Cdti Advanced Materials Stock Market Value
| CDTI Stock | USD 0.67 0.09 11.84% |
| Symbol | CDTi |
CDTi Advanced '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 CDTi Advanced'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 CDTi Advanced.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in CDTi Advanced on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding CDTi Advanced Materials or generate 0.0% return on investment in CDTi Advanced over 30 days. CDTi Advanced is related to or competes with BeijingWest Industries, Shonghoya Intl, and Life Electric. CDTi Advanced Materials, Inc. provides technology and solutions to the automotive emissions control markets in the Unite... More
CDTi Advanced 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 CDTi Advanced'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 CDTi Advanced Materials upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 31.29 | |||
| Value At Risk | (10.48) | |||
| Potential Upside | 7.37 |
CDTi Advanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CDTi Advanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CDTi Advanced's standard deviation. In reality, there are many statistical measures that can use CDTi Advanced historical prices to predict the future CDTi Advanced's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.68) | |||
| Total Risk Alpha | (1.29) | |||
| Treynor Ratio | (6.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CDTi Advanced'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.
CDTi Advanced Materials Backtested Returns
CDTi Advanced Materials secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of volatility over the last 3 months. CDTi Advanced Materials exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CDTi Advanced's risk adjusted performance of (0.09), and Mean Deviation of 2.87 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CDTi Advanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding CDTi Advanced is expected to be smaller as well. At this point, CDTi Advanced Materials has a negative expected return of -0.76%. Please make sure to confirm CDTi Advanced's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if CDTi Advanced Materials performance from the past will be repeated in the future.
Auto-correlation | -0.84 |
Excellent reverse predictability
CDTi Advanced Materials has excellent reverse predictability. Overlapping area represents the amount of predictability between CDTi Advanced time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 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 CDTi Advanced Materials price movement. The serial correlation of -0.84 indicates that around 84.0% of current CDTi Advanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CDTi Advanced Materials lagged returns against current returns
Autocorrelation, which is CDTi Advanced 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 CDTi Advanced's pink sheet expected returns. We can calculate the autocorrelation of CDTi Advanced returns to help us make a trade decision. For example, suppose you find that CDTi Advanced 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 |
CDTi Advanced 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 CDTi Advanced pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CDTi Advanced pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CDTi Advanced pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CDTi Advanced Lagged Returns
When evaluating CDTi Advanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CDTi Advanced pink sheet have on its future price. CDTi Advanced 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, CDTi Advanced autocorrelation shows the relationship between CDTi Advanced pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CDTi Advanced Materials.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CDTi Pink Sheet
CDTi Advanced financial ratios help investors to determine whether CDTi 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 CDTi with respect to the benefits of owning CDTi Advanced security.