Cell Impact (Sweden) Market Value
| CI Stock | 0.18 0.01 5.88% |
| Symbol | Cell |
Cell Impact '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 Cell Impact's stock 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 Cell Impact.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Cell Impact on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Cell Impact AB or generate 0.0% return on investment in Cell Impact over 360 days. Cell Impact is related to or competes with AstraZeneca PLC, Investor, Investor, Atlas Copco, Atlas Copco, Nordea Bank, and AB Volvo. More
Cell Impact 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 Cell Impact's stock 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 Cell Impact AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 25.53 | |||
| Value At Risk | (6.90) | |||
| Potential Upside | 9.09 |
Cell Impact Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cell Impact's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cell Impact's standard deviation. In reality, there are many statistical measures that can use Cell Impact historical prices to predict the future Cell Impact's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.39) | |||
| Treynor Ratio | 0.4675 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cell Impact'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.
Cell Impact AB Backtested Returns
Cell Impact AB secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1% return per unit of risk over the last 3 months. Cell Impact AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cell Impact's Risk Adjusted Performance of (0.09), standard deviation of 4.92, and Mean Deviation of 3.56 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.31, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Cell Impact are expected to decrease by larger amounts. On the other hand, during market turmoil, Cell Impact is expected to outperform it. At this point, Cell Impact AB has a negative expected return of -0.5%. Please make sure to confirm Cell Impact's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Cell Impact AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Cell Impact AB has below average predictability. Overlapping area represents the amount of predictability between Cell Impact time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Cell Impact AB price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Cell Impact price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cell Impact AB lagged returns against current returns
Autocorrelation, which is Cell Impact stock'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 Cell Impact's stock expected returns. We can calculate the autocorrelation of Cell Impact returns to help us make a trade decision. For example, suppose you find that Cell Impact has exhibited high autocorrelation historically, and you observe that the stock 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 |
Cell Impact 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 Cell Impact stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cell Impact stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cell Impact stock over time.
Current vs Lagged Prices |
| Timeline |
Cell Impact Lagged Returns
When evaluating Cell Impact's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cell Impact stock have on its future price. Cell Impact 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, Cell Impact autocorrelation shows the relationship between Cell Impact stock current value and its past values and can show if there is a momentum factor associated with investing in Cell Impact AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Cell Stock Analysis
When running Cell Impact's price analysis, check to measure Cell Impact's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cell Impact is operating at the current time. Most of Cell Impact's value examination focuses on studying past and present price action to predict the probability of Cell Impact's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cell Impact's price. Additionally, you may evaluate how the addition of Cell Impact to your portfolios can decrease your overall portfolio volatility.