Cisarua Mountain (Indonesia) Market Value
| CMRY Stock | 5,300 175.00 3.20% |
| Symbol | Cisarua |
Cisarua Mountain '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 Cisarua Mountain'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 Cisarua Mountain.
| 09/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Cisarua Mountain on September 24, 2024 and sell it all today you would earn a total of 0.00 from holding Cisarua Mountain Dairy or generate 0.0% return on investment in Cisarua Mountain over 60 days. Cisarua Mountain is related to or competes with Avia Avian, Medikaloka Hermina, Dayamitra Telekomunikasi, Sumber Alfaria, and Adaro Minerals. More
Cisarua Mountain 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 Cisarua Mountain'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 Cisarua Mountain Dairy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.32 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 3.37 |
Cisarua Mountain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cisarua Mountain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cisarua Mountain's standard deviation. In reality, there are many statistical measures that can use Cisarua Mountain historical prices to predict the future Cisarua Mountain's volatility.| Risk Adjusted Performance | 0.0223 | |||
| Jensen Alpha | 0.0742 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.10) |
Cisarua Mountain Dairy Backtested Returns
Cisarua Mountain Dairy secures Sharpe Ratio (or Efficiency) of -0.0029, which signifies that the company had a -0.0029% return per unit of risk over the last 3 months. Cisarua Mountain Dairy exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cisarua Mountain's Risk Adjusted Performance of 0.0223, downside deviation of 2.17, and Mean Deviation of 1.66 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cisarua Mountain are expected to decrease at a much lower rate. During the bear market, Cisarua Mountain is likely to outperform the market. At this point, Cisarua Mountain Dairy has a negative expected return of -0.0062%. Please make sure to confirm Cisarua Mountain's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Cisarua Mountain Dairy performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Cisarua Mountain Dairy has very weak reverse predictability. Overlapping area represents the amount of predictability between Cisarua Mountain time series from 24th of September 2024 to 24th of October 2024 and 24th of October 2024 to 23rd 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 Cisarua Mountain Dairy price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Cisarua Mountain price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 9428.17 |
Cisarua Mountain Dairy lagged returns against current returns
Autocorrelation, which is Cisarua Mountain 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 Cisarua Mountain's stock expected returns. We can calculate the autocorrelation of Cisarua Mountain returns to help us make a trade decision. For example, suppose you find that Cisarua Mountain 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 |
Cisarua Mountain 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 Cisarua Mountain stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cisarua Mountain stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cisarua Mountain stock over time.
Current vs Lagged Prices |
| Timeline |
Cisarua Mountain Lagged Returns
When evaluating Cisarua Mountain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cisarua Mountain stock have on its future price. Cisarua Mountain 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, Cisarua Mountain autocorrelation shows the relationship between Cisarua Mountain stock current value and its past values and can show if there is a momentum factor associated with investing in Cisarua Mountain Dairy.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Cisarua Stock
Cisarua Mountain financial ratios help investors to determine whether Cisarua 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 Cisarua with respect to the benefits of owning Cisarua Mountain security.