Cint Group (Sweden) Market Value
| CINT Stock | SEK 12.69 0.18 1.44% |
| Symbol | Cint |
Cint 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 Cint Group'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 Cint Group.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Cint Group on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Cint Group AB or generate 0.0% return on investment in Cint Group over 30 days. Cint Group is related to or competes with Sinch AB, Stillfront Group, Truecaller, BICO Group, and Storskogen Group. Cint Group AB provides software solutions for digital insights gathering More
Cint 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 Cint Group'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 Cint Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.73 | |||
| Information Ratio | 0.0506 | |||
| Maximum Drawdown | 26.62 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 6.61 |
Cint Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cint Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cint Group's standard deviation. In reality, there are many statistical measures that can use Cint Group historical prices to predict the future Cint Group's volatility.| Risk Adjusted Performance | 0.0684 | |||
| Jensen Alpha | 0.469 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0611 | |||
| Treynor Ratio | (0.31) |
Cint Group AB Backtested Returns
Cint Group appears to be somewhat reliable, given 3 months investment horizon. Cint Group AB secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. By analyzing Cint Group's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of Cint Group's Risk Adjusted Performance of 0.0684, downside deviation of 3.73, and Mean Deviation of 2.89 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cint Group holds a performance score of 10. The firm shows a Beta (market volatility) of -1.09, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Cint Group are expected to decrease slowly. On the other hand, during market turmoil, Cint Group is expected to outperform it slightly. Please check Cint Group's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Cint Group's price patterns will revert.
Auto-correlation | -0.08 |
Very weak reverse predictability
Cint Group AB has very weak reverse predictability. Overlapping area represents the amount of predictability between Cint Group time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Cint Group AB price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Cint Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Cint Group AB lagged returns against current returns
Autocorrelation, which is Cint Group 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 Cint Group's stock expected returns. We can calculate the autocorrelation of Cint Group returns to help us make a trade decision. For example, suppose you find that Cint Group 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 |
Cint 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 Cint Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cint Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cint Group stock over time.
Current vs Lagged Prices |
| Timeline |
Cint Group Lagged Returns
When evaluating Cint Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cint Group stock have on its future price. Cint 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, Cint Group autocorrelation shows the relationship between Cint Group stock current value and its past values and can show if there is a momentum factor associated with investing in Cint Group AB.
Regressed Prices |
| Timeline |
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Additional Tools for Cint Stock Analysis
When running Cint Group's price analysis, check to measure Cint Group'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 Cint Group is operating at the current time. Most of Cint Group's value examination focuses on studying past and present price action to predict the probability of Cint Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cint Group's price. Additionally, you may evaluate how the addition of Cint Group to your portfolios can decrease your overall portfolio volatility.