C I (Israel) Market Value
| CISY Stock | 1,400 60.00 4.11% |
| Symbol | CISY |
C I '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 C I'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 C I.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in C I on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding C I Systems or generate 0.0% return on investment in C I over 720 days. C I is related to or competes with Technoplus Ventures, Unicorn Technologies, TAT Technologies, Storage Drop, Orbit Technologies, Libra Insurance, and Tower Semiconductor. CI Systems Ltd. develops, manufactures, and markets electro-optical precision test and measurement equipment worldwide More
C I 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 C I'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 C I Systems upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 19.89 | |||
| Value At Risk | (5.64) | |||
| Potential Upside | 4.09 |
C I Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for C I's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as C I's standard deviation. In reality, there are many statistical measures that can use C I historical prices to predict the future C I's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.86) | |||
| Treynor Ratio | (0.70) |
C I Systems Backtested Returns
At this point, C I is very steady. C I Systems secures Sharpe Ratio (or Efficiency) of 0.0426, which signifies that the company had a 0.0426% return per unit of return volatility over the last 3 months. We have found twenty-three technical indicators for C I Systems, which you can use to evaluate the volatility of the entity. Please confirm C I's Standard Deviation of 3.56, variance of 12.65, and Mean Deviation of 2.23 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. C I has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, C I's returns are expected to increase less than the market. However, during the bear market, the loss of holding C I is expected to be smaller as well. C I Systems today shows a risk of 2.96%. Please confirm C I Systems standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if C I Systems will be following its price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
C I Systems has good reverse predictability. Overlapping area represents the amount of predictability between C I time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 C I Systems price movement. The serial correlation of -0.54 indicates that about 54.0% of current C I price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 39 K |
C I Systems lagged returns against current returns
Autocorrelation, which is C I 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 C I's stock expected returns. We can calculate the autocorrelation of C I returns to help us make a trade decision. For example, suppose you find that C I 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 |
C I 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 C I stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if C I stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in C I stock over time.
Current vs Lagged Prices |
| Timeline |
C I Lagged Returns
When evaluating C I's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of C I stock have on its future price. C I 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, C I autocorrelation shows the relationship between C I stock current value and its past values and can show if there is a momentum factor associated with investing in C I Systems.
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 CISY Stock
C I financial ratios help investors to determine whether CISY 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 CISY with respect to the benefits of owning C I security.