Chain Bridge I Stock Market Value
| CBRG Stock | USD 11.13 0.02 0.18% |
| Symbol | Chain |
Chain Bridge '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 Chain Bridge's otc 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 Chain Bridge.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Chain Bridge on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Chain Bridge I or generate 0.0% return on investment in Chain Bridge over 30 days. Chain Bridge is related to or competes with Mars Acquisition. The company intends to effect a merger, share exchange, asset acquisition, share purchase, reorganization, or similar bu... More
Chain Bridge 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 Chain Bridge's otc 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 Chain Bridge I upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 8.21 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.6261 |
Chain Bridge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chain Bridge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chain Bridge's standard deviation. In reality, there are many statistical measures that can use Chain Bridge historical prices to predict the future Chain Bridge's volatility.| Risk Adjusted Performance | (0.0006) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 3.48 |
Chain Bridge I Backtested Returns
Chain Bridge I secures Sharpe Ratio (or Efficiency) of -0.0039, which signifies that the company had a -0.0039% return per unit of standard deviation over the last 3 months. Chain Bridge I exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chain Bridge's risk adjusted performance of (0.0006), and Mean Deviation of 0.2976 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0034, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Chain Bridge are expected to decrease at a much lower rate. During the bear market, Chain Bridge is likely to outperform the market. At this point, Chain Bridge I has a negative expected return of -0.0034%. Please make sure to confirm Chain Bridge's treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Chain Bridge I performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Chain Bridge I has below average predictability. Overlapping area represents the amount of predictability between Chain Bridge time series from 28th of October 2024 to 12th of November 2024 and 12th of November 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 Chain Bridge I price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Chain Bridge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Chain Bridge I lagged returns against current returns
Autocorrelation, which is Chain Bridge otc 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 Chain Bridge's otc stock expected returns. We can calculate the autocorrelation of Chain Bridge returns to help us make a trade decision. For example, suppose you find that Chain Bridge has exhibited high autocorrelation historically, and you observe that the otc 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 |
Chain Bridge 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 Chain Bridge otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chain Bridge otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chain Bridge otc stock over time.
Current vs Lagged Prices |
| Timeline |
Chain Bridge Lagged Returns
When evaluating Chain Bridge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chain Bridge otc stock have on its future price. Chain Bridge 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, Chain Bridge autocorrelation shows the relationship between Chain Bridge otc stock current value and its past values and can show if there is a momentum factor associated with investing in Chain Bridge I.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Chain OTC Stock
Chain Bridge financial ratios help investors to determine whether Chain OTC 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 Chain with respect to the benefits of owning Chain Bridge security.