Cembra Money (Switzerland) Market Value
| CMBN Stock | CHF 79.85 0.25 0.31% |
| Symbol | Cembra |
Cembra Money '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 Cembra Money'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 Cembra Money.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Cembra Money on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Cembra Money Bank or generate 0.0% return on investment in Cembra Money over 720 days. Cembra Money is related to or competes with Helvetia Holding, Swiss Life, Baloise Holding, Logitech International, and VAT Group. Cembra Money Bank AG provides consumer finance products and services in Switzerland More
Cembra Money 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 Cembra Money'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 Cembra Money Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8748 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.96 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.53 |
Cembra Money Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cembra Money's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cembra Money's standard deviation. In reality, there are many statistical measures that can use Cembra Money historical prices to predict the future Cembra Money's volatility.| Risk Adjusted Performance | 0.0462 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1255 |
Cembra Money Bank Backtested Returns
At this stage we consider Cembra Stock to be very steady. Cembra Money Bank secures Sharpe Ratio (or Efficiency) of 0.0622, which signifies that the company had a 0.0622% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cembra Money Bank, which you can use to evaluate the volatility of the firm. Please confirm Cembra Money's Mean Deviation of 0.6384, risk adjusted performance of 0.0462, and Downside Deviation of 0.8748 to double-check if the risk estimate we provide is consistent with the expected return of 0.0525%. Cembra Money has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cembra Money's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cembra Money is expected to be smaller as well. Cembra Money Bank right now shows a risk of 0.84%. Please confirm Cembra Money Bank jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Cembra Money Bank will be following its price patterns.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Cembra Money Bank has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Cembra Money time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Cembra Money Bank price movement. The serial correlation of -0.74 indicates that around 74.0% of current Cembra Money price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 37.17 |
Cembra Money Bank lagged returns against current returns
Autocorrelation, which is Cembra Money 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 Cembra Money's stock expected returns. We can calculate the autocorrelation of Cembra Money returns to help us make a trade decision. For example, suppose you find that Cembra Money 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 |
Cembra Money 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 Cembra Money stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cembra Money stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cembra Money stock over time.
Current vs Lagged Prices |
| Timeline |
Cembra Money Lagged Returns
When evaluating Cembra Money's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cembra Money stock have on its future price. Cembra Money 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, Cembra Money autocorrelation shows the relationship between Cembra Money stock current value and its past values and can show if there is a momentum factor associated with investing in Cembra Money Bank.
Regressed Prices |
| Timeline |
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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.Additional Tools for Cembra Stock Analysis
When running Cembra Money's price analysis, check to measure Cembra Money'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 Cembra Money is operating at the current time. Most of Cembra Money's value examination focuses on studying past and present price action to predict the probability of Cembra Money's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cembra Money's price. Additionally, you may evaluate how the addition of Cembra Money to your portfolios can decrease your overall portfolio volatility.