Cohen Company Stock Market Value
| COHN Stock | USD 9.74 0.18 1.81% |
| Symbol | Cohen |
Cohen Company Price To Book Ratio
Is Diversified Capital Markets space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cohen. If investors know Cohen will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cohen listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.72) | Dividend Share 1 | Earnings Share 4.14 | Revenue Per Share | Quarterly Revenue Growth 0.972 |
The market value of Cohen Company is measured differently than its book value, which is the value of Cohen that is recorded on the company's balance sheet. Investors also form their own opinion of Cohen's value that differs from its market value or its book value, called intrinsic value, which is Cohen's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cohen's market value can be influenced by many factors that don't directly affect Cohen's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cohen's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cohen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cohen'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.
Cohen '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 Cohen'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 Cohen.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Cohen on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Cohen Company or generate 0.0% return on investment in Cohen over 30 days. Cohen is related to or competes with Morgan Stanley, Morgan Stanley, Morgan Stanley, Goldman Sachs, Morgan Stanley, Morgan Stanley, and Morgan Stanley. Cohen Company Inc. is a publicly owned investment manager More
Cohen 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 Cohen'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 Cohen Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0754 | |||
| Maximum Drawdown | 25.41 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 5.05 |
Cohen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohen's standard deviation. In reality, there are many statistical measures that can use Cohen historical prices to predict the future Cohen's volatility.| Risk Adjusted Performance | 0.0909 | |||
| Jensen Alpha | 0.2104 | |||
| Total Risk Alpha | 0.0475 | |||
| Sortino Ratio | 0.1061 | |||
| Treynor Ratio | 0.2082 |
Cohen Company Backtested Returns
As of now, Cohen Stock is somewhat reliable. Cohen Company secures Sharpe Ratio (or Efficiency) of 0.0151, which signifies that the company had a 0.0151 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cohen Company, which you can use to evaluate the volatility of the firm. Please confirm Cohen's Risk Adjusted Performance of 0.0909, mean deviation of 1.98, and Downside Deviation of 2.31 to double-check if the risk estimate we provide is consistent with the expected return of 0.038%. Cohen has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.51, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cohen will likely underperform. Cohen Company right now shows a risk of 2.53%. Please confirm Cohen Company value at risk, and the relationship between the jensen alpha and skewness , to decide if Cohen Company will be following its price patterns.
Auto-correlation | 0.34 |
Below average predictability
Cohen Company has below average predictability. Overlapping area represents the amount of predictability between Cohen time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cohen Company price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Cohen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Cohen Company lagged returns against current returns
Autocorrelation, which is Cohen 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 Cohen's stock expected returns. We can calculate the autocorrelation of Cohen returns to help us make a trade decision. For example, suppose you find that Cohen 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 |
Cohen 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 Cohen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohen stock over time.
Current vs Lagged Prices |
| Timeline |
Cohen Lagged Returns
When evaluating Cohen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohen stock have on its future price. Cohen 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, Cohen autocorrelation shows the relationship between Cohen stock current value and its past values and can show if there is a momentum factor associated with investing in Cohen Company.
Regressed Prices |
| Timeline |
Pair Trading with Cohen
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cohen position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cohen will appreciate offsetting losses from the drop in the long position's value.Moving together with Cohen Stock
| 0.61 | BN | Brookfield Corp Earnings Call This Week | PairCorr |
Moving against Cohen Stock
The ability to find closely correlated positions to Cohen could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cohen when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cohen - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cohen Company to buy it.
The correlation of Cohen is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cohen moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cohen Company moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cohen can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Cohen Correlation, Cohen Volatility and Cohen Alpha and Beta module to complement your research on Cohen. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Cohen technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.