Cgs International Stock Market Value
| CGSI Stock | USD 0.0001 0.00 0.00% |
| Symbol | CGS |
CGS International '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 CGS International'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 CGS International.
| 01/04/2025 |
| 02/03/2025 |
If you would invest 0.00 in CGS International on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding CGS International or generate 0.0% return on investment in CGS International over 30 days. CGS International is related to or competes with Intrepid Potash, American Vanguard, CF Industries, Mosaic, Nutrien, and ICL Israel. CGS International, Inc. does not have significant operations More
CGS International 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 CGS International'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 CGS International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1639 | |||
| Maximum Drawdown | 1100.0 |
CGS International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CGS International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CGS International's standard deviation. In reality, there are many statistical measures that can use CGS International historical prices to predict the future CGS International's volatility.| Risk Adjusted Performance | 0.1478 | |||
| Jensen Alpha | 32.44 | |||
| Total Risk Alpha | 15.04 | |||
| Treynor Ratio | (0.84) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CGS International'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.
CGS International Backtested Returns
CGS International is out of control given 3 months investment horizon. CGS International secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of volatility over the last 3 months. We are able to interpolate and collect sixteen different technical indicators, which can help you to evaluate if expected returns of 30.0% are justified by taking the suggested risk. Use CGS International mean deviation of 64.67, and Risk Adjusted Performance of 0.1478 to evaluate company specific risk that cannot be diversified away. CGS International holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -35.67, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CGS International are expected to decrease by larger amounts. On the other hand, during market turmoil, CGS International is expected to outperform it. Use CGS International treynor ratio and rate of daily change , to analyze future returns on CGS International.
Auto-correlation | 0.00 |
No correlation between past and present
CGS International has no correlation between past and present. Overlapping area represents the amount of predictability between CGS International time series from 4th of January 2025 to 19th of January 2025 and 19th of January 2025 to 3rd of February 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 CGS International price movement. The serial correlation of 0.0 indicates that just 0.0% of current CGS International 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 |
CGS International lagged returns against current returns
Autocorrelation, which is CGS International 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 CGS International's pink sheet expected returns. We can calculate the autocorrelation of CGS International returns to help us make a trade decision. For example, suppose you find that CGS International 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 |
CGS International 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 CGS International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CGS International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CGS International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CGS International Lagged Returns
When evaluating CGS International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CGS International pink sheet have on its future price. CGS International 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, CGS International autocorrelation shows the relationship between CGS International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CGS International.
Regressed Prices |
| Timeline |
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Other Information on Investing in CGS Pink Sheet
CGS International financial ratios help investors to determine whether CGS 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 CGS with respect to the benefits of owning CGS International security.