Coinsilium Group Stock Market Value
| CINGF Stock | USD 0.05 0.0008 1.50% |
| Symbol | Coinsilium |
Coinsilium Group '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 Coinsilium Group's otc 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 Coinsilium Group.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Coinsilium Group on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Coinsilium Group or generate 0.0% return on investment in Coinsilium Group over 90 days. Coinsilium Group is related to or competes with BASE, Computer Modelling, Blackline Safety, Lytus Technologies, EPlus, Progress Software, and Agilysys. Coinsilium Group Limited is a venture capital firm specializing in early stage startup and accelerating seed-stage inves... More
Coinsilium Group 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 Coinsilium Group's otc 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 Coinsilium Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.6 | |||
| Information Ratio | 0.1957 | |||
| Maximum Drawdown | 88.2 | |||
| Value At Risk | (17.70) | |||
| Potential Upside | 38.89 |
Coinsilium Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coinsilium Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coinsilium Group's standard deviation. In reality, there are many statistical measures that can use Coinsilium Group historical prices to predict the future Coinsilium Group's volatility.| Risk Adjusted Performance | 0.1653 | |||
| Jensen Alpha | 3.03 | |||
| Total Risk Alpha | 0.6194 | |||
| Sortino Ratio | 0.2144 | |||
| Treynor Ratio | 1.01 |
Coinsilium Group Backtested Returns
Coinsilium Group is out of control given 3 months investment horizon. Coinsilium Group secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.98% are justified by taking the suggested risk. Use Coinsilium Group Mean Deviation of 11.66, risk adjusted performance of 0.1653, and Downside Deviation of 15.6 to evaluate company specific risk that cannot be diversified away. Coinsilium Group holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.45, 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, Coinsilium Group will likely underperform. Use Coinsilium Group standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to analyze future returns on Coinsilium Group.
Auto-correlation | -0.1 |
Very weak reverse predictability
Coinsilium Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Coinsilium Group time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Coinsilium Group price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Coinsilium Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Coinsilium Group lagged returns against current returns
Autocorrelation, which is Coinsilium Group otc 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 Coinsilium Group's otc stock expected returns. We can calculate the autocorrelation of Coinsilium Group returns to help us make a trade decision. For example, suppose you find that Coinsilium Group has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Coinsilium Group 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 Coinsilium Group otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coinsilium Group otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coinsilium Group otc stock over time.
Current vs Lagged Prices |
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Coinsilium Group Lagged Returns
When evaluating Coinsilium Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coinsilium Group otc stock have on its future price. Coinsilium Group 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, Coinsilium Group autocorrelation shows the relationship between Coinsilium Group otc stock current value and its past values and can show if there is a momentum factor associated with investing in Coinsilium Group.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Coinsilium OTC Stock
Coinsilium Group financial ratios help investors to determine whether Coinsilium OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Coinsilium with respect to the benefits of owning Coinsilium Group security.