Charter Stock Market Value

CHTR -  USA Stock  

USD 475.08  5.58  1.19%

Charter Communicatio's market value is the price at which a share of Charter Communicatio stock trades on a public exchange. It measures the collective expectations of Charter Communicatio investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Charter Communicatio and determine expected loss or profit from investing in Charter Communicatio over a given investment horizon. Continue to Charter Communicatio Hype Analysis, Charter Communicatio Correlation, Charter Communicatio Valuation, Charter Communicatio Volatility, as well as analyze Charter Communicatio Alpha and Beta and Charter Communicatio Performance.

Is Charter Communicatio'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 Charter Communicatio. If investors know Charter 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 Charter Communicatio listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Charter Communicatio is measured differently than its book value, which is the value of Charter that is recorded on the company's balance sheet. Investors also form their own opinion of Charter Communicatio's value that differs from its market value or its book value, called intrinsic value, which is Charter Communicatio'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 Charter Communicatio's market value can be influenced by many factors that don't directly affect Charter Communicatio'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 Charter Communicatio's value and its price as these two are different measures arrived at by different means. Investors typically determine Charter Communicatio value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Charter Communicatio'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.

Charter Communicatio '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 Charter Communicatio'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 Charter Communicatio.
No Change 0.00  0.0 
In 31 days
If you would invest  0.00  in Charter Communicatio on April 19, 2022 and sell it all today you would earn a total of 0.00 from holding Charter Communicatio or generate 0.0% return on investment in Charter Communicatio over 30 days. Charter Communicatio is related to or competes with Cinemark Holdings, Disney, Dolby Laboratories, Endeavor Group, Dolphin Entertainment, Live Nation, and Marcus Corp. Charter Communications, Inc. operates as a broadband connectivity and cable operator company serving residential and com...

Charter Communicatio 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 Charter Communicatio'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 Charter Communicatio upside and downside potential and time the market with a certain degree of confidence.

Charter Communicatio Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Charter Communicatio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Charter Communicatio's standard deviation. In reality, there are many statistical measures that can use Charter Communicatio historical prices to predict the future Charter Communicatio's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Charter Communicatio'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. Please use the tools below to analyze the current value of Charter Communicatio in the context of predictive analytics.
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LowReal ValueHigh
20 Analysts
LowTarget PriceHigh
Estimates (12)
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Charter Communicatio. Your research has to be compared to or analyzed against Charter Communicatio's peers to derive any actionable benefits. When done correctly, Charter Communicatio's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Charter Communicatio.

Charter Communicatio Backtested Returns

Charter Communicatio secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had -0.15% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Charter Communicatio exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Charter Communicatio risk adjusted performance of (0.21), and Mean Deviation of 1.77 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.6754, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Charter's beta means in this case. As returns on the market increase, Charter Communicatio returns are expected to increase less than the market. However, during the bear market, the loss on holding Charter Communicatio will be expected to be smaller as well. Even though it is essential to pay attention to Charter Communicatio historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Charter Communicatio exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Charter Communicatio has an expected return of -0.35%. Please be advised to confirm Charter Communicatio coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power to decide if Charter Communicatio performance from the past will be repeated at some point in the near future.



Very good reverse predictability

Charter Communicatio has very good reverse predictability. Overlapping area represents the amount of predictability between Charter Communicatio time series from 19th of April 2022 to 4th of May 2022 and 4th of May 2022 to 19th of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Charter Communicatio price movement. The serial correlation of -0.68 indicates that around 68.0% of current Charter Communicatio price fluctuation can be explain by its past prices.
Correlation Coefficient-0.68
Spearman Rank Test-0.83
Residual Average0.0
Price Variance71.57

Charter Communicatio lagged returns against current returns

Autocorrelation, which is Charter Communicatio 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 Charter Communicatio's stock expected returns. We can calculate the autocorrelation of Charter Communicatio returns to help us make a trade decision. For example, suppose you find that Charter Communicatio stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 

Charter Communicatio 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 Charter Communicatio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Charter Communicatio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Charter Communicatio stock over time.
 Current vs Lagged Prices 

Charter Communicatio Lagged Returns

When evaluating Charter Communicatio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Charter Communicatio stock have on its future price. Charter Communicatio 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, Charter Communicatio autocorrelation shows the relationship between Charter Communicatio stock current value and its past values and can show if there is a momentum factor associated with investing in Charter Communicatio.
 Regressed Prices 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Charter Communicatio without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Charter Communicatio

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 Charter Communicatio 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 Charter Communicatio will appreciate offsetting losses from the drop in the long position's value.

Charter Communicatio Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Charter Communicatio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Charter Communicatio 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 Charter Communicatio - 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 Charter Communicatio to buy it.
The correlation of Charter Communicatio is a statistical measure of how it moves in relation to other equities. 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 Charter Communicatio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Charter Communicatio 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 Charter Communicatio 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.
Pair CorrelationCorrelation Matching
Continue to Charter Communicatio Hype Analysis, Charter Communicatio Correlation, Charter Communicatio Valuation, Charter Communicatio Volatility, as well as analyze Charter Communicatio Alpha and Beta and Charter Communicatio Performance. Note that the Charter Communicatio information on this page should be used as a complementary analysis to other Charter Communicatio'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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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When running Charter Communicatio price analysis, check to measure Charter Communicatio'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 Charter Communicatio is operating at the current time. Most of Charter Communicatio's value examination focuses on studying past and present price action to predict the probability of Charter Communicatio's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Charter Communicatio's price. Additionally, you may evaluate how the addition of Charter Communicatio to your portfolios can decrease your overall portfolio volatility.
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Charter Communicatio 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.
A focus of Charter Communicatio technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Charter Communicatio trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...