Ces Energy Solutions Stock Market Value
| CESDF Stock | USD 6.97 0.03 0.43% |
| Symbol | CES |
CES Energy '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 CES Energy'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 CES Energy.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in CES Energy on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding CES Energy Solutions or generate 0.0% return on investment in CES Energy over 720 days. CES Energy is related to or competes with Seadrill, Noble Plc, Borr Drilling, SCOR PK, HUMANA, Barloworld, and Morningstar Unconstrained. CES Energy Solutions Corp., together with its subsidiaries, designs, implements, and manufactures advanced consumable fl... More
CES Energy 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 CES Energy'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 CES Energy Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.93 | |||
| Information Ratio | 0.0662 | |||
| Maximum Drawdown | 14.98 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 4.54 |
CES Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CES Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CES Energy's standard deviation. In reality, there are many statistical measures that can use CES Energy historical prices to predict the future CES Energy's volatility.| Risk Adjusted Performance | 0.0893 | |||
| Jensen Alpha | 0.2196 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0619 | |||
| Treynor Ratio | 0.4532 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CES Energy'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.
CES Energy Solutions Backtested Returns
CES Energy appears to be somewhat reliable, given 3 months investment horizon. CES Energy Solutions secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of volatility over the last 3 months. We have found thirty technical indicators for CES Energy Solutions, which you can use to evaluate the volatility of the firm. Please makes use of CES Energy's risk adjusted performance of 0.0893, and Mean Deviation of 1.88 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CES Energy holds a performance score of 10. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CES Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding CES Energy is expected to be smaller as well. Please check CES Energy's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether CES Energy's price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
CES Energy Solutions has modest predictability. Overlapping area represents the amount of predictability between CES Energy time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th of December 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 CES Energy Solutions price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current CES Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 1.63 |
CES Energy Solutions lagged returns against current returns
Autocorrelation, which is CES Energy 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 CES Energy's pink sheet expected returns. We can calculate the autocorrelation of CES Energy returns to help us make a trade decision. For example, suppose you find that CES Energy 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 |
CES Energy 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 CES Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CES Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CES Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CES Energy Lagged Returns
When evaluating CES Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CES Energy pink sheet have on its future price. CES Energy 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, CES Energy autocorrelation shows the relationship between CES Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CES Energy Solutions.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CES Pink Sheet
CES Energy financial ratios help investors to determine whether CES 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 CES with respect to the benefits of owning CES Energy security.