Carlsberg As Stock Market Value
| CABGY Stock | USD 25.45 0.03 0.12% |
| Symbol | Carlsberg |
Carlsberg '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 Carlsberg's 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 Carlsberg.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Carlsberg on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Carlsberg AS or generate 0.0% return on investment in Carlsberg over 90 days. Carlsberg is related to or competes with Assa Abloy, Compania Cervecerias, Compass Group, Deutsche Boerse, Heineken, Heineken, and Sampo OYJ. Carlsberg AS produces and sells beer and other beverage products in Denmark More
Carlsberg 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 Carlsberg's 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 Carlsberg AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.41 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 2.0 |
Carlsberg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlsberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlsberg's standard deviation. In reality, there are many statistical measures that can use Carlsberg historical prices to predict the future Carlsberg's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.26) |
Carlsberg AS Backtested Returns
Carlsberg AS secures Sharpe Ratio (or Efficiency) of -0.0775, which signifies that the company had a -0.0775 % return per unit of risk over the last 3 months. Carlsberg AS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Carlsberg's Mean Deviation of 1.12, risk adjusted performance of (0.06), and Standard Deviation of 1.49 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Carlsberg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Carlsberg is expected to be smaller as well. At this point, Carlsberg AS has a negative expected return of -0.12%. Please make sure to confirm Carlsberg's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Carlsberg AS performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Carlsberg AS has below average predictability. Overlapping area represents the amount of predictability between Carlsberg time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 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 Carlsberg AS price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Carlsberg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.19 |
Carlsberg AS lagged returns against current returns
Autocorrelation, which is Carlsberg 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 Carlsberg's pink sheet expected returns. We can calculate the autocorrelation of Carlsberg returns to help us make a trade decision. For example, suppose you find that Carlsberg 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 |
Carlsberg 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 Carlsberg pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlsberg pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlsberg pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Carlsberg Lagged Returns
When evaluating Carlsberg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlsberg pink sheet have on its future price. Carlsberg 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, Carlsberg autocorrelation shows the relationship between Carlsberg pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Carlsberg AS.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Carlsberg Pink Sheet Analysis
When running Carlsberg's price analysis, check to measure Carlsberg'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 Carlsberg is operating at the current time. Most of Carlsberg's value examination focuses on studying past and present price action to predict the probability of Carlsberg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlsberg's price. Additionally, you may evaluate how the addition of Carlsberg to your portfolios can decrease your overall portfolio volatility.