Cogeco Inc Stock Market Value
| CGECF Stock | USD 45.86 0.02 0.04% |
| Symbol | Cogeco |
Cogeco '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 Cogeco'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 Cogeco.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Cogeco on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Cogeco Inc or generate 0.0% return on investment in Cogeco over 720 days. Cogeco is related to or competes with Telecom Argentina, Storytel, Septeni Holdings, YouGov Plc, APT Satellite, Stingray, and Borussia Dortmund. Cogeco Inc., through its subsidiaries, operates in the communications and media sectors in Canada and the United States More
Cogeco 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 Cogeco'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 Cogeco Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.39 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.94 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 1.86 |
Cogeco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cogeco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cogeco's standard deviation. In reality, there are many statistical measures that can use Cogeco historical prices to predict the future Cogeco's volatility.| Risk Adjusted Performance | 0.0284 | |||
| Jensen Alpha | 0.0543 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cogeco'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.
Cogeco Inc Backtested Returns
At this point, Cogeco is very steady. Cogeco Inc secures Sharpe Ratio (or Efficiency) of 0.0324, which signifies that the company had a 0.0324 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Cogeco Inc, which you can use to evaluate the volatility of the firm. Please confirm Cogeco's Downside Deviation of 3.39, risk adjusted performance of 0.0284, and Mean Deviation of 0.8783 to double-check if the risk estimate we provide is consistent with the expected return of 0.0585%. Cogeco has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0999, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cogeco are expected to decrease at a much lower rate. During the bear market, Cogeco is likely to outperform the market. Cogeco Inc right now shows a risk of 1.81%. Please confirm Cogeco Inc maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Cogeco Inc will be following its price patterns.
Auto-correlation | 0.44 |
Average predictability
Cogeco Inc has average predictability. Overlapping area represents the amount of predictability between Cogeco time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th 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 Cogeco Inc price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Cogeco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 13.12 |
Cogeco Inc lagged returns against current returns
Autocorrelation, which is Cogeco 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 Cogeco's pink sheet expected returns. We can calculate the autocorrelation of Cogeco returns to help us make a trade decision. For example, suppose you find that Cogeco 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 |
Cogeco 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 Cogeco pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cogeco pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cogeco pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cogeco Lagged Returns
When evaluating Cogeco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cogeco pink sheet have on its future price. Cogeco 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, Cogeco autocorrelation shows the relationship between Cogeco pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cogeco Inc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Cogeco Pink Sheet
Cogeco financial ratios help investors to determine whether Cogeco 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 Cogeco with respect to the benefits of owning Cogeco security.