Computershare (Germany) Market Value
| QCH Stock | EUR 23.00 0.20 0.88% |
| Symbol | Computershare |
Computershare '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 Computershare'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 Computershare.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in Computershare on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding Computershare Limited or generate 0.0% return on investment in Computershare over 30 days. Computershare is related to or competes with Aristocrat Leisure, CDN IMPERIAL, Webster Financial, Virtu Financial, and UNIVERSAL DISPLAY. Computershare Limited provides issuer service, mortgage service, employee equity plans, communication, business, stakeho... More
Computershare 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 Computershare'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 Computershare Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.0152 | |||
| Maximum Drawdown | 7.32 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.7 |
Computershare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Computershare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Computershare's standard deviation. In reality, there are many statistical measures that can use Computershare historical prices to predict the future Computershare's volatility.| Risk Adjusted Performance | 0.1011 | |||
| Jensen Alpha | 0.1854 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0143 | |||
| Treynor Ratio | (0.66) |
Computershare Limited Backtested Returns
At this point, Computershare is very steady. Computershare Limited secures Sharpe Ratio (or Efficiency) of 0.0972, which signifies that the company had a 0.0972 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Computershare Limited, which you can use to evaluate the volatility of the firm. Please confirm Computershare's Downside Deviation of 1.68, mean deviation of 1.3, and Risk Adjusted Performance of 0.1011 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Computershare has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Computershare are expected to decrease at a much lower rate. During the bear market, Computershare is likely to outperform the market. Computershare Limited right now shows a risk of 1.59%. Please confirm Computershare Limited jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Computershare Limited will be following its price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Computershare Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Computershare time series from 20th of June 2025 to 5th of July 2025 and 5th of July 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 Computershare Limited price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Computershare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Computershare Limited lagged returns against current returns
Autocorrelation, which is Computershare 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 Computershare's stock expected returns. We can calculate the autocorrelation of Computershare returns to help us make a trade decision. For example, suppose you find that Computershare 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 |
Computershare 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 Computershare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Computershare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Computershare stock over time.
Current vs Lagged Prices |
| Timeline |
Computershare Lagged Returns
When evaluating Computershare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Computershare stock have on its future price. Computershare 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, Computershare autocorrelation shows the relationship between Computershare stock current value and its past values and can show if there is a momentum factor associated with investing in Computershare Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Computershare Stock
Computershare financial ratios help investors to determine whether Computershare 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 Computershare with respect to the benefits of owning Computershare security.