Cibus Nordic (Sweden) Market Value
| CIBUS Stock | SEK 175.40 2.00 1.15% |
| Symbol | Cibus |
Cibus Nordic '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 Cibus Nordic'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 Cibus Nordic.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Cibus Nordic on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Cibus Nordic Real or generate 0.0% return on investment in Cibus Nordic over 30 days. Cibus Nordic is related to or competes with Fastighets, Fabege AB, Wihlborgs Fastigheter, and Castellum. Cibus Nordic Real Estate AB , a real estate company, engages in acquiring, developing, and managing properties in the No... More
Cibus Nordic 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 Cibus Nordic'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 Cibus Nordic Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.13 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.49 |
Cibus Nordic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cibus Nordic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cibus Nordic's standard deviation. In reality, there are many statistical measures that can use Cibus Nordic historical prices to predict the future Cibus Nordic's volatility.| Risk Adjusted Performance | 0.06 | |||
| Jensen Alpha | 0.0406 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.215 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cibus Nordic'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.
Cibus Nordic Real Backtested Returns
Currently, Cibus Nordic Real is very steady. Cibus Nordic Real secures Sharpe Ratio (or Efficiency) of 0.0666, which signifies that the company had a 0.0666% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Cibus Nordic Real, which you can use to evaluate the volatility of the firm. Please confirm Cibus Nordic's risk adjusted performance of 0.06, and Mean Deviation of 1.07 to double-check if the risk estimate we provide is consistent with the expected return of 0.0907%. Cibus Nordic has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cibus Nordic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cibus Nordic is expected to be smaller as well. Cibus Nordic Real right now shows a risk of 1.36%. Please confirm Cibus Nordic Real coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Cibus Nordic Real will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Cibus Nordic Real has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cibus Nordic 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 Cibus Nordic Real price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Cibus Nordic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 7.05 |
Cibus Nordic Real lagged returns against current returns
Autocorrelation, which is Cibus Nordic 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 Cibus Nordic's stock expected returns. We can calculate the autocorrelation of Cibus Nordic returns to help us make a trade decision. For example, suppose you find that Cibus Nordic 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 |
Cibus Nordic 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 Cibus Nordic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cibus Nordic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cibus Nordic stock over time.
Current vs Lagged Prices |
| Timeline |
Cibus Nordic Lagged Returns
When evaluating Cibus Nordic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cibus Nordic stock have on its future price. Cibus Nordic 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, Cibus Nordic autocorrelation shows the relationship between Cibus Nordic stock current value and its past values and can show if there is a momentum factor associated with investing in Cibus Nordic Real.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Cibus Stock Analysis
When running Cibus Nordic's price analysis, check to measure Cibus Nordic'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 Cibus Nordic is operating at the current time. Most of Cibus Nordic's value examination focuses on studying past and present price action to predict the probability of Cibus Nordic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cibus Nordic's price. Additionally, you may evaluate how the addition of Cibus Nordic to your portfolios can decrease your overall portfolio volatility.