Cairo Communication (UK) Market Value
| 0N7I Stock | 2.85 0.01 0.35% |
| Symbol | Cairo |
Cairo Communication '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 Cairo Communication'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 Cairo Communication.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Cairo Communication on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Cairo Communication SpA or generate 0.0% return on investment in Cairo Communication over 30 days. Cairo Communication is related to or competes with Sligro Food, Grieg Seafood, Rosslyn Data, Edita Food, Silver Bullet, Alliance Data, and Molson Coors. Cairo Communication is entity of United Kingdom More
Cairo Communication 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 Cairo Communication'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 Cairo Communication SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.2133 | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 2.88 |
Cairo Communication Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cairo Communication's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cairo Communication's standard deviation. In reality, there are many statistical measures that can use Cairo Communication historical prices to predict the future Cairo Communication's volatility.| Risk Adjusted Performance | 0.1638 | |||
| Jensen Alpha | 0.3113 | |||
| Total Risk Alpha | 0.3262 | |||
| Sortino Ratio | 0.2973 | |||
| Treynor Ratio | (1.13) |
Cairo Communication SpA Backtested Returns
Cairo Communication appears to be slightly risky, given 3 months investment horizon. Cairo Communication SpA secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Cairo Communication SpA, which you can use to evaluate the volatility of the firm. Please makes use of Cairo Communication's Downside Deviation of 1.07, mean deviation of 1.05, and Risk Adjusted Performance of 0.1638 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cairo Communication holds a performance score of 16. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cairo Communication are expected to decrease at a much lower rate. During the bear market, Cairo Communication is likely to outperform the market. Please check Cairo Communication'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 Cairo Communication's price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Cairo Communication SpA has very good predictability. Overlapping area represents the amount of predictability between Cairo Communication time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Cairo Communication SpA price movement. The serial correlation of 0.82 indicates that around 82.0% of current Cairo Communication price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Cairo Communication SpA lagged returns against current returns
Autocorrelation, which is Cairo Communication 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 Cairo Communication's stock expected returns. We can calculate the autocorrelation of Cairo Communication returns to help us make a trade decision. For example, suppose you find that Cairo Communication 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 |
Cairo Communication 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 Cairo Communication stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cairo Communication stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cairo Communication stock over time.
Current vs Lagged Prices |
| Timeline |
Cairo Communication Lagged Returns
When evaluating Cairo Communication's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cairo Communication stock have on its future price. Cairo Communication 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, Cairo Communication autocorrelation shows the relationship between Cairo Communication stock current value and its past values and can show if there is a momentum factor associated with investing in Cairo Communication SpA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Cairo Stock Analysis
When running Cairo Communication's price analysis, check to measure Cairo Communication'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 Cairo Communication is operating at the current time. Most of Cairo Communication's value examination focuses on studying past and present price action to predict the probability of Cairo Communication's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cairo Communication's price. Additionally, you may evaluate how the addition of Cairo Communication to your portfolios can decrease your overall portfolio volatility.