Cibt Education Group Stock Market Value
| MBAIF Stock | USD 0.03 0.01 60.71% |
| Symbol | CIBT |
CIBT Education '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 CIBT Education's otc 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 CIBT Education.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in CIBT Education on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding CIBT Education Group or generate 0.0% return on investment in CIBT Education over 690 days. CIBT Education is related to or competes with Porsche Automobile, Ferrari NV, Toyota, GM, and Honda. CIBT Education Group Inc., through its subsidiaries, operates as an education and student housing investment company in ... More
CIBT Education 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 CIBT Education's otc 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 CIBT Education Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 70.65 | |||
| Value At Risk | (23.33) | |||
| Potential Upside | 33.97 |
CIBT Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIBT Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CIBT Education's standard deviation. In reality, there are many statistical measures that can use CIBT Education historical prices to predict the future CIBT Education's volatility.| Risk Adjusted Performance | 0.0077 | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (2.38) | |||
| Treynor Ratio | (0.03) |
CIBT Education Group Backtested Returns
CIBT Education Group retains Efficiency (Sharpe Ratio) of -0.0139, which signifies that the company had a -0.0139% return per unit of risk over the last 3 months. CIBT Education exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CIBT Education's variance of 240.76, and Market Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.83, 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, CIBT Education will likely underperform. At this point, CIBT Education Group has a negative expected return of -0.22%. Please make sure to confirm CIBT Education's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if CIBT Education Group performance from the past will be repeated at some future date.
Auto-correlation | 0.41 |
Average predictability
CIBT Education Group has average predictability. Overlapping area represents the amount of predictability between CIBT Education time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th 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 CIBT Education Group price movement. The serial correlation of 0.41 indicates that just about 41.0% of current CIBT Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CIBT Education Group lagged returns against current returns
Autocorrelation, which is CIBT Education otc 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 CIBT Education's otc stock expected returns. We can calculate the autocorrelation of CIBT Education returns to help us make a trade decision. For example, suppose you find that CIBT Education has exhibited high autocorrelation historically, and you observe that the otc 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 |
CIBT Education 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 CIBT Education otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CIBT Education otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CIBT Education otc stock over time.
Current vs Lagged Prices |
| Timeline |
CIBT Education Lagged Returns
When evaluating CIBT Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CIBT Education otc stock have on its future price. CIBT Education 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, CIBT Education autocorrelation shows the relationship between CIBT Education otc stock current value and its past values and can show if there is a momentum factor associated with investing in CIBT Education Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CIBT OTC Stock
CIBT Education financial ratios help investors to determine whether CIBT OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CIBT with respect to the benefits of owning CIBT Education security.