Carlyle Secured Lending Stock Market Value
| CGBD Stock | USD 17.08 0.09 0.53% |
| Symbol | Carlyle |
Carlyle Secured Lending Price To Book Ratio
Is Carlyle Secured'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 Carlyle Secured. If investors know Carlyle 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 Carlyle Secured 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 1.504 | Dividend Share 1.48 | Earnings Share 1.64 | Revenue Per Share 4.755 | Quarterly Revenue Growth 0.119 |
The market value of Carlyle Secured Lending is measured differently than its book value, which is the value of Carlyle that is recorded on the company's balance sheet. Investors also form their own opinion of Carlyle Secured's value that differs from its market value or its book value, called intrinsic value, which is Carlyle Secured'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 Carlyle Secured's market value can be influenced by many factors that don't directly affect Carlyle Secured'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 Carlyle Secured's value and its price as these two are different measures arrived at by different means. Investors typically determine if Carlyle Secured is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Carlyle Secured'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.
Carlyle Secured '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 Carlyle Secured'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 Carlyle Secured.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Carlyle Secured on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Carlyle Secured Lending or generate 0.0% return on investment in Carlyle Secured over 30 days. Carlyle Secured is related to or competes with Sixth Street, Golub Capital, Fidus Investment, New Mountain, Hercules Capital, BlackRock TCP, and Trinity Capital. TCG BDC, Inc. is business development company specializing in first lien debt, senior secured loans, second lien senior ... More
Carlyle Secured 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 Carlyle Secured'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 Carlyle Secured Lending upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0788 | |||
| Maximum Drawdown | 7.78 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.61 |
Carlyle Secured Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlyle Secured's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlyle Secured's standard deviation. In reality, there are many statistical measures that can use Carlyle Secured historical prices to predict the future Carlyle Secured's volatility.| Risk Adjusted Performance | 0.1064 | |||
| Jensen Alpha | 0.113 | |||
| Total Risk Alpha | 0.0201 | |||
| Sortino Ratio | 0.0864 | |||
| Treynor Ratio | 0.2436 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Carlyle Secured'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.
Carlyle Secured Lending Backtested Returns
Carlyle Secured appears to be very steady, given 3 months investment horizon. Carlyle Secured Lending secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Carlyle Secured Lending, which you can use to evaluate the volatility of the firm. Please makes use of Carlyle Secured's Mean Deviation of 0.754, downside deviation of 1.03, and Risk Adjusted Performance of 0.1064 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Carlyle Secured holds a performance score of 13. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Carlyle Secured's returns are expected to increase less than the market. However, during the bear market, the loss of holding Carlyle Secured is expected to be smaller as well. Please check Carlyle Secured's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Carlyle Secured's price patterns will revert.
Auto-correlation | 0.56 |
Modest predictability
Carlyle Secured Lending has modest predictability. Overlapping area represents the amount of predictability between Carlyle Secured time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Carlyle Secured Lending price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Carlyle Secured price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Carlyle Secured Lending lagged returns against current returns
Autocorrelation, which is Carlyle Secured 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 Carlyle Secured's stock expected returns. We can calculate the autocorrelation of Carlyle Secured returns to help us make a trade decision. For example, suppose you find that Carlyle Secured 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 |
Carlyle Secured 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 Carlyle Secured stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlyle Secured stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlyle Secured stock over time.
Current vs Lagged Prices |
| Timeline |
Carlyle Secured Lagged Returns
When evaluating Carlyle Secured's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlyle Secured stock have on its future price. Carlyle Secured 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, Carlyle Secured autocorrelation shows the relationship between Carlyle Secured stock current value and its past values and can show if there is a momentum factor associated with investing in Carlyle Secured Lending.
Regressed Prices |
| Timeline |
Pair Trading with Carlyle Secured
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 Carlyle Secured 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 Carlyle Secured will appreciate offsetting losses from the drop in the long position's value.Moving together with Carlyle Stock
| 0.63 | CG | Carlyle Group Earnings Call This Week | PairCorr |
Moving against Carlyle Stock
| 0.79 | AJX | Great Ajax Corp Earnings Call This Week | PairCorr |
| 0.46 | PJT | PJT Partners Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to Carlyle Secured could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Carlyle Secured 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 Carlyle Secured - 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 Carlyle Secured Lending to buy it.
The correlation of Carlyle Secured 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 Carlyle Secured moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Carlyle Secured Lending 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 Carlyle Secured 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 Carlyle Secured Correlation, Carlyle Secured Volatility and Carlyle Secured Alpha and Beta module to complement your research on Carlyle Secured. Note that the Carlyle Secured Lending information on this page should be used as a complementary analysis to other Carlyle Secured's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Carlyle Stock analysis
When running Carlyle Secured's price analysis, check to measure Carlyle Secured'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 Carlyle Secured is operating at the current time. Most of Carlyle Secured's value examination focuses on studying past and present price action to predict the probability of Carlyle Secured's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlyle Secured's price. Additionally, you may evaluate how the addition of Carlyle Secured to your portfolios can decrease your overall portfolio volatility.
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Carlyle Secured 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.