Compagnie Financire Tradition Stock Market Value
| CFNCF Stock | USD 356.88 0.00 0.00% |
| Symbol | Compagnie |
Compagnie Financire '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 Compagnie Financire'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 Compagnie Financire.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Compagnie Financire on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Compagnie Financire Tradition or generate 0.0% return on investment in Compagnie Financire over 30 days. Compagnie Financire is related to or competes with Matsui Securities, TP ICAP, Osaic Financial, AMP, AmTrust Financial, AmTrust Financial, and AmTrust Financial. Compagnie Financire Tradition SA operates as an interdealer broker of financial and non-financial products worldwide More
Compagnie Financire 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 Compagnie Financire'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 Compagnie Financire Tradition upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.41) | |||
| Maximum Drawdown | 2.87 |
Compagnie Financire Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Financire's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Financire's standard deviation. In reality, there are many statistical measures that can use Compagnie Financire historical prices to predict the future Compagnie Financire's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (1.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Compagnie Financire'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.
Compagnie Financire Backtested Returns
Compagnie Financire secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. Compagnie Financire Tradition exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Compagnie Financire's Risk Adjusted Performance of (0.09), standard deviation of 0.3534, and Mean Deviation of 0.0857 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0437, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compagnie Financire's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie Financire is expected to be smaller as well. At this point, Compagnie Financire has a negative expected return of -0.0449%. Please make sure to confirm Compagnie Financire's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Compagnie Financire performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Compagnie Financire Tradition has no correlation between past and present. Overlapping area represents the amount of predictability between Compagnie Financire time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th 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 Compagnie Financire price movement. The serial correlation of 0.0 indicates that just 0.0% of current Compagnie Financire price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Compagnie Financire lagged returns against current returns
Autocorrelation, which is Compagnie Financire 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 Compagnie Financire's pink sheet expected returns. We can calculate the autocorrelation of Compagnie Financire returns to help us make a trade decision. For example, suppose you find that Compagnie Financire 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 |
Compagnie Financire 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 Compagnie Financire pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Financire pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Financire pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Compagnie Financire Lagged Returns
When evaluating Compagnie Financire's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Financire pink sheet have on its future price. Compagnie Financire 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, Compagnie Financire autocorrelation shows the relationship between Compagnie Financire pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Financire Tradition.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Compagnie Pink Sheet
Compagnie Financire financial ratios help investors to determine whether Compagnie 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 Compagnie with respect to the benefits of owning Compagnie Financire security.