C I's market value is the price at which a share of C I trades on a public exchange. It measures the collective expectations of C I LEASING investors about its performance. C I is trading at 3.92 as of the 26th of February 2025. This is a 0.51 percent increase since the beginning of the trading day. The stock's open price was 3.9. With this module, you can estimate the performance of a buy and hold strategy of C I LEASING and determine expected loss or profit from investing in C I 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 nation.
Symbol
CILEASING
C I '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 C I'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 C I.
0.00
01/27/2025
No Change 0.00
0.0
In 31 days
02/26/2025
0.00
If you would invest 0.00 in C I on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding C I LEASING or generate 0.0% return on investment in C I over 30 days.
C I 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 C I'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 C I LEASING 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 C I's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as C I's standard deviation. In reality, there are many statistical measures that can use C I historical prices to predict the future C I's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as C I. Your research has to be compared to or analyzed against C I's peers to derive any actionable benefits. When done correctly, C I's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in C I LEASING.
C I LEASING Backtested Returns
C I is risky at the moment. C I LEASING secures Sharpe Ratio (or Efficiency) of 0.0228, which signifies that the company had a 0.0228 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for C I LEASING, which you can use to evaluate the volatility of the entity. Please confirm C I's Downside Deviation of 4.37, coefficient of variation of 4391.73, and Mean Deviation of 2.99 to double-check if the risk estimate we provide is consistent with the expected return of 0.0964%. C I has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning C I are expected to decrease at a much lower rate. During the bear market, C I is likely to outperform the market. C I LEASING today shows a risk of 4.24%. Please confirm C I LEASING coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if C I LEASING will be following its price patterns.
Auto-correlation
0.79
Good predictability
C I LEASING has good predictability. Overlapping area represents the amount of predictability between C I time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 C I LEASING price movement. The serial correlation of 0.79 indicates that around 79.0% of current C I price fluctuation can be explain by its past prices.
Correlation Coefficient
0.79
Spearman Rank Test
0.42
Residual Average
0.0
Price Variance
0.01
C I LEASING lagged returns against current returns
Autocorrelation, which is C I 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 C I's stock expected returns. We can calculate the autocorrelation of C I returns to help us make a trade decision. For example, suppose you find that C I 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
C I 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 C I stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if C I stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in C I stock over time.
Current vs Lagged Prices
Timeline
C I Lagged Returns
When evaluating C I's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of C I stock have on its future price. C I 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, C I autocorrelation shows the relationship between C I stock current value and its past values and can show if there is a momentum factor associated with investing in C I LEASING.
Regressed Prices
Timeline
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