CTOS Digital's market value is the price at which a share of CTOS Digital trades on a public exchange. It measures the collective expectations of CTOS Digital Bhd investors about its performance. CTOS Digital is selling for 1.16 as of the 25th of February 2025. This is a 0.85 percent decrease since the beginning of the trading day. The stock's lowest day price was 1.16. With this module, you can estimate the performance of a buy and hold strategy of CTOS Digital Bhd and determine expected loss or profit from investing in CTOS Digital over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
CTOS
CTOS Digital '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 CTOS Digital'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 CTOS Digital.
0.00
10/28/2024
No Change 0.00
0.0
In 4 months and 1 day
02/25/2025
0.00
If you would invest 0.00 in CTOS Digital on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding CTOS Digital Bhd or generate 0.0% return on investment in CTOS Digital over 120 days.
CTOS Digital 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 CTOS Digital'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 CTOS Digital Bhd upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CTOS Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CTOS Digital's standard deviation. In reality, there are many statistical measures that can use CTOS Digital historical prices to predict the future CTOS Digital's volatility.
CTOS Digital Bhd secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. CTOS Digital Bhd exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CTOS Digital's risk adjusted performance of (0.08), and Mean Deviation of 0.8256 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CTOS Digital are expected to decrease at a much lower rate. During the bear market, CTOS Digital is likely to outperform the market. At this point, CTOS Digital Bhd has a negative expected return of -0.13%. Please make sure to confirm CTOS Digital's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if CTOS Digital Bhd performance from the past will be repeated at future time.
Auto-correlation
0.05
Virtually no predictability
CTOS Digital Bhd has virtually no predictability. Overlapping area represents the amount of predictability between CTOS Digital time series from 28th of October 2024 to 27th of December 2024 and 27th of December 2024 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 CTOS Digital Bhd price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current CTOS Digital price fluctuation can be explain by its past prices.
Correlation Coefficient
0.05
Spearman Rank Test
-0.05
Residual Average
0.0
Price Variance
0.0
CTOS Digital Bhd lagged returns against current returns
Autocorrelation, which is CTOS Digital 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 CTOS Digital's stock expected returns. We can calculate the autocorrelation of CTOS Digital returns to help us make a trade decision. For example, suppose you find that CTOS Digital 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
CTOS Digital 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 CTOS Digital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CTOS Digital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CTOS Digital stock over time.
Current vs Lagged Prices
Timeline
CTOS Digital Lagged Returns
When evaluating CTOS Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CTOS Digital stock have on its future price. CTOS Digital 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, CTOS Digital autocorrelation shows the relationship between CTOS Digital stock current value and its past values and can show if there is a momentum factor associated with investing in CTOS Digital Bhd.
Regressed Prices
Timeline
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