Cogia AG (Germany) Market Value
| 8HC Stock | EUR 0.17 0.00 0.00% |
| Symbol | Cogia |
Cogia AG '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 Cogia AG'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 Cogia AG.
| 07/23/2024 |
| 01/14/2026 |
If you would invest 0.00 in Cogia AG on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding Cogia AG or generate 0.0% return on investment in Cogia AG over 540 days. Cogia AG is related to or competes with KB HOME, Haier Smart, Haverty Furniture, Corporate Office, Meritage Homes, and Yanzhou Coal. Cogia AG provides monitoring and analysis technologies using AI-based and patented semantic solutions in the areas of cu... More
Cogia AG 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 Cogia AG'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 Cogia AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.88 | |||
| Information Ratio | 0.0335 | |||
| Maximum Drawdown | 68.75 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 8.33 |
Cogia AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cogia AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cogia AG's standard deviation. In reality, there are many statistical measures that can use Cogia AG historical prices to predict the future Cogia AG's volatility.| Risk Adjusted Performance | 0.0412 | |||
| Jensen Alpha | 0.4307 | |||
| Total Risk Alpha | (0.70) | |||
| Sortino Ratio | 0.0288 | |||
| Treynor Ratio | (5.75) |
Cogia AG Backtested Returns
Currently, Cogia AG is out of control. Cogia AG secures Sharpe Ratio (or Efficiency) of 0.0226, which signifies that the company had a 0.0226 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Cogia AG, which you can use to evaluate the volatility of the firm. Please confirm Cogia AG's Risk Adjusted Performance of 0.0412, mean deviation of 4.25, and Downside Deviation of 11.88 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Cogia AG has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0738, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cogia AG are expected to decrease at a much lower rate. During the bear market, Cogia AG is likely to outperform the market. Cogia AG right now shows a risk of 8.03%. Please confirm Cogia AG downside deviation, information ratio, and the relationship between the semi deviation and variance , to decide if Cogia AG will be following its price patterns.
Auto-correlation | -0.32 |
Poor reverse predictability
Cogia AG has poor reverse predictability. Overlapping area represents the amount of predictability between Cogia AG time series from 23rd of July 2024 to 19th of April 2025 and 19th of April 2025 to 14th 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 Cogia AG price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Cogia AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cogia AG lagged returns against current returns
Autocorrelation, which is Cogia AG 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 Cogia AG's stock expected returns. We can calculate the autocorrelation of Cogia AG returns to help us make a trade decision. For example, suppose you find that Cogia AG 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 |
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Cogia AG 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 Cogia AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cogia AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cogia AG stock over time.
Current vs Lagged Prices |
| Timeline |
Cogia AG Lagged Returns
When evaluating Cogia AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cogia AG stock have on its future price. Cogia AG 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, Cogia AG autocorrelation shows the relationship between Cogia AG stock current value and its past values and can show if there is a momentum factor associated with investing in Cogia AG.
Regressed Prices |
| Timeline |
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Additional Tools for Cogia Stock Analysis
When running Cogia AG's price analysis, check to measure Cogia AG'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 Cogia AG is operating at the current time. Most of Cogia AG's value examination focuses on studying past and present price action to predict the probability of Cogia AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cogia AG's price. Additionally, you may evaluate how the addition of Cogia AG to your portfolios can decrease your overall portfolio volatility.