Csp Inc Stock Market Value
| CSPI Stock | USD 17.18 2.99 21.07% |
| Symbol | CSP |
CSP Inc Price To Book Ratio
Is IT Consulting & Other Services 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 CSP. If investors know CSP 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 CSP 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 4.333 | Dividend Share 0.105 | Earnings Share 0.28 | Revenue Per Share 6.409 | Quarterly Revenue Growth (0.26) |
The market value of CSP Inc is measured differently than its book value, which is the value of CSP that is recorded on the company's balance sheet. Investors also form their own opinion of CSP's value that differs from its market value or its book value, called intrinsic value, which is CSP'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 CSP's market value can be influenced by many factors that don't directly affect CSP'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 CSP's value and its price as these two are different measures arrived at by different means. Investors typically determine if CSP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CSP'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.
CSP '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 CSP'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 CSP.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in CSP on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding CSP Inc or generate 0.0% return on investment in CSP over 720 days. CSP is related to or competes with CDW Corp, Eshallgo, Amtech Systems, Gold Fields, Aegean Airlines, Dorian LPG, and Merck. CSP Inc. develops and markets IT integration solutions, security products, managed IT services, purpose built network ad... More
CSP 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 CSP'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 CSP Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.87 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.61 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 4.14 |
CSP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSP's standard deviation. In reality, there are many statistical measures that can use CSP historical prices to predict the future CSP's volatility.| Risk Adjusted Performance | 0.0172 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0225 |
CSP Inc Backtested Returns
CSP appears to be very steady, given 3 months investment horizon. CSP Inc secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CSP Inc, which you can use to evaluate the volatility of the firm. Please makes use of CSP's mean deviation of 1.94, and Risk Adjusted Performance of 0.0172 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CSP holds a performance score of 8. The firm shows a Beta (market volatility) of 1.06, which signifies a somewhat significant risk relative to the market. CSP returns are very sensitive to returns on the market. As the market goes up or down, CSP is expected to follow. Please check CSP's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether CSP's price patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
CSP Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between CSP time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 CSP Inc price movement. The serial correlation of -0.09 indicates that less than 9.0% of current CSP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 10.65 |
CSP Inc lagged returns against current returns
Autocorrelation, which is CSP 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 CSP's stock expected returns. We can calculate the autocorrelation of CSP returns to help us make a trade decision. For example, suppose you find that CSP 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 |
CSP 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 CSP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSP stock over time.
Current vs Lagged Prices |
| Timeline |
CSP Lagged Returns
When evaluating CSP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSP stock have on its future price. CSP 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, CSP autocorrelation shows the relationship between CSP stock current value and its past values and can show if there is a momentum factor associated with investing in CSP Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether CSP Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CSP's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Csp Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Csp Inc Stock:Check out CSP Correlation, CSP Volatility and CSP Alpha and Beta module to complement your research on CSP. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
CSP 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.