Charlottes Web Holdings Stock Market Value
| CWEB Stock | CAD 0.12 0.01 7.69% |
| Symbol | Charlottes |
Charlottes Web Holdings Price To Book Ratio
Charlottes Web '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 Charlottes Web'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 Charlottes Web.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Charlottes Web on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Charlottes Web Holdings or generate 0.0% return on investment in Charlottes Web over 90 days. Charlottes Web is related to or competes with Cronos, and OrganiGram Holdings. Charlottes Web Holdings, Inc. produces and distributes hemp-based, cannabidiol wellness products in the United States More
Charlottes Web 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 Charlottes Web'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 Charlottes Web Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.12 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 32.47 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
Charlottes Web Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Charlottes Web's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Charlottes Web's standard deviation. In reality, there are many statistical measures that can use Charlottes Web historical prices to predict the future Charlottes Web's volatility.| Risk Adjusted Performance | 0.022 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.85) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0702 |
Charlottes Web Holdings Backtested Returns
Charlottes Web appears to be out of control, given 3 months investment horizon. Charlottes Web Holdings secures Sharpe Ratio (or Efficiency) of 0.0326, which signifies that the company had a 0.0326 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Charlottes Web Holdings, which you can use to evaluate the volatility of the firm. Please makes use of Charlottes Web's risk adjusted performance of 0.022, and Mean Deviation of 4.27 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Charlottes Web holds a performance score of 2. The firm shows a Beta (market volatility) of 1.23, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Charlottes Web will likely underperform. Please check Charlottes Web's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Charlottes Web's price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Charlottes Web Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Charlottes Web 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 Charlottes Web Holdings price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Charlottes Web price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Charlottes Web Holdings lagged returns against current returns
Autocorrelation, which is Charlottes Web 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 Charlottes Web's stock expected returns. We can calculate the autocorrelation of Charlottes Web returns to help us make a trade decision. For example, suppose you find that Charlottes Web 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 |
Charlottes Web 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 Charlottes Web stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Charlottes Web stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Charlottes Web stock over time.
Current vs Lagged Prices |
| Timeline |
Charlottes Web Lagged Returns
When evaluating Charlottes Web's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Charlottes Web stock have on its future price. Charlottes Web 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, Charlottes Web autocorrelation shows the relationship between Charlottes Web stock current value and its past values and can show if there is a momentum factor associated with investing in Charlottes Web Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Charlottes Web
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Charlottes Web position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Charlottes Web will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Charlottes Web could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Charlottes Web when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Charlottes Web - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Charlottes Web Holdings to buy it.
The correlation of Charlottes Web is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Charlottes Web moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Charlottes Web Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Charlottes Web can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Charlottes Stock
Charlottes Web financial ratios help investors to determine whether Charlottes 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 Charlottes with respect to the benefits of owning Charlottes Web security.