Ceiba Investments (UK) Market Value
| CBA Stock | 24.50 0.00 0.00% |
| Symbol | Ceiba |
Ceiba Investments '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 Ceiba Investments' 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 Ceiba Investments.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in Ceiba Investments on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Ceiba Investments or generate 0.0% return on investment in Ceiba Investments over 360 days. Ceiba Investments is related to or competes with Lendinvest PLC, Neometals, Coor Service, Albion Technology, Jupiter Fund, JPMorgan ETFs, and Fidelity Sustainable. Ceiba Investments is entity of United Kingdom More
Ceiba Investments 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 Ceiba Investments' 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 Ceiba Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 7.14 |
Ceiba Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ceiba Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ceiba Investments' standard deviation. In reality, there are many statistical measures that can use Ceiba Investments historical prices to predict the future Ceiba Investments' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (2.92) |
Ceiba Investments Backtested Returns
Ceiba Investments secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18% return per unit of risk over the last 3 months. Ceiba Investments exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ceiba Investments' Risk Adjusted Performance of (0.13), mean deviation of 0.3794, and Standard Deviation of 1.12 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0704, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ceiba Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ceiba Investments is expected to be smaller as well. At this point, Ceiba Investments has a negative expected return of -0.2%. Please make sure to confirm Ceiba Investments' skewness, day median price, and the relationship between the jensen alpha and accumulation distribution , to decide if Ceiba Investments performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Ceiba Investments has weak predictability. Overlapping area represents the amount of predictability between Ceiba Investments time series from 3rd of December 2023 to 31st of May 2024 and 31st of May 2024 to 27th 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 Ceiba Investments price movement. The serial correlation of 0.23 indicates that over 23.0% of current Ceiba Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 2.44 |
Ceiba Investments lagged returns against current returns
Autocorrelation, which is Ceiba Investments 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 Ceiba Investments' stock expected returns. We can calculate the autocorrelation of Ceiba Investments returns to help us make a trade decision. For example, suppose you find that Ceiba Investments 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 |
Ceiba Investments 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 Ceiba Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ceiba Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ceiba Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Ceiba Investments Lagged Returns
When evaluating Ceiba Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ceiba Investments stock have on its future price. Ceiba Investments 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, Ceiba Investments autocorrelation shows the relationship between Ceiba Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Ceiba Investments.
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.Other Information on Investing in Ceiba Stock
Ceiba Investments financial ratios help investors to determine whether Ceiba 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 Ceiba with respect to the benefits of owning Ceiba Investments security.