Citigold (Australia) Market Value
| CTO Stock | 0.02 0 5.88% |
| Symbol | Citigold |
Citigold '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 Citigold'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 Citigold.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Citigold on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Citigold or generate 0.0% return on investment in Citigold over 30 days. Citigold is related to or competes with Carlton Investments, Diversified United, Australian United, Coast Entertainment, Southern Cross, Ai Media, and Alternative Investment. Citigold is entity of Australia. It is traded as Stock on AU exchange. More
Citigold 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 Citigold'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 Citigold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.23 | |||
| Information Ratio | 0.1205 | |||
| Maximum Drawdown | 39.77 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 14.29 |
Citigold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citigold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citigold's standard deviation. In reality, there are many statistical measures that can use Citigold historical prices to predict the future Citigold's volatility.| Risk Adjusted Performance | 0.1076 | |||
| Jensen Alpha | 1.02 | |||
| Total Risk Alpha | 0.1418 | |||
| Sortino Ratio | 0.1037 | |||
| Treynor Ratio | 4.48 |
Citigold Backtested Returns
Citigold is out of control given 3 months investment horizon. Citigold secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.23% are justified by taking the suggested risk. Use Citigold Mean Deviation of 6.04, downside deviation of 9.23, and Risk Adjusted Performance of 0.1076 to evaluate company specific risk that cannot be diversified away. Citigold holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Citigold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Citigold is expected to be smaller as well. Use Citigold treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Citigold.
Auto-correlation | 0.55 |
Modest predictability
Citigold has modest predictability. Overlapping area represents the amount of predictability between Citigold time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Citigold price movement. The serial correlation of 0.55 indicates that about 55.0% of current Citigold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Citigold lagged returns against current returns
Autocorrelation, which is Citigold 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 Citigold's stock expected returns. We can calculate the autocorrelation of Citigold returns to help us make a trade decision. For example, suppose you find that Citigold 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 |
Citigold 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 Citigold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citigold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citigold stock over time.
Current vs Lagged Prices |
| Timeline |
Citigold Lagged Returns
When evaluating Citigold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citigold stock have on its future price. Citigold 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, Citigold autocorrelation shows the relationship between Citigold stock current value and its past values and can show if there is a momentum factor associated with investing in Citigold.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Citigold Stock Analysis
When running Citigold's price analysis, check to measure Citigold'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 Citigold is operating at the current time. Most of Citigold's value examination focuses on studying past and present price action to predict the probability of Citigold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Citigold's price. Additionally, you may evaluate how the addition of Citigold to your portfolios can decrease your overall portfolio volatility.