Cincinnati Financial (UK) Market Value
| 0HYE Stock | 137.51 2.32 1.66% |
| Symbol | Cincinnati |
Cincinnati Financial '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 Cincinnati Financial'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 Cincinnati Financial.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Cincinnati Financial on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Cincinnati Financial Corp or generate 0.0% return on investment in Cincinnati Financial over 180 days. Cincinnati Financial is related to or competes with Gear4music Plc, Lowland Investment, Zurich Insurance, Livermore Investments, Seraphim Space, and Herald Investment. Cincinnati Financial is entity of United Kingdom More
Cincinnati Financial 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 Cincinnati Financial'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 Cincinnati Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.57 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 2.04 |
Cincinnati Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cincinnati Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cincinnati Financial's standard deviation. In reality, there are many statistical measures that can use Cincinnati Financial historical prices to predict the future Cincinnati Financial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.52) |
Cincinnati Financial Corp Backtested Returns
Currently, Cincinnati Financial Corp is very steady. Cincinnati Financial Corp secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Cincinnati Financial Corp, which you can use to evaluate the volatility of the firm. Please confirm Cincinnati Financial's Mean Deviation of 1.18, standard deviation of 1.7, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.0114%. The firm shows a Beta (market volatility) of 0.0667, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cincinnati Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cincinnati Financial is expected to be smaller as well. Cincinnati Financial Corp right now shows a risk of 1.73%. Please confirm Cincinnati Financial Corp jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Cincinnati Financial Corp will be following its price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Cincinnati Financial Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Cincinnati Financial time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 Cincinnati Financial Corp price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Cincinnati Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 47.18 |
Cincinnati Financial Corp lagged returns against current returns
Autocorrelation, which is Cincinnati Financial 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 Cincinnati Financial's stock expected returns. We can calculate the autocorrelation of Cincinnati Financial returns to help us make a trade decision. For example, suppose you find that Cincinnati Financial 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 |
Cincinnati Financial 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 Cincinnati Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cincinnati Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cincinnati Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Cincinnati Financial Lagged Returns
When evaluating Cincinnati Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cincinnati Financial stock have on its future price. Cincinnati Financial 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, Cincinnati Financial autocorrelation shows the relationship between Cincinnati Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Cincinnati Financial Corp.
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.Additional Tools for Cincinnati Stock Analysis
When running Cincinnati Financial's price analysis, check to measure Cincinnati Financial'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 Cincinnati Financial is operating at the current time. Most of Cincinnati Financial's value examination focuses on studying past and present price action to predict the probability of Cincinnati Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cincinnati Financial's price. Additionally, you may evaluate how the addition of Cincinnati Financial to your portfolios can decrease your overall portfolio volatility.