Cablevisin Holding Sa Stock Market Value
| CVHSY Stock | USD 5.30 0.00 0.00% |
| Symbol | Cablevisin |
Cablevisin Holding '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 Cablevisin Holding'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 Cablevisin Holding.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Cablevisin Holding on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Cablevisin Holding SA or generate 0.0% return on investment in Cablevisin Holding over 360 days. Cablevisin Holding is related to or competes with HKBN, B Communications, Magyar Telekom, Telecom Argentina, Hutchison Telecommunicatio, Grupo Televisa, and Telecom Italia. Cablevisin Holding S.A., together with its subsidiaries, operates in the telecommunications industry primarily in Argent... More
Cablevisin Holding 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 Cablevisin Holding'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 Cablevisin Holding SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2068 | |||
| Maximum Drawdown | 32.5 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 9.09 |
Cablevisin Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cablevisin Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cablevisin Holding's standard deviation. In reality, there are many statistical measures that can use Cablevisin Holding historical prices to predict the future Cablevisin Holding's volatility.| Risk Adjusted Performance | 0.1666 | |||
| Jensen Alpha | 1.05 | |||
| Total Risk Alpha | 0.5316 | |||
| Treynor Ratio | (3.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cablevisin Holding'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.
Cablevisin Holding Backtested Returns
Cablevisin Holding appears to be relatively risky, given 3 months investment horizon. Cablevisin Holding secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of standard deviation over the last 3 months. By analyzing Cablevisin Holding's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please makes use of Cablevisin Holding's risk adjusted performance of 0.1666, and Mean Deviation of 2.44 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cablevisin Holding holds a performance score of 15. The firm shows a Beta (market volatility) of -0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cablevisin Holding are expected to decrease at a much lower rate. During the bear market, Cablevisin Holding is likely to outperform the market. Please check Cablevisin Holding's risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and kurtosis , to make a quick decision on whether Cablevisin Holding's price patterns will revert.
Auto-correlation | 0.63 |
Good predictability
Cablevisin Holding SA has good predictability. Overlapping area represents the amount of predictability between Cablevisin Holding time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th of December 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 Cablevisin Holding price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Cablevisin Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Cablevisin Holding lagged returns against current returns
Autocorrelation, which is Cablevisin Holding 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 Cablevisin Holding's pink sheet expected returns. We can calculate the autocorrelation of Cablevisin Holding returns to help us make a trade decision. For example, suppose you find that Cablevisin Holding 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 |
Cablevisin Holding 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 Cablevisin Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cablevisin Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cablevisin Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cablevisin Holding Lagged Returns
When evaluating Cablevisin Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cablevisin Holding pink sheet have on its future price. Cablevisin Holding 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, Cablevisin Holding autocorrelation shows the relationship between Cablevisin Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cablevisin Holding SA.
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 Cablevisin Pink Sheet Analysis
When running Cablevisin Holding's price analysis, check to measure Cablevisin Holding'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 Cablevisin Holding is operating at the current time. Most of Cablevisin Holding's value examination focuses on studying past and present price action to predict the probability of Cablevisin Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cablevisin Holding's price. Additionally, you may evaluate how the addition of Cablevisin Holding to your portfolios can decrease your overall portfolio volatility.