CMGP GROUP (Morocco) Market Value
| CMGP-GROUP | 378.00 5.00 1.31% |
| Symbol | CMGP |
CMGP GROUP '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 CMGP GROUP'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 CMGP GROUP.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in CMGP GROUP on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding CMGP GROUP or generate 0.0% return on investment in CMGP GROUP over 90 days.
CMGP GROUP 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 CMGP GROUP'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 CMGP GROUP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 4.11 |
CMGP GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CMGP GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CMGP GROUP's standard deviation. In reality, there are many statistical measures that can use CMGP GROUP historical prices to predict the future CMGP GROUP's volatility.| Risk Adjusted Performance | 0.0338 | |||
| Jensen Alpha | 0.0152 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1051 |
CMGP GROUP February 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0338 | |||
| Market Risk Adjusted Performance | 0.1151 | |||
| Mean Deviation | 1.44 | |||
| Semi Deviation | 1.65 | |||
| Downside Deviation | 1.91 | |||
| Coefficient Of Variation | 2773.33 | |||
| Standard Deviation | 2.04 | |||
| Variance | 4.15 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0152 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1051 | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 4.11 | |||
| Downside Variance | 3.65 | |||
| Semi Variance | 2.73 | |||
| Expected Short fall | (1.90) | |||
| Skewness | 0.4669 | |||
| Kurtosis | 0.9589 |
CMGP GROUP Backtested Returns
Currently, CMGP GROUP is very steady. CMGP GROUP secures Sharpe Ratio (or Efficiency) of 0.0747, which signifies that the company had a 0.0747 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for CMGP GROUP, which you can use to evaluate the volatility of the firm. Please confirm CMGP GROUP's Mean Deviation of 1.44, semi deviation of 1.65, and Risk Adjusted Performance of 0.0338 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. CMGP GROUP has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CMGP GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding CMGP GROUP is expected to be smaller as well. CMGP GROUP at this time shows a risk of 2.0%. Please confirm CMGP GROUP semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if CMGP GROUP will be following its price patterns.
Auto-correlation | 0.38 |
Below average predictability
CMGP GROUP has below average predictability. Overlapping area represents the amount of predictability between CMGP GROUP time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CMGP GROUP price movement. The serial correlation of 0.38 indicates that just about 38.0% of current CMGP GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 40.06 |
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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 CMGP Stock Analysis
When running CMGP GROUP's price analysis, check to measure CMGP GROUP'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 CMGP GROUP is operating at the current time. Most of CMGP GROUP's value examination focuses on studying past and present price action to predict the probability of CMGP GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CMGP GROUP's price. Additionally, you may evaluate how the addition of CMGP GROUP to your portfolios can decrease your overall portfolio volatility.