Cyber Security (Sweden) Market Value
| CYB1 Stock | 0.01 0.0002 2.94% |
| Symbol | Cyber |
Cyber Security '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 Cyber Security'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 Cyber Security.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Cyber Security on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Cyber Security 1 or generate 0.0% return on investment in Cyber Security over 720 days. Cyber Security is related to or competes with Divio Technologies. More
Cyber Security 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 Cyber Security'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 Cyber Security 1 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 22.76 | |||
| Value At Risk | (7.81) | |||
| Potential Upside | 6.67 |
Cyber Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cyber Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cyber Security's standard deviation. In reality, there are many statistical measures that can use Cyber Security historical prices to predict the future Cyber Security's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | (1.00) |
Cyber Security 1 Backtested Returns
Cyber Security 1 secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15% return per unit of standard deviation over the last 3 months. Cyber Security 1 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cyber Security's risk adjusted performance of (0.11), and Mean Deviation of 3.6 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.76, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cyber Security's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cyber Security is expected to be smaller as well. At this point, Cyber Security 1 has a negative expected return of -0.73%. Please make sure to confirm Cyber Security's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Cyber Security 1 performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Cyber Security 1 has below average predictability. Overlapping area represents the amount of predictability between Cyber Security time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd of December 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 Cyber Security 1 price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Cyber Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cyber Security 1 lagged returns against current returns
Autocorrelation, which is Cyber Security 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 Cyber Security's stock expected returns. We can calculate the autocorrelation of Cyber Security returns to help us make a trade decision. For example, suppose you find that Cyber Security 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 |
Cyber Security 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 Cyber Security stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cyber Security stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cyber Security stock over time.
Current vs Lagged Prices |
| Timeline |
Cyber Security Lagged Returns
When evaluating Cyber Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cyber Security stock have on its future price. Cyber Security 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, Cyber Security autocorrelation shows the relationship between Cyber Security stock current value and its past values and can show if there is a momentum factor associated with investing in Cyber Security 1.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Cyber Stock Analysis
When running Cyber Security's price analysis, check to measure Cyber Security'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 Cyber Security is operating at the current time. Most of Cyber Security's value examination focuses on studying past and present price action to predict the probability of Cyber Security's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cyber Security's price. Additionally, you may evaluate how the addition of Cyber Security to your portfolios can decrease your overall portfolio volatility.