Correlate Infrastructure Partners Stock Market Value
| CIPI Stock | USD 0.11 0.04 26.67% |
| Symbol | Correlate |
Correlate Infrastructure '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 Correlate Infrastructure's otc 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 Correlate Infrastructure.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Correlate Infrastructure on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Correlate Infrastructure Partners or generate 0.0% return on investment in Correlate Infrastructure over 360 days. Correlate Infrastructure is related to or competes with IES Holdings, Quanta Services, EverGen Infrastructure, Silo Pharma, LQwD FinTech, and Hillcrest Energy. Correlate Infrastructure Partners Inc. provides proprietary clean energy assessment and deployment solutions to commerci... More
Correlate Infrastructure 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 Correlate Infrastructure's otc 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 Correlate Infrastructure Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 26.41 | |||
| Information Ratio | 0.0797 | |||
| Maximum Drawdown | 200.13 | |||
| Value At Risk | (37.50) | |||
| Potential Upside | 42.86 |
Correlate Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Correlate Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Correlate Infrastructure's standard deviation. In reality, there are many statistical measures that can use Correlate Infrastructure historical prices to predict the future Correlate Infrastructure's volatility.| Risk Adjusted Performance | 0.0742 | |||
| Jensen Alpha | 2.83 | |||
| Total Risk Alpha | (2.46) | |||
| Sortino Ratio | 0.0896 | |||
| Treynor Ratio | (0.95) |
Correlate Infrastructure Backtested Returns
Correlate Infrastructure is out of control given 3 months investment horizon. Correlate Infrastructure secures Sharpe Ratio (or Efficiency) of 0.0936, which signifies that the company had a 0.0936% 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 2.73% are justified by taking the suggested risk. Use Correlate Infrastructure Downside Deviation of 26.41, risk adjusted performance of 0.0742, and Mean Deviation of 17.25 to evaluate company specific risk that cannot be diversified away. Correlate Infrastructure holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.63, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Correlate Infrastructure are expected to decrease by larger amounts. On the other hand, during market turmoil, Correlate Infrastructure is expected to outperform it. Use Correlate Infrastructure treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to analyze future returns on Correlate Infrastructure.
Auto-correlation | 0.39 |
Below average predictability
Correlate Infrastructure Partners has below average predictability. Overlapping area represents the amount of predictability between Correlate Infrastructure time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 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 Correlate Infrastructure price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Correlate Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Correlate Infrastructure lagged returns against current returns
Autocorrelation, which is Correlate Infrastructure otc 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 Correlate Infrastructure's otc stock expected returns. We can calculate the autocorrelation of Correlate Infrastructure returns to help us make a trade decision. For example, suppose you find that Correlate Infrastructure has exhibited high autocorrelation historically, and you observe that the otc 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 |
Correlate Infrastructure 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 Correlate Infrastructure otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Correlate Infrastructure otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Correlate Infrastructure otc stock over time.
Current vs Lagged Prices |
| Timeline |
Correlate Infrastructure Lagged Returns
When evaluating Correlate Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Correlate Infrastructure otc stock have on its future price. Correlate Infrastructure 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, Correlate Infrastructure autocorrelation shows the relationship between Correlate Infrastructure otc stock current value and its past values and can show if there is a momentum factor associated with investing in Correlate Infrastructure Partners.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Correlate OTC Stock
Correlate Infrastructure financial ratios help investors to determine whether Correlate OTC Stock 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 Correlate with respect to the benefits of owning Correlate Infrastructure security.