Complii Fintech (Australia) Market Value
| CF1 Stock | 0.02 0 4.76% |
| Symbol | Complii |
Complii Fintech '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 Complii Fintech'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 Complii Fintech.
| 12/27/2022 |
| 12/16/2024 |
If you would invest 0.00 in Complii Fintech on December 27, 2022 and sell it all today you would earn a total of 0.00 from holding Complii Fintech Solutions or generate 0.0% return on investment in Complii Fintech over 720 days. Complii Fintech is related to or competes with Home Consortium, BKI Investment, Flagship Investments, Mach7 Technologies, Alternative Investment, and Microequities Asset. Complii Fintech is entity of Australia. It is traded as Stock on AU exchange. More
Complii Fintech 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 Complii Fintech'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 Complii Fintech Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 68.34 | |||
| Information Ratio | 0.4101 | |||
| Maximum Drawdown | 1017.07 | |||
| Value At Risk | (90.48) | |||
| Potential Upside | 900.0 |
Complii Fintech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Complii Fintech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Complii Fintech's standard deviation. In reality, there are many statistical measures that can use Complii Fintech historical prices to predict the future Complii Fintech's volatility.| Risk Adjusted Performance | 0.3076 | |||
| Jensen Alpha | 150.57 | |||
| Total Risk Alpha | 103.01 | |||
| Sortino Ratio | 2.16 | |||
| Treynor Ratio | (4.73) |
Complii Fintech Solutions Backtested Returns
Complii Fintech is out of control given 3 months investment horizon. Complii Fintech Solutions secures Sharpe Ratio (or Efficiency) of 0.41, which signifies that the company had a 0.41% return per unit of risk over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 150.11% are justified by taking the suggested risk. Use Complii Fintech Downside Deviation of 68.34, risk adjusted performance of 0.3076, and Mean Deviation of 274.32 to evaluate company specific risk that cannot be diversified away. Complii Fintech holds a performance score of 32 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -31.27, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Complii Fintech are expected to decrease by larger amounts. On the other hand, during market turmoil, Complii Fintech is expected to outperform it. Use Complii Fintech jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to analyze future returns on Complii Fintech.
Auto-correlation | -0.03 |
Very weak reverse predictability
Complii Fintech Solutions has very weak reverse predictability. Overlapping area represents the amount of predictability between Complii Fintech time series from 27th of December 2022 to 22nd of December 2023 and 22nd of December 2023 to 16th 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 Complii Fintech Solutions price movement. The serial correlation of -0.03 indicates that only 3.0% of current Complii Fintech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Complii Fintech Solutions lagged returns against current returns
Autocorrelation, which is Complii Fintech 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 Complii Fintech's stock expected returns. We can calculate the autocorrelation of Complii Fintech returns to help us make a trade decision. For example, suppose you find that Complii Fintech 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 |
Complii Fintech 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 Complii Fintech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Complii Fintech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Complii Fintech stock over time.
Current vs Lagged Prices |
| Timeline |
Complii Fintech Lagged Returns
When evaluating Complii Fintech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Complii Fintech stock have on its future price. Complii Fintech 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, Complii Fintech autocorrelation shows the relationship between Complii Fintech stock current value and its past values and can show if there is a momentum factor associated with investing in Complii Fintech Solutions.
Regressed Prices |
| Timeline |
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Additional Tools for Complii Stock Analysis
When running Complii Fintech's price analysis, check to measure Complii Fintech'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 Complii Fintech is operating at the current time. Most of Complii Fintech's value examination focuses on studying past and present price action to predict the probability of Complii Fintech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Complii Fintech's price. Additionally, you may evaluate how the addition of Complii Fintech to your portfolios can decrease your overall portfolio volatility.