Cpi Aerostructures Stock Market Value
| CVU Stock | USD 3.74 0.13 3.60% |
| Symbol | CPI |
CPI Aerostructures Price To Book Ratio
Is Aerospace & Defense 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 CPI Aerostructures. If investors know CPI 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 CPI Aerostructures 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 0.222 | Earnings Share 1.37 | Revenue Per Share 6.813 | Quarterly Revenue Growth 0.013 | Return On Assets 0.0566 |
The market value of CPI Aerostructures is measured differently than its book value, which is the value of CPI that is recorded on the company's balance sheet. Investors also form their own opinion of CPI Aerostructures' value that differs from its market value or its book value, called intrinsic value, which is CPI Aerostructures' 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 CPI Aerostructures' market value can be influenced by many factors that don't directly affect CPI Aerostructures' 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 CPI Aerostructures' value and its price as these two are different measures arrived at by different means. Investors typically determine if CPI Aerostructures is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CPI Aerostructures' 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.
CPI Aerostructures '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 CPI Aerostructures' 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 CPI Aerostructures.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in CPI Aerostructures on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding CPI Aerostructures or generate 0.0% return on investment in CPI Aerostructures over 360 days. CPI Aerostructures is related to or competes with Redwire Corp, Sidus Space, Rocket Lab, Momentus, Planet Labs, Virgin Galactic, and Eve Holding. CPI Aerostructures, Inc. engages in the contract production of structural aircraft parts for fixed wing aircraft and hel... More
CPI Aerostructures 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 CPI Aerostructures' 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 CPI Aerostructures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.13 | |||
| Information Ratio | 0.1225 | |||
| Maximum Drawdown | 17.36 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 5.54 |
CPI Aerostructures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CPI Aerostructures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CPI Aerostructures' standard deviation. In reality, there are many statistical measures that can use CPI Aerostructures historical prices to predict the future CPI Aerostructures' volatility.| Risk Adjusted Performance | 0.1309 | |||
| Jensen Alpha | 0.4655 | |||
| Total Risk Alpha | 7.0E-4 | |||
| Sortino Ratio | 0.1348 | |||
| Treynor Ratio | 0.8546 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CPI Aerostructures' 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.
CPI Aerostructures Backtested Returns
CPI Aerostructures appears to be relatively risky, given 3 months investment horizon. CPI Aerostructures secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of return volatility over the last 3 months. We have found thirty technical indicators for CPI Aerostructures, which you can use to evaluate the volatility of the firm. Please makes use of CPI Aerostructures' Semi Deviation of 2.72, risk adjusted performance of 0.1309, and Mean Deviation of 2.33 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CPI Aerostructures holds a performance score of 10. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CPI Aerostructures' returns are expected to increase less than the market. However, during the bear market, the loss of holding CPI Aerostructures is expected to be smaller as well. Please check CPI Aerostructures' semi variance, and the relationship between the sortino ratio and rate of daily change , to make a quick decision on whether CPI Aerostructures' price patterns will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
CPI Aerostructures has insignificant reverse predictability. Overlapping area represents the amount of predictability between CPI Aerostructures time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 CPI Aerostructures price movement. The serial correlation of -0.2 indicates that over 20.0% of current CPI Aerostructures price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
CPI Aerostructures lagged returns against current returns
Autocorrelation, which is CPI Aerostructures 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 CPI Aerostructures' stock expected returns. We can calculate the autocorrelation of CPI Aerostructures returns to help us make a trade decision. For example, suppose you find that CPI Aerostructures 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 |
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CPI Aerostructures 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 CPI Aerostructures stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CPI Aerostructures stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CPI Aerostructures stock over time.
Current vs Lagged Prices |
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CPI Aerostructures Lagged Returns
When evaluating CPI Aerostructures' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CPI Aerostructures stock have on its future price. CPI Aerostructures 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, CPI Aerostructures autocorrelation shows the relationship between CPI Aerostructures stock current value and its past values and can show if there is a momentum factor associated with investing in CPI Aerostructures.
Regressed Prices |
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Additional Tools for CPI Stock Analysis
When running CPI Aerostructures' price analysis, check to measure CPI Aerostructures' 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 CPI Aerostructures is operating at the current time. Most of CPI Aerostructures' value examination focuses on studying past and present price action to predict the probability of CPI Aerostructures' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CPI Aerostructures' price. Additionally, you may evaluate how the addition of CPI Aerostructures to your portfolios can decrease your overall portfolio volatility.