Consumer Portfolio Services Stock Market Value
| CPSS Stock | USD 8.59 0.25 2.83% |
| Symbol | Consumer |
Consumer Portfolio Price To Book Ratio
Is Consumer Portfolio'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 Consumer Portfolio. If investors know Consumer 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 Consumer Portfolio 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 (0.51) | Earnings Share 1.8 | Revenue Per Share 10.27 | Quarterly Revenue Growth (0.20) | Return On Assets 0.016 |
The market value of Consumer Portfolio is measured differently than its book value, which is the value of Consumer that is recorded on the company's balance sheet. Investors also form their own opinion of Consumer Portfolio's value that differs from its market value or its book value, called intrinsic value, which is Consumer Portfolio'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 Consumer Portfolio's market value can be influenced by many factors that don't directly affect Consumer Portfolio'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 Consumer Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Consumer Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Consumer Portfolio'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.
Consumer Portfolio '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 Consumer Portfolio'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 Consumer Portfolio.
| 03/29/2024 |
| 04/28/2024 |
If you would invest 0.00 in Consumer Portfolio on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding Consumer Portfolio Services or generate 0.0% return on investment in Consumer Portfolio over 30 days. Consumer Portfolio is related to or competes with Air Lease. Consumer Portfolio Services, Inc. operates as a specialty finance company in the United States More
Consumer Portfolio 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 Consumer Portfolio'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 Consumer Portfolio Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0029 | |||
| Maximum Drawdown | 17.23 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 6.15 |
Consumer Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Consumer Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Consumer Portfolio's standard deviation. In reality, there are many statistical measures that can use Consumer Portfolio historical prices to predict the future Consumer Portfolio's volatility.| Risk Adjusted Performance | 0.0271 | |||
| Jensen Alpha | 0.004 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.004 | |||
| Treynor Ratio | 0.0829 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Consumer Portfolio'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.
Consumer Portfolio Backtested Returns
Consumer Portfolio secures Sharpe Ratio (or Efficiency) of -0.0348, which signifies that the company had a -0.0348% return per unit of risk over the last 3 months. Consumer Portfolio Services exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Consumer Portfolio's Downside Deviation of 2.35, mean deviation of 2.45, and Risk Adjusted Performance of 0.0271 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.07, which signifies a somewhat significant risk relative to the market. Consumer Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Consumer Portfolio is expected to follow. Consumer Portfolio has an expected return of -0.1%. Please make sure to confirm Consumer Portfolio maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Consumer Portfolio performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Consumer Portfolio Services has insignificant reverse predictability. Overlapping area represents the amount of predictability between Consumer Portfolio time series from 29th of March 2024 to 13th of April 2024 and 13th of April 2024 to 28th 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 Consumer Portfolio price movement. The serial correlation of -0.18 indicates that over 18.0% of current Consumer Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Consumer Portfolio lagged returns against current returns
Autocorrelation, which is Consumer Portfolio 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 Consumer Portfolio's stock expected returns. We can calculate the autocorrelation of Consumer Portfolio returns to help us make a trade decision. For example, suppose you find that Consumer Portfolio 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 |
Consumer Portfolio 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 Consumer Portfolio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Consumer Portfolio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Consumer Portfolio stock over time.
Current vs Lagged Prices |
| Timeline |
Consumer Portfolio Lagged Returns
When evaluating Consumer Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Consumer Portfolio stock have on its future price. Consumer Portfolio 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, Consumer Portfolio autocorrelation shows the relationship between Consumer Portfolio stock current value and its past values and can show if there is a momentum factor associated with investing in Consumer Portfolio Services.
Regressed Prices |
| Timeline |
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 Consumer Portfolio 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, Consumer Portfolio's short interest history, or implied volatility extrapolated from Consumer Portfolio options trading.
Pair Trading with Consumer Portfolio
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 Consumer Portfolio 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 Consumer Portfolio will appreciate offsetting losses from the drop in the long position's value.Moving against Consumer Stock
| 0.74 | L | Loews Corp | PairCorr |
| 0.74 | CM | Canadian Imperial Bank Financial Report 23rd of May 2024 | PairCorr |
| 0.71 | CB | Chubb | PairCorr |
| 0.7 | IX | Orix Corp Ads Financial Report 8th of May 2024 | PairCorr |
| 0.69 | AB | AllianceBernstein | PairCorr |
The ability to find closely correlated positions to Consumer Portfolio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Consumer Portfolio 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 Consumer Portfolio - 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 Consumer Portfolio Services to buy it.
The correlation of Consumer Portfolio 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 Consumer Portfolio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Consumer Portfolio 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 Consumer Portfolio 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 Consumer Portfolio Correlation, Consumer Portfolio Volatility and Consumer Portfolio Alpha and Beta module to complement your research on Consumer Portfolio. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Consumer Stock analysis
When running Consumer Portfolio's price analysis, check to measure Consumer Portfolio'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 Consumer Portfolio is operating at the current time. Most of Consumer Portfolio's value examination focuses on studying past and present price action to predict the probability of Consumer Portfolio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Consumer Portfolio's price. Additionally, you may evaluate how the addition of Consumer Portfolio to your portfolios can decrease your overall portfolio volatility.
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Consumer Portfolio 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.