The Cannabist Stock Market Value
| CBSTF Stock | 0.05 0 1.89% |
| Symbol | Cannabist |
Cannabist Company '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 Cannabist Company'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 Cannabist Company.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Cannabist Company on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding The Cannabist or generate 0.0% return on investment in Cannabist Company over 30 days.
Cannabist Company 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 Cannabist Company'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 The Cannabist upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.12 | |||
| Information Ratio | 0.0126 | |||
| Maximum Drawdown | 137.6 | |||
| Value At Risk | (17.50) | |||
| Potential Upside | 25.86 |
Cannabist Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cannabist Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cannabist Company's standard deviation. In reality, there are many statistical measures that can use Cannabist Company historical prices to predict the future Cannabist Company's volatility.| Risk Adjusted Performance | 0.0218 | |||
| Jensen Alpha | 0.3552 | |||
| Total Risk Alpha | (1.42) | |||
| Sortino Ratio | 0.0165 | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cannabist Company'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.
Cannabist Company Backtested Returns
Cannabist Company secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. The Cannabist exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cannabist Company's Risk Adjusted Performance of 0.0218, semi deviation of 11.39, and Mean Deviation of 10.31 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.97, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Cannabist Company are expected to decrease slowly. On the other hand, during market turmoil, Cannabist Company is expected to outperform it slightly. At this point, Cannabist Company has a negative expected return of -0.0348%. Please make sure to confirm Cannabist Company's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Cannabist Company performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
The Cannabist has average predictability. Overlapping area represents the amount of predictability between Cannabist Company time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Cannabist Company price movement. The serial correlation of 0.49 indicates that about 49.0% of current Cannabist Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cannabist Company lagged returns against current returns
Autocorrelation, which is Cannabist Company 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 Cannabist Company's otc stock expected returns. We can calculate the autocorrelation of Cannabist Company returns to help us make a trade decision. For example, suppose you find that Cannabist Company 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 |
Cannabist Company 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 Cannabist Company otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cannabist Company otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cannabist Company otc stock over time.
Current vs Lagged Prices |
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Cannabist Company Lagged Returns
When evaluating Cannabist Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cannabist Company otc stock have on its future price. Cannabist Company 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, Cannabist Company autocorrelation shows the relationship between Cannabist Company otc stock current value and its past values and can show if there is a momentum factor associated with investing in The Cannabist.
Regressed Prices |
| Timeline |