PLC's price. Additionally, you may evaluate how the addition of Currys PLC to your portfolios can decrease your overall portfolio volatility.