CIFI Holdings (Germany) Market Value
| 6CI Stock | EUR 0.03 0 4.92% |
| Symbol | CIFI |
CIFI Holdings '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 CIFI Holdings' 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 CIFI Holdings.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in CIFI Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding CIFI Holdings Co or generate 0.0% return on investment in CIFI Holdings over 30 days. CIFI Holdings is related to or competes with Insurance Australia, SBI Insurance, MCEWEN MINING, Harmony Gold, Calibre Mining, Evolution Mining, and HANOVER INSURANCE. Ltd., an investment holding company, invests in, develops, and manages properties in the Peoples Republic of China More
CIFI Holdings 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 CIFI Holdings' 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 CIFI Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.35 | |||
| Information Ratio | 0.092 | |||
| Maximum Drawdown | 88.72 | |||
| Value At Risk | (12.64) | |||
| Potential Upside | 20.45 |
CIFI Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIFI Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CIFI Holdings' standard deviation. In reality, there are many statistical measures that can use CIFI Holdings historical prices to predict the future CIFI Holdings' volatility.| Risk Adjusted Performance | 0.0881 | |||
| Jensen Alpha | 1.21 | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | 0.11 | |||
| Treynor Ratio | 3.09 |
CIFI Holdings Backtested Returns
CIFI Holdings is out of control given 3 months investment horizon. CIFI Holdings secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use CIFI Holdings Mean Deviation of 7.95, risk adjusted performance of 0.0881, and Downside Deviation of 10.35 to evaluate company specific risk that cannot be diversified away. CIFI Holdings holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CIFI Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding CIFI Holdings is expected to be smaller as well. Use CIFI Holdings market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on CIFI Holdings.
Auto-correlation | -0.57 |
Good reverse predictability
CIFI Holdings Co has good reverse predictability. Overlapping area represents the amount of predictability between CIFI Holdings time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 CIFI Holdings price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current CIFI Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CIFI Holdings lagged returns against current returns
Autocorrelation, which is CIFI Holdings 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 CIFI Holdings' stock expected returns. We can calculate the autocorrelation of CIFI Holdings returns to help us make a trade decision. For example, suppose you find that CIFI Holdings 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 |
CIFI Holdings 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 CIFI Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CIFI Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CIFI Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
CIFI Holdings Lagged Returns
When evaluating CIFI Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CIFI Holdings stock have on its future price. CIFI Holdings 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, CIFI Holdings autocorrelation shows the relationship between CIFI Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in CIFI Holdings Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CIFI Stock
CIFI Holdings financial ratios help investors to determine whether CIFI 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 CIFI with respect to the benefits of owning CIFI Holdings security.