Cyren Stock Market Value
| CYRNQ Stock | 0.0001 0.00 0.00% |
| Symbol | Cyren |
Cyren '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 Cyren'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 Cyren.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Cyren on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Cyren or generate 0.0% return on investment in Cyren over 720 days.
Cyren 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 Cyren'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 Cyren upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 150.0 |
Cyren Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cyren's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cyren's standard deviation. In reality, there are many statistical measures that can use Cyren historical prices to predict the future Cyren's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.90) | |||
| Total Risk Alpha | (2.52) | |||
| Treynor Ratio | (0.16) |
Cyren Backtested Returns
Cyren secures Sharpe Ratio (or Efficiency) of -0.0341, which signifies that the company had a -0.0341 % return per unit of risk over the last 3 months. Cyren exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cyren's Mean Deviation of 4.21, risk adjusted performance of (0.01), and Standard Deviation of 17.79 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 3.82, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cyren will likely underperform. At this point, Cyren has a negative expected return of -0.61%. Please make sure to confirm Cyren's information ratio and day median price , to decide if Cyren performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
Cyren has very weak reverse predictability. Overlapping area represents the amount of predictability between Cyren time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 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 Cyren price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Cyren price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cyren lagged returns against current returns
Autocorrelation, which is Cyren 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 Cyren's pink sheet expected returns. We can calculate the autocorrelation of Cyren returns to help us make a trade decision. For example, suppose you find that Cyren 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 |
Cyren 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 Cyren pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cyren pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cyren pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cyren Lagged Returns
When evaluating Cyren's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cyren pink sheet have on its future price. Cyren 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, Cyren autocorrelation shows the relationship between Cyren pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cyren.
Regressed Prices |
| Timeline |
Additional Tools for Cyren Pink Sheet Analysis
When running Cyren's price analysis, check to measure Cyren'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 Cyren is operating at the current time. Most of Cyren's value examination focuses on studying past and present price action to predict the probability of Cyren's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cyren's price. Additionally, you may evaluate how the addition of Cyren to your portfolios can decrease your overall portfolio volatility.