Complii Fintech (Australia) Market Value
| CF1 Stock | 0.03 0 13.64% |
| 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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Complii Fintech on December 16, 2024 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 90 days. Complii Fintech is related to or competes with 29Metals, Perseus Mining, Aurelia Metals, and WiseTech Global. 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 | 8.43 | |||
| Information Ratio | 0.1011 | |||
| Maximum Drawdown | 35.38 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 10.0 |
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 | 0.0827 | |||
| Jensen Alpha | 0.8016 | |||
| Total Risk Alpha | 1.29 | |||
| Sortino Ratio | 0.0741 | |||
| Treynor Ratio | 0.197 |
Complii Fintech Solutions Backtested Returns
Complii Fintech appears to be out of control, given 3 months investment horizon. Complii Fintech Solutions secures Sharpe Ratio (or Efficiency) of 0.0888, which signifies that the company had a 0.0888 % return per unit of risk over the last 3 months. By analyzing Complii Fintech's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of Complii Fintech's Downside Deviation of 8.43, risk adjusted performance of 0.0827, and Mean Deviation of 4.17 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Complii Fintech holds a performance score of 6. The firm shows a Beta (market volatility) of 2.62, 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, Complii Fintech will likely underperform. Please check Complii Fintech's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Complii Fintech's price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Complii Fintech Solutions has insignificant reverse predictability. Overlapping area represents the amount of predictability between Complii Fintech time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Complii Fintech Solutions price movement. The serial correlation of -0.19 indicates that over 19.0% of current Complii Fintech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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.