Cbd Life Sciences Stock Market Value
| CBDL Stock | USD 0.0003 0.0001 25.00% |
| Symbol | Cbd |
Cbd Life '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 Cbd Life's pink sheet 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 Cbd Life.
| 02/06/2025 |
| 03/08/2025 |
If you would invest 0.00 in Cbd Life on February 6, 2025 and sell it all today you would earn a total of 0.00 from holding Cbd Life Sciences or generate 0.0% return on investment in Cbd Life over 30 days. CBD Life Sciences Inc. engages in the development and marketing a line of cannabidiol based organic products More
Cbd Life 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 Cbd Life's pink sheet 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 Cbd Life Sciences upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 21.45 | |||
| Information Ratio | 0.0773 | |||
| Maximum Drawdown | 88.57 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Cbd Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cbd Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cbd Life's standard deviation. In reality, there are many statistical measures that can use Cbd Life historical prices to predict the future Cbd Life's volatility.| Risk Adjusted Performance | 0.0674 | |||
| Jensen Alpha | 1.47 | |||
| Total Risk Alpha | 3.57 | |||
| Sortino Ratio | 0.07 | |||
| Treynor Ratio | 2.18 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cbd Life's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Cbd Life Sciences Backtested Returns
Cbd Life appears to be out of control, given 3 months investment horizon. Cbd Life Sciences secures Sharpe Ratio (or Efficiency) of 0.0307, which signifies that the company had a 0.0307 % return per unit of standard deviation over the last 3 months. By analyzing Cbd Life's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please makes use of Cbd Life's risk adjusted performance of 0.0674, and Mean Deviation of 14.48 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cbd Life holds a performance score of 2. The firm shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cbd Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cbd Life is expected to be smaller as well. Please check Cbd Life's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Cbd Life's price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Cbd Life Sciences has good reverse predictability. Overlapping area represents the amount of predictability between Cbd Life time series from 6th of February 2025 to 21st of February 2025 and 21st of February 2025 to 8th of March 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 Cbd Life Sciences price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Cbd Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cbd Life Sciences lagged returns against current returns
Autocorrelation, which is Cbd Life pink sheet'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 Cbd Life's pink sheet expected returns. We can calculate the autocorrelation of Cbd Life returns to help us make a trade decision. For example, suppose you find that Cbd Life has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Cbd Life 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 Cbd Life pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cbd Life pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cbd Life pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cbd Life Lagged Returns
When evaluating Cbd Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cbd Life pink sheet have on its future price. Cbd Life 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, Cbd Life autocorrelation shows the relationship between Cbd Life pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cbd Life Sciences.
Regressed Prices |
| Timeline |
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Cbd Life financial ratios help investors to determine whether Cbd Pink Sheet 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 Cbd with respect to the benefits of owning Cbd Life security.