Cse Global Limited Stock Market Value
| CSYJF Stock | USD 0.34 0.05 17.24% |
| Symbol | CSE |
CSE Global '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 CSE Global'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 CSE Global.
| 10/26/2024 |
| 01/24/2025 |
If you would invest 0.00 in CSE Global on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding CSE Global Limited or generate 0.0% return on investment in CSE Global over 90 days. CSE Global is related to or competes with Appen, Appen, Capgemini, Direct Communication, Soluna Holdings, Capgemini, and Formula Systems. CSE Global Limited, an investment holding company, provides integrated industrial automation, information technology, an... More
CSE Global 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 CSE Global'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 CSE Global Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0542 | |||
| Maximum Drawdown | 31.43 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 6.06 |
CSE Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSE Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSE Global's standard deviation. In reality, there are many statistical measures that can use CSE Global historical prices to predict the future CSE Global's volatility.| Risk Adjusted Performance | 0.0637 | |||
| Jensen Alpha | 0.2565 | |||
| Total Risk Alpha | 0.0785 | |||
| Treynor Ratio | 0.8222 |
CSE Global Limited Backtested Returns
CSE Global appears to be out of control, given 3 months investment horizon. CSE Global Limited secures Sharpe Ratio (or Efficiency) of 0.0692, which signifies that the company had a 0.0692 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for CSE Global Limited, which you can use to evaluate the volatility of the firm. Please makes use of CSE Global's Standard Deviation of 4.26, mean deviation of 1.75, and Risk Adjusted Performance of 0.0637 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CSE Global holds a performance score of 5. 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, CSE Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding CSE Global is expected to be smaller as well. Please check CSE Global's information ratio and the relationship between the maximum drawdown and price action indicator , to make a quick decision on whether CSE Global's price patterns will revert.
Auto-correlation | -0.55 |
Good reverse predictability
CSE Global Limited has good reverse predictability. Overlapping area represents the amount of predictability between CSE Global time series from 26th of October 2024 to 10th of December 2024 and 10th of December 2024 to 24th of January 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 CSE Global Limited price movement. The serial correlation of -0.55 indicates that about 55.0% of current CSE Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CSE Global Limited lagged returns against current returns
Autocorrelation, which is CSE Global 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 CSE Global's pink sheet expected returns. We can calculate the autocorrelation of CSE Global returns to help us make a trade decision. For example, suppose you find that CSE Global 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 |
CSE Global 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 CSE Global pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSE Global pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSE Global pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CSE Global Lagged Returns
When evaluating CSE Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSE Global pink sheet have on its future price. CSE Global 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, CSE Global autocorrelation shows the relationship between CSE Global pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CSE Global Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CSE Pink Sheet
CSE Global financial ratios help investors to determine whether CSE Pink Sheet 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 CSE with respect to the benefits of owning CSE Global security.