Caribbean Utilities Stock Market Value
| CUPUF Stock | USD 13.02 0.18 1.36% |
| Symbol | Caribbean |
Caribbean Utilities '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 Caribbean Utilities' pink sheet 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 Caribbean Utilities.
| 04/05/2025 |
| 07/04/2025 |
If you would invest 0.00 in Caribbean Utilities on April 5, 2025 and sell it all today you would earn a total of 0.00 from holding Caribbean Utilities or generate 0.0% return on investment in Caribbean Utilities over 90 days. Caribbean Utilities is related to or competes with Nicola Mining, Biglari Holdings, El Pollo, Lion One, Melco Resorts, and Braemar Hotels. Caribbean Utilities Company, Ltd. generates and distributes electricity in Grand Cayman, the Cayman Islands More
Caribbean Utilities 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 Caribbean Utilities' pink sheet 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 Caribbean Utilities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 6.47 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 1.8 |
Caribbean Utilities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caribbean Utilities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caribbean Utilities' standard deviation. In reality, there are many statistical measures that can use Caribbean Utilities historical prices to predict the future Caribbean Utilities' volatility.| Risk Adjusted Performance | 0.0041 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.6066 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Caribbean Utilities' 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.
Caribbean Utilities Backtested Returns
Caribbean Utilities secures Sharpe Ratio (or Efficiency) of -0.0272, which signifies that the company had a -0.0272 % return per unit of risk over the last 3 months. Caribbean Utilities exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Caribbean Utilities' Mean Deviation of 0.6582, downside deviation of 2.03, and Risk Adjusted Performance of 0.0041 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.007, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Caribbean Utilities are expected to decrease at a much lower rate. During the bear market, Caribbean Utilities is likely to outperform the market. At this point, Caribbean Utilities has a negative expected return of -0.0327%. Please make sure to confirm Caribbean Utilities' expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Caribbean Utilities performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Caribbean Utilities has insignificant reverse predictability. Overlapping area represents the amount of predictability between Caribbean Utilities time series from 5th of April 2025 to 20th of May 2025 and 20th of May 2025 to 4th 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 Caribbean Utilities price movement. The serial correlation of -0.2 indicates that over 20.0% of current Caribbean Utilities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Caribbean Utilities lagged returns against current returns
Autocorrelation, which is Caribbean Utilities pink sheet'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 Caribbean Utilities' pink sheet expected returns. We can calculate the autocorrelation of Caribbean Utilities returns to help us make a trade decision. For example, suppose you find that Caribbean Utilities has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Caribbean Utilities 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 Caribbean Utilities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caribbean Utilities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caribbean Utilities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Caribbean Utilities Lagged Returns
When evaluating Caribbean Utilities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caribbean Utilities pink sheet have on its future price. Caribbean Utilities 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, Caribbean Utilities autocorrelation shows the relationship between Caribbean Utilities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Caribbean Utilities.
Regressed Prices |
| Timeline |
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Other Information on Investing in Caribbean Pink Sheet
Caribbean Utilities financial ratios help investors to determine whether Caribbean Pink Sheet 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 Caribbean with respect to the benefits of owning Caribbean Utilities security.