CN ALUMINUM's market value is the price at which a share of CN ALUMINUM trades on a public exchange. It measures the collective expectations of CN ALUMINUM INT investors about its performance. CN ALUMINUM is trading at 0.27 as of the 7th of January 2026, a No Change since the beginning of the trading day. The stock's lowest day price was 0.27. With this module, you can estimate the performance of a buy and hold strategy of CN ALUMINUM INT and determine expected loss or profit from investing in CN ALUMINUM over a given investment horizon. Check out CN ALUMINUM Correlation, CN ALUMINUM Volatility and CN ALUMINUM Alpha and Beta module to complement your research on CN ALUMINUM.
Please note, there is a significant difference between CN ALUMINUM's value and its price as these two are different measures arrived at by different means. Investors typically determine if CN ALUMINUM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CN ALUMINUM'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.
CN ALUMINUM '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 CN ALUMINUM'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 CN ALUMINUM.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CN ALUMINUM'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 CN ALUMINUM INT upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CN ALUMINUM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CN ALUMINUM's standard deviation. In reality, there are many statistical measures that can use CN ALUMINUM historical prices to predict the future CN ALUMINUM's volatility.
At this point, CN ALUMINUM is out of control. CN ALUMINUM INT retains Efficiency (Sharpe Ratio) of 0.0148, which signifies that the company had a 0.0148 % return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for CN ALUMINUM, which you can use to evaluate the volatility of the firm. Please confirm CN ALUMINUM's Standard Deviation of 3.0, coefficient of variation of 1878.16, and Market Risk Adjusted Performance of (4.78) to double-check if the risk estimate we provide is consistent with the expected return of 0.0458%. CN ALUMINUM has a performance score of 1 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0313, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CN ALUMINUM are expected to decrease at a much lower rate. During the bear market, CN ALUMINUM is likely to outperform the market. CN ALUMINUM INT today owns a risk of 3.1%. Please confirm CN ALUMINUM INT market risk adjusted performance, semi deviation, variance, as well as the relationship between the mean deviation and downside deviation , to decide if CN ALUMINUM INT will be following its current price history.
Auto-correlation
0.03
Virtually no predictability
CN ALUMINUM INT has virtually no predictability. Overlapping area represents the amount of predictability between CN ALUMINUM time series from 18th of January 2024 to 12th of January 2025 and 12th of January 2025 to 7th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CN ALUMINUM INT price movement. The serial correlation of 0.03 indicates that only 3.0% of current CN ALUMINUM price fluctuation can be explain by its past prices.
Correlation Coefficient
0.03
Spearman Rank Test
0.12
Residual Average
0.0
Price Variance
0.0
CN ALUMINUM INT lagged returns against current returns
Autocorrelation, which is CN ALUMINUM 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 CN ALUMINUM's stock expected returns. We can calculate the autocorrelation of CN ALUMINUM returns to help us make a trade decision. For example, suppose you find that CN ALUMINUM 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
CN ALUMINUM 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 CN ALUMINUM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CN ALUMINUM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CN ALUMINUM stock over time.
Current vs Lagged Prices
Timeline
CN ALUMINUM Lagged Returns
When evaluating CN ALUMINUM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CN ALUMINUM stock have on its future price. CN ALUMINUM 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, CN ALUMINUM autocorrelation shows the relationship between CN ALUMINUM stock current value and its past values and can show if there is a momentum factor associated with investing in CN ALUMINUM INT.
Regressed Prices
Timeline
Also Currently Popular
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CN ALUMINUM financial ratios help investors to determine whether 4AI 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 4AI with respect to the benefits of owning CN ALUMINUM security.