CPE Technology's market value is the price at which a share of CPE Technology trades on a public exchange. It measures the collective expectations of CPE Technology Berhad investors about its performance. CPE Technology is selling for 0.97 as of the 31st of January 2025. This is a 2.11 percent increase since the beginning of the trading day. The stock's lowest day price was 0.97. With this module, you can estimate the performance of a buy and hold strategy of CPE Technology Berhad and determine expected loss or profit from investing in CPE Technology over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
CPE
CPE Technology '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 CPE Technology'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 CPE Technology.
0.00
01/01/2025
No Change 0.00
0.0
In 31 days
01/31/2025
0.00
If you would invest 0.00 in CPE Technology on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding CPE Technology Berhad or generate 0.0% return on investment in CPE Technology over 30 days.
CPE Technology 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 CPE Technology'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 CPE Technology Berhad 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 CPE Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CPE Technology's standard deviation. In reality, there are many statistical measures that can use CPE Technology historical prices to predict the future CPE Technology's volatility.
CPE Technology appears to be dangerous, given 3 months investment horizon. CPE Technology Berhad secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CPE Technology Berhad, which you can use to evaluate the volatility of the firm. Please makes use of CPE Technology's Downside Deviation of 3.23, risk adjusted performance of 0.101, and Mean Deviation of 1.57 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CPE Technology holds a performance score of 9. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CPE Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding CPE Technology is expected to be smaller as well. Please check CPE Technology's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether CPE Technology's price patterns will revert.
Auto-correlation
-0.28
Weak reverse predictability
CPE Technology Berhad has weak reverse predictability. Overlapping area represents the amount of predictability between CPE Technology time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 CPE Technology Berhad price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current CPE Technology price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.28
Spearman Rank Test
0.21
Residual Average
0.0
Price Variance
0.0
CPE Technology Berhad lagged returns against current returns
Autocorrelation, which is CPE Technology 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 CPE Technology's stock expected returns. We can calculate the autocorrelation of CPE Technology returns to help us make a trade decision. For example, suppose you find that CPE Technology 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
CPE Technology 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 CPE Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CPE Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CPE Technology stock over time.
Current vs Lagged Prices
Timeline
CPE Technology Lagged Returns
When evaluating CPE Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CPE Technology stock have on its future price. CPE Technology 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, CPE Technology autocorrelation shows the relationship between CPE Technology stock current value and its past values and can show if there is a momentum factor associated with investing in CPE Technology Berhad.
Regressed Prices
Timeline
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