CyberArk Software (Germany) Market Value
| CYB Stock | 361.20 5.60 1.53% |
| 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.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in CyberArk Software on January 26, 2025 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 30 days. CyberArk Software is related to or competes with BG Foods, Cal Maine, Harmony Gold, and PREMIER FOODS. 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 | 1.89 | |||
| Information Ratio | 0.1531 | |||
| Maximum Drawdown | 11.5 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 4.46 |
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 | 0.1209 | |||
| Jensen Alpha | 0.3518 | |||
| Total Risk Alpha | 0.3669 | |||
| Sortino Ratio | 0.1883 | |||
| Treynor Ratio | 8.06 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CyberArk Software'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.
CyberArk Software Backtested Returns
CyberArk Software appears to be very steady, given 3 months investment horizon. CyberArk Software secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-nine 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 1.71, and Risk Adjusted Performance of 0.1209 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 11. The firm shows a Beta (market volatility) of 0.0436, 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 sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to make a quick decision on whether CyberArk Software's price patterns will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
CyberArk Software has insignificant reverse predictability. Overlapping area represents the amount of predictability between CyberArk Software time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 -0.13 indicates that less than 13.0% of current CyberArk Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 144.69 |
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 |
Thematic Opportunities
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Additional Tools for CyberArk Stock Analysis
When running CyberArk Software's price analysis, check to measure CyberArk Software'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 CyberArk Software is operating at the current time. Most of CyberArk Software's value examination focuses on studying past and present price action to predict the probability of CyberArk Software's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CyberArk Software's price. Additionally, you may evaluate how the addition of CyberArk Software to your portfolios can decrease your overall portfolio volatility.