Cgrowth Capital Stock Market Value
| CGRA Stock | USD 0 0 50.00% |
| Symbol | Cgrowth |
Cgrowth Capital '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 Cgrowth Capital'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 Cgrowth Capital.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Cgrowth Capital on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Cgrowth Capital or generate 0.0% return on investment in Cgrowth Capital over 30 days. Cgrowth Capital is related to or competes with HUMANA, SCOR PK, Thrivent High, Morningstar Unconstrained, SPACE, Via Renewables, and T Rowe. CGrowth Capital, Inc. operates as a holding company for businesses and assets focusing on mining, minerals, and explorat... More
Cgrowth Capital 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 Cgrowth Capital'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 Cgrowth Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 32.99 | |||
| Information Ratio | 0.1153 | |||
| Maximum Drawdown | 133.33 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
Cgrowth Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cgrowth Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cgrowth Capital's standard deviation. In reality, there are many statistical measures that can use Cgrowth Capital historical prices to predict the future Cgrowth Capital's volatility.| Risk Adjusted Performance | 0.1026 | |||
| Jensen Alpha | 2.69 | |||
| Total Risk Alpha | (0.63) | |||
| Sortino Ratio | 0.074 | |||
| Treynor Ratio | (2.19) |
Cgrowth Capital Backtested Returns
Cgrowth Capital is out of control given 3 months investment horizon. Cgrowth Capital secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.93% are justified by taking the suggested risk. Use Cgrowth Capital Risk Adjusted Performance of 0.1026, downside deviation of 32.99, and Mean Deviation of 11.2 to evaluate company specific risk that cannot be diversified away. Cgrowth Capital holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.17, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Cgrowth Capital are expected to decrease by larger amounts. On the other hand, during market turmoil, Cgrowth Capital is expected to outperform it. Use Cgrowth Capital semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to analyze future returns on Cgrowth Capital.
Auto-correlation | 0.00 |
No correlation between past and present
Cgrowth Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Cgrowth Capital time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Cgrowth Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Cgrowth Capital 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 |
Cgrowth Capital lagged returns against current returns
Autocorrelation, which is Cgrowth Capital 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 Cgrowth Capital's pink sheet expected returns. We can calculate the autocorrelation of Cgrowth Capital returns to help us make a trade decision. For example, suppose you find that Cgrowth Capital 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 |
Cgrowth Capital 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 Cgrowth Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cgrowth Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cgrowth Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cgrowth Capital Lagged Returns
When evaluating Cgrowth Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cgrowth Capital pink sheet have on its future price. Cgrowth Capital 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, Cgrowth Capital autocorrelation shows the relationship between Cgrowth Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cgrowth Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Cgrowth Pink Sheet
Cgrowth Capital financial ratios help investors to determine whether Cgrowth 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 Cgrowth with respect to the benefits of owning Cgrowth Capital security.