Close Brothers Group Stock Market Value
| CBGPY Stock | USD 14.14 0.46 3.36% |
| Symbol | Close |
Close Brothers '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 Close Brothers' 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 Close Brothers.
| 01/22/2025 |
| 01/17/2026 |
If you would invest 0.00 in Close Brothers on January 22, 2025 and sell it all today you would earn a total of 0.00 from holding Close Brothers Group or generate 0.0% return on investment in Close Brothers over 360 days. Close Brothers is related to or competes with CoinShares International, Anadolu Hayat, Leonteq AG, Farmers, PHI, and IOOF Holdings. Close Brothers Group plc, a merchant banking company, engages in the provision of financial services to small businesses... More
Close Brothers 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 Close Brothers' 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 Close Brothers Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.067 | |||
| Maximum Drawdown | 25.19 | |||
| Potential Upside | 2.69 |
Close Brothers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Close Brothers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Close Brothers' standard deviation. In reality, there are many statistical measures that can use Close Brothers historical prices to predict the future Close Brothers' volatility.| Risk Adjusted Performance | 0.077 | |||
| Jensen Alpha | 0.2494 | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 0.5875 |
Close Brothers Group Backtested Returns
Close Brothers appears to be not too volatile, given 3 months investment horizon. Close Brothers Group secures Sharpe Ratio (or Efficiency) of 0.0897, which signifies that the company had a 0.0897 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Close Brothers Group, which you can use to evaluate the volatility of the firm. Please makes use of Close Brothers' Mean Deviation of 0.9796, standard deviation of 3.05, and Risk Adjusted Performance of 0.077 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Close Brothers holds a performance score of 7. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Close Brothers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Close Brothers is expected to be smaller as well. Please check Close Brothers' variance, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to make a quick decision on whether Close Brothers' price patterns will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
Close Brothers Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Close Brothers time series from 22nd of January 2025 to 21st of July 2025 and 21st of July 2025 to 17th 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 Close Brothers Group price movement. The serial correlation of -0.02 indicates that only 2.0% of current Close Brothers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.55 |
Close Brothers Group lagged returns against current returns
Autocorrelation, which is Close Brothers 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 Close Brothers' pink sheet expected returns. We can calculate the autocorrelation of Close Brothers returns to help us make a trade decision. For example, suppose you find that Close Brothers 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 |
Close Brothers 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 Close Brothers pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Close Brothers pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Close Brothers pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Close Brothers Lagged Returns
When evaluating Close Brothers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Close Brothers pink sheet have on its future price. Close Brothers 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, Close Brothers autocorrelation shows the relationship between Close Brothers pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Close Brothers Group.
Regressed Prices |
| Timeline |
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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.Additional Tools for Close Pink Sheet Analysis
When running Close Brothers' price analysis, check to measure Close Brothers' 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 Close Brothers is operating at the current time. Most of Close Brothers' value examination focuses on studying past and present price action to predict the probability of Close Brothers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Close Brothers' price. Additionally, you may evaluate how the addition of Close Brothers to your portfolios can decrease your overall portfolio volatility.