Carlyle Group Stock Market Value
| CG Stock | USD 46.33 1.13 2.50% |
| Symbol | Carlyle |
Carlyle Group Price To Book Ratio
Is Carlyle's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Carlyle. If investors know Carlyle will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Carlyle listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.71) | Dividend Share 1.4 | Earnings Share (1.68) | Revenue Per Share 6.699 | Quarterly Revenue Growth 0.255 |
The market value of Carlyle Group is measured differently than its book value, which is the value of Carlyle that is recorded on the company's balance sheet. Investors also form their own opinion of Carlyle's value that differs from its market value or its book value, called intrinsic value, which is Carlyle's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Carlyle's market value can be influenced by many factors that don't directly affect Carlyle's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Carlyle's value and its price as these two are different measures arrived at by different means. Investors typically determine if Carlyle is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Carlyle's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Carlyle '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 Carlyle'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 Carlyle.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Carlyle on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Carlyle Group or generate 0.0% return on investment in Carlyle over 30 days. Carlyle is related to or competes with Apollo Global, Blackstone, Brookfield Asset, Ares Management, KKR Co, Blue Owl, and Hamilton Lane. The Carlyle Group Inc. is an investment firm specializing in direct and fund of fund investments More
Carlyle 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 Carlyle'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 Carlyle Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0925 | |||
| Maximum Drawdown | 12.87 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.61 |
Carlyle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlyle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlyle's standard deviation. In reality, there are many statistical measures that can use Carlyle historical prices to predict the future Carlyle's volatility.| Risk Adjusted Performance | 0.0934 | |||
| Jensen Alpha | 0.0963 | |||
| Total Risk Alpha | 0.0126 | |||
| Sortino Ratio | 0.1031 | |||
| Treynor Ratio | 0.1291 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Carlyle's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Carlyle Group Backtested Returns
Carlyle appears to be very steady, given 3 months investment horizon. Carlyle Group secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Carlyle Group, which you can use to evaluate the volatility of the firm. Please makes use of Carlyle's Mean Deviation of 1.32, downside deviation of 1.65, and Risk Adjusted Performance of 0.0934 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Carlyle holds a performance score of 9. The firm shows a Beta (market volatility) of 1.93, 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, Carlyle will likely underperform. Please check Carlyle's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Carlyle's price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Carlyle Group has weak reverse predictability. Overlapping area represents the amount of predictability between Carlyle time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Carlyle Group price movement. The serial correlation of -0.22 indicates that over 22.0% of current Carlyle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Carlyle Group lagged returns against current returns
Autocorrelation, which is Carlyle 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 Carlyle's stock expected returns. We can calculate the autocorrelation of Carlyle returns to help us make a trade decision. For example, suppose you find that Carlyle 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 |
Carlyle 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 Carlyle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlyle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlyle stock over time.
Current vs Lagged Prices |
| Timeline |
Carlyle Lagged Returns
When evaluating Carlyle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlyle stock have on its future price. Carlyle 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, Carlyle autocorrelation shows the relationship between Carlyle stock current value and its past values and can show if there is a momentum factor associated with investing in Carlyle Group.
Regressed Prices |
| Timeline |
Carlyle Investors Sentiment
The influence of Carlyle's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Carlyle. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Carlyle's public news can be used to forecast risks associated with an investment in Carlyle. The trend in average sentiment can be used to explain how an investor holding Carlyle can time the market purely based on public headlines and social activities around Carlyle Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Carlyle's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Carlyle's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Carlyle's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Carlyle.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Carlyle in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Carlyle's short interest history, or implied volatility extrapolated from Carlyle options trading.
Pair Trading with Carlyle
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 Carlyle 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 Carlyle will appreciate offsetting losses from the drop in the long position's value.Moving together with Carlyle Stock
| 0.67 | GS | Goldman Sachs Group Financial Report 17th of July 2024 | PairCorr |
Moving against Carlyle Stock
| 0.62 | DHIL | Diamond Hill Investment | PairCorr |
| 0.62 | AC | Associated Capital | PairCorr |
| 0.56 | AX | Axos Financial Earnings Call This Week | PairCorr |
| 0.55 | ECPG | Encore Capital Group Financial Report 1st of May 2024 | PairCorr |
The ability to find closely correlated positions to Carlyle could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Carlyle 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 Carlyle - 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 Carlyle Group to buy it.
The correlation of Carlyle 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 Carlyle moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Carlyle Group 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 Carlyle 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.Check out Carlyle Correlation, Carlyle Volatility and Carlyle Alpha and Beta module to complement your research on Carlyle. Note that the Carlyle Group information on this page should be used as a complementary analysis to other Carlyle's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Complementary Tools for Carlyle Stock analysis
When running Carlyle's price analysis, check to measure Carlyle'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 Carlyle is operating at the current time. Most of Carlyle's value examination focuses on studying past and present price action to predict the probability of Carlyle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlyle's price. Additionally, you may evaluate how the addition of Carlyle to your portfolios can decrease your overall portfolio volatility.
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Carlyle technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.