CyberArk Software (Germany) Market Value
| CYB Stock | EUR 341.80 3.40 0.98% |
| Symbol | CyberArk |
CyberArk Software '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 CyberArk Software'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 CyberArk Software.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in CyberArk Software on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding CyberArk Software or generate 0.0% return on investment in CyberArk Software over 720 days. CyberArk Software is related to or competes with Titan Machinery, Fukuyama Transporting, Hitachi Construction, Gaztransport Technigaz, and WIMFARM SA. CyberArk Software Ltd., together with its subsidiaries, provides software-based security solutions and services for orga... More
CyberArk Software 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 CyberArk Software'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 CyberArk Software upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.1636 | |||
| Maximum Drawdown | 12.85 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 4.72 |
CyberArk Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CyberArk Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CyberArk Software's standard deviation. In reality, there are many statistical measures that can use CyberArk Software historical prices to predict the future CyberArk Software's volatility.| Risk Adjusted Performance | 0.1567 | |||
| Jensen Alpha | 0.4203 | |||
| Total Risk Alpha | 0.3512 | |||
| Sortino Ratio | 0.2133 | |||
| Treynor Ratio | 2.63 |
CyberArk Software Backtested Returns
CyberArk Software appears to be very steady, given 3 months investment horizon. CyberArk Software secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for CyberArk Software, which you can use to evaluate the volatility of the firm. Please makes use of CyberArk Software's mean deviation of 1.91, and Risk Adjusted Performance of 0.1567 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CyberArk Software holds a performance score of 14. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CyberArk Software's returns are expected to increase less than the market. However, during the bear market, the loss of holding CyberArk Software is expected to be smaller as well. Please check CyberArk Software's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether CyberArk Software's price patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
CyberArk Software has excellent predictability. Overlapping area represents the amount of predictability between CyberArk Software time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd 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 CyberArk Software price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current CyberArk Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 1058.38 |
CyberArk Software lagged returns against current returns
Autocorrelation, which is CyberArk Software 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 CyberArk Software's stock expected returns. We can calculate the autocorrelation of CyberArk Software returns to help us make a trade decision. For example, suppose you find that CyberArk Software 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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CyberArk Software 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 CyberArk Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CyberArk Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CyberArk Software stock over time.
Current vs Lagged Prices |
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CyberArk Software Lagged Returns
When evaluating CyberArk Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CyberArk Software stock have on its future price. CyberArk Software 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, CyberArk Software autocorrelation shows the relationship between CyberArk Software stock current value and its past values and can show if there is a momentum factor associated with investing in CyberArk Software.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in CyberArk Stock
When determining whether CyberArk Software is a strong investment it is important to analyze CyberArk Software's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact CyberArk Software's future performance. For an informed investment choice regarding CyberArk Stock, refer to the following important reports:Check out CyberArk Software Correlation, CyberArk Software Volatility and CyberArk Software Alpha and Beta module to complement your research on CyberArk Software. For more detail on how to invest in CyberArk Stock please use our How to Invest in CyberArk Software guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
CyberArk Software 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.