Costco Wholesale (Germany) Market Value
| CTO Stock | EUR 830.40 11.60 1.42% |
| Symbol | Costco |
Costco Wholesale '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 Costco Wholesale'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 Costco Wholesale.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Costco Wholesale on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Costco Wholesale Corp or generate 0.0% return on investment in Costco Wholesale over 90 days. Costco Wholesale is related to or competes with SIMS METAL, SEALED AIR, Aluminumof China, HF SINCLAIR, LION ONE, Air New, and DELTA AIR. More
Costco Wholesale 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 Costco Wholesale'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 Costco Wholesale Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 6.27 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.42 |
Costco Wholesale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Costco Wholesale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Costco Wholesale's standard deviation. In reality, there are many statistical measures that can use Costco Wholesale historical prices to predict the future Costco Wholesale's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.9248 |
Costco Wholesale Corp Backtested Returns
Costco Wholesale Corp secures Sharpe Ratio (or Efficiency) of -0.0936, which signifies that the company had a -0.0936 % return per unit of risk over the last 3 months. Costco Wholesale Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Costco Wholesale's Mean Deviation of 0.7994, standard deviation of 1.04, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Costco Wholesale are expected to decrease at a much lower rate. During the bear market, Costco Wholesale is likely to outperform the market. At this point, Costco Wholesale Corp has a negative expected return of -0.099%. Please make sure to confirm Costco Wholesale's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Costco Wholesale Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Costco Wholesale Corp has average predictability. Overlapping area represents the amount of predictability between Costco Wholesale 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 Costco Wholesale Corp price movement. The serial correlation of 0.49 indicates that about 49.0% of current Costco Wholesale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 267.15 |
Costco Wholesale Corp lagged returns against current returns
Autocorrelation, which is Costco Wholesale 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 Costco Wholesale's stock expected returns. We can calculate the autocorrelation of Costco Wholesale returns to help us make a trade decision. For example, suppose you find that Costco Wholesale 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 |
Costco Wholesale 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 Costco Wholesale stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Costco Wholesale stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Costco Wholesale stock over time.
Current vs Lagged Prices |
| Timeline |
Costco Wholesale Lagged Returns
When evaluating Costco Wholesale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Costco Wholesale stock have on its future price. Costco Wholesale 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, Costco Wholesale autocorrelation shows the relationship between Costco Wholesale stock current value and its past values and can show if there is a momentum factor associated with investing in Costco Wholesale Corp.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetAdditional Information and Resources on Investing in Costco Stock
When determining whether Costco Wholesale Corp is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Costco Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Costco Wholesale Corp Stock. Highlighted below are key reports to facilitate an investment decision about Costco Wholesale Corp Stock:Check out Costco Wholesale Correlation, Costco Wholesale Volatility and Costco Wholesale Alpha and Beta module to complement your research on Costco Wholesale. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Costco Wholesale 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.