Cerberus Cyber Sentinel Stock Market Value
| CISO Stock | USD 1.38 0.04 2.99% |
| Symbol | Cerberus |
Cerberus Cyber Sentinel Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cerberus Cyber. If investors know Cerberus will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cerberus Cyber listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (3.38) | Revenue Per Share 4.66 | Quarterly Revenue Growth (0.08) | Return On Assets (0.28) | Return On Equity (2.24) |
The market value of Cerberus Cyber Sentinel is measured differently than its book value, which is the value of Cerberus that is recorded on the company's balance sheet. Investors also form their own opinion of Cerberus Cyber's value that differs from its market value or its book value, called intrinsic value, which is Cerberus Cyber's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cerberus Cyber's market value can be influenced by many factors that don't directly affect Cerberus Cyber's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cerberus Cyber's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cerberus Cyber is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cerberus Cyber's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cerberus Cyber '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 Cerberus Cyber'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 Cerberus Cyber.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Cerberus Cyber on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Cerberus Cyber Sentinel or generate 0.0% return on investment in Cerberus Cyber over 30 days. Cerberus Cyber is related to or competes with Thrivent High, Morningstar Unconstrained, Via Renewables, T Rowe, Knife River, Sitka Gold, and SEI Investments. Cerberus Cyber Sentinel Corporation operates as a security services company in the United States More
Cerberus Cyber 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 Cerberus Cyber'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 Cerberus Cyber Sentinel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.43 | |||
| Information Ratio | 0.1737 | |||
| Maximum Drawdown | 44.2 | |||
| Value At Risk | (9.38) | |||
| Potential Upside | 15.56 |
Cerberus Cyber Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cerberus Cyber's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cerberus Cyber's standard deviation. In reality, there are many statistical measures that can use Cerberus Cyber historical prices to predict the future Cerberus Cyber's volatility.| Risk Adjusted Performance | 0.1544 | |||
| Jensen Alpha | 1.33 | |||
| Total Risk Alpha | 0.2971 | |||
| Sortino Ratio | 0.2121 | |||
| Treynor Ratio | 1.11 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cerberus Cyber's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Cerberus Cyber Sentinel Backtested Returns
Cerberus Cyber is abnormally volatile given 3 months investment horizon. Cerberus Cyber Sentinel secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.93% are justified by taking the suggested risk. Use Cerberus Cyber Downside Deviation of 6.43, mean deviation of 5.64, and Risk Adjusted Performance of 0.1544 to evaluate company specific risk that cannot be diversified away. Cerberus Cyber holds a performance score of 19 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.33, 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, Cerberus Cyber will likely underperform. Use Cerberus Cyber rate of daily change, relative strength index, as well as the relationship between the expected short fall and maximum drawdown , to analyze future returns on Cerberus Cyber.
Auto-correlation | 0.90 |
Excellent predictability
Cerberus Cyber Sentinel has excellent predictability. Overlapping area represents the amount of predictability between Cerberus Cyber 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 Cerberus Cyber Sentinel price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Cerberus Cyber price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Cerberus Cyber Sentinel lagged returns against current returns
Autocorrelation, which is Cerberus Cyber 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 Cerberus Cyber's stock expected returns. We can calculate the autocorrelation of Cerberus Cyber returns to help us make a trade decision. For example, suppose you find that Cerberus Cyber 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 |
Cerberus Cyber 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 Cerberus Cyber stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cerberus Cyber stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cerberus Cyber stock over time.
Current vs Lagged Prices |
| Timeline |
Cerberus Cyber Lagged Returns
When evaluating Cerberus Cyber's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cerberus Cyber stock have on its future price. Cerberus Cyber 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, Cerberus Cyber autocorrelation shows the relationship between Cerberus Cyber stock current value and its past values and can show if there is a momentum factor associated with investing in Cerberus Cyber Sentinel.
Regressed Prices |
| Timeline |
Pair Trading with Cerberus Cyber
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cerberus Cyber position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cerberus Cyber will appreciate offsetting losses from the drop in the long position's value.Moving together with Cerberus Stock
Moving against Cerberus Stock
| 0.71 | VRAR | Glimpse Group | PairCorr |
| 0.55 | VHAI | VHAI | PairCorr |
| 0.54 | VRNT | Verint Systems Earnings Call This Week | PairCorr |
| 0.52 | MQ | Marqeta Potential Growth | PairCorr |
| 0.38 | FAAS | DigiAsia Corp Symbol Change | PairCorr |
The ability to find closely correlated positions to Cerberus Cyber could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cerberus Cyber when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cerberus Cyber - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cerberus Cyber Sentinel to buy it.
The correlation of Cerberus Cyber is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cerberus Cyber moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cerberus Cyber Sentinel moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cerberus Cyber can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Cerberus Cyber Correlation, Cerberus Cyber Volatility and Cerberus Cyber Alpha and Beta module to complement your research on Cerberus Cyber. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Cerberus Cyber technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.