Cyber Media (India) Market Value
| CMRSL Stock | 94.25 4.95 4.99% |
| Symbol | Cyber |
Please note, there is a significant difference between Cyber Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cyber Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cyber Media's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cyber Media '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 Cyber Media'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 Cyber Media.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Cyber Media on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Cyber Media Research or generate 0.0% return on investment in Cyber Media over 30 days. Cyber Media is related to or competes with Reliance Industries, Tata Consultancy, HDFC Bank, and Bharti Airtel. Cyber Media is entity of India. It is traded as Stock on NSE exchange. More
Cyber Media 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 Cyber Media'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 Cyber Media Research upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 22.79 | |||
| Value At Risk | (4.99) | |||
| Potential Upside | 5.68 |
Cyber Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cyber Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cyber Media's standard deviation. In reality, there are many statistical measures that can use Cyber Media historical prices to predict the future Cyber Media's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | (1.08) |
Cyber Media Research Backtested Returns
Cyber Media Research secures Sharpe Ratio (or Efficiency) of -0.0731, which signifies that the company had a -0.0731% return per unit of standard deviation over the last 3 months. Cyber Media Research exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cyber Media's risk adjusted performance of (0.04), and Mean Deviation of 3.25 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cyber Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cyber Media is expected to be smaller as well. At this point, Cyber Media Research has a negative expected return of -0.31%. Please make sure to confirm Cyber Media's information ratio, as well as the relationship between the potential upside and rate of daily change , to decide if Cyber Media Research performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Cyber Media Research has very good reverse predictability. Overlapping area represents the amount of predictability between Cyber Media time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Cyber Media Research price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Cyber Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 79.69 |
Cyber Media Research lagged returns against current returns
Autocorrelation, which is Cyber Media 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 Cyber Media's stock expected returns. We can calculate the autocorrelation of Cyber Media returns to help us make a trade decision. For example, suppose you find that Cyber Media 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 |
Cyber Media 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 Cyber Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cyber Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cyber Media stock over time.
Current vs Lagged Prices |
| Timeline |
Cyber Media Lagged Returns
When evaluating Cyber Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cyber Media stock have on its future price. Cyber Media 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, Cyber Media autocorrelation shows the relationship between Cyber Media stock current value and its past values and can show if there is a momentum factor associated with investing in Cyber Media Research.
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 Cyber Stock
Cyber Media financial ratios help investors to determine whether Cyber 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 Cyber with respect to the benefits of owning Cyber Media security.