Cp All Pcl Stock Market Value
| CPPCY Stock | USD 19.00 0.00 0.00% |
| Symbol | CPPCY |
CP All '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 CP All's pink sheet 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 CP All.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in CP All on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding CP All PCL or generate 0.0% return on investment in CP All over 30 days. CP All is related to or competes with Carrefour, J Sainsbury, Sendas Distribuidora, Weis Markets, and Natural Grocers. CP ALL Public Company Limited, together with its subsidiaries, operates and franchises convenience stores under the 7-El... More
CP All 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 CP All's pink sheet 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 CP All PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0466 | |||
| Maximum Drawdown | 27.87 |
CP All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CP All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CP All's standard deviation. In reality, there are many statistical measures that can use CP All historical prices to predict the future CP All's volatility.| Risk Adjusted Performance | 0.0795 | |||
| Jensen Alpha | 0.1834 | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.4266 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CP All's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CP All PCL Backtested Returns
CP All appears to be not too volatile, given 3 months investment horizon. CP All PCL retains Efficiency (Sharpe Ratio) of 0.0958, which signifies that the company had a 0.0958% return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for CP All, which you can use to evaluate the volatility of the firm. Please makes use of CP All's Variance of 8.29, information ratio of 0.0466, and Market Risk Adjusted Performance of 0.4366 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CP All holds a performance score of 7. The firm owns a Beta (Systematic Risk) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CP All's returns are expected to increase less than the market. However, during the bear market, the loss of holding CP All is expected to be smaller as well. Please check CP All's risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to make a quick decision on whether CP All's current price history will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
CP All PCL has near perfect reversele predictability. Overlapping area represents the amount of predictability between CP All time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 CP All PCL price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current CP All price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CP All PCL lagged returns against current returns
Autocorrelation, which is CP All pink sheet'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 CP All's pink sheet expected returns. We can calculate the autocorrelation of CP All returns to help us make a trade decision. For example, suppose you find that CP All has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
CP All 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 CP All pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CP All pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CP All pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CP All Lagged Returns
When evaluating CP All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CP All pink sheet have on its future price. CP All 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, CP All autocorrelation shows the relationship between CP All pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CP All PCL.
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 CPPCY Pink Sheet Analysis
When running CP All's price analysis, check to measure CP All'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 CP All is operating at the current time. Most of CP All's value examination focuses on studying past and present price action to predict the probability of CP All's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CP All's price. Additionally, you may evaluate how the addition of CP All to your portfolios can decrease your overall portfolio volatility.