CleanTech Lithium (UK) Market Value
| CTL Stock | 6.00 0.50 9.09% |
| Symbol | CleanTech |
CleanTech Lithium '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 CleanTech Lithium'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 CleanTech Lithium.
| 08/15/2025 |
| 11/13/2025 |
If you would invest 0.00 in CleanTech Lithium on August 15, 2025 and sell it all today you would earn a total of 0.00 from holding CleanTech Lithium plc or generate 0.0% return on investment in CleanTech Lithium over 90 days. CleanTech Lithium is related to or competes with Givaudan, Antofagasta PLC, Clariant, EVRAZ Plc, Atalaya Mining, Amaroq Minerals, and Metals Exploration. CleanTech Lithium is entity of United Kingdom More
CleanTech Lithium 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 CleanTech Lithium'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 CleanTech Lithium plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.47 | |||
| Information Ratio | 0.0136 | |||
| Maximum Drawdown | 13.75 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 6.67 |
CleanTech Lithium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CleanTech Lithium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CleanTech Lithium's standard deviation. In reality, there are many statistical measures that can use CleanTech Lithium historical prices to predict the future CleanTech Lithium's volatility.| Risk Adjusted Performance | 0.0438 | |||
| Jensen Alpha | 0.1748 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.011 | |||
| Treynor Ratio | (0.87) |
CleanTech Lithium plc Backtested Returns
CleanTech Lithium appears to be slightly risky, given 3 months investment horizon. CleanTech Lithium plc secures Sharpe Ratio (or Efficiency) of 0.072, which signifies that the company had a 0.072 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for CleanTech Lithium plc, which you can use to evaluate the volatility of the firm. Please makes use of CleanTech Lithium's mean deviation of 1.58, and Risk Adjusted Performance of 0.0438 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CleanTech Lithium holds a performance score of 5. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CleanTech Lithium are expected to decrease at a much lower rate. During the bear market, CleanTech Lithium is likely to outperform the market. Please check CleanTech Lithium's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether CleanTech Lithium's price patterns will revert.
Auto-correlation | -0.53 |
Good reverse predictability
CleanTech Lithium plc has good reverse predictability. Overlapping area represents the amount of predictability between CleanTech Lithium time series from 15th of August 2025 to 29th of September 2025 and 29th of September 2025 to 13th of November 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 CleanTech Lithium plc price movement. The serial correlation of -0.53 indicates that about 53.0% of current CleanTech Lithium price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
CleanTech Lithium plc lagged returns against current returns
Autocorrelation, which is CleanTech Lithium 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 CleanTech Lithium's stock expected returns. We can calculate the autocorrelation of CleanTech Lithium returns to help us make a trade decision. For example, suppose you find that CleanTech Lithium 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 |
CleanTech Lithium 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 CleanTech Lithium stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CleanTech Lithium stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CleanTech Lithium stock over time.
Current vs Lagged Prices |
| Timeline |
CleanTech Lithium Lagged Returns
When evaluating CleanTech Lithium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CleanTech Lithium stock have on its future price. CleanTech Lithium 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, CleanTech Lithium autocorrelation shows the relationship between CleanTech Lithium stock current value and its past values and can show if there is a momentum factor associated with investing in CleanTech Lithium plc.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in CleanTech Stock
CleanTech Lithium financial ratios help investors to determine whether CleanTech Stock 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 CleanTech with respect to the benefits of owning CleanTech Lithium security.