Cizzle Biotechnology (UK) Market Value
| CIZ Stock | 1.80 0.00 0.00% |
| Symbol | Cizzle |
Cizzle Biotechnology '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 Cizzle Biotechnology'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 Cizzle Biotechnology.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Cizzle Biotechnology on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Cizzle Biotechnology Holdings or generate 0.0% return on investment in Cizzle Biotechnology over 720 days. Cizzle Biotechnology is related to or competes with Alfa Financial, Aberdeen Diversified, Alliance Data, Solstad Offshore, BW Offshore, New Residential, and FC Investment. Cizzle Biotechnology is entity of United Kingdom More
Cizzle Biotechnology 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 Cizzle Biotechnology'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 Cizzle Biotechnology Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.91 | |||
| Information Ratio | 0.0408 | |||
| Maximum Drawdown | 25.85 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 7.5 |
Cizzle Biotechnology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cizzle Biotechnology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cizzle Biotechnology's standard deviation. In reality, there are many statistical measures that can use Cizzle Biotechnology historical prices to predict the future Cizzle Biotechnology's volatility.| Risk Adjusted Performance | 0.0659 | |||
| Jensen Alpha | 0.2874 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.0412 | |||
| Treynor Ratio | 24.69 |
Cizzle Biotechnology Backtested Returns
Cizzle Biotechnology appears to be dangerous, given 3 months investment horizon. Cizzle Biotechnology secures Sharpe Ratio (or Efficiency) of 0.0762, which signifies that the company had a 0.0762% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cizzle Biotechnology Holdings, which you can use to evaluate the volatility of the firm. Please makes use of Cizzle Biotechnology's Risk Adjusted Performance of 0.0659, mean deviation of 2.04, and Downside Deviation of 3.91 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cizzle Biotechnology holds a performance score of 6. The firm shows a Beta (market volatility) of 0.0117, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cizzle Biotechnology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cizzle Biotechnology is expected to be smaller as well. Please check Cizzle Biotechnology's value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and day median price , to make a quick decision on whether Cizzle Biotechnology's price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Cizzle Biotechnology Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cizzle Biotechnology time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 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 Cizzle Biotechnology price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Cizzle Biotechnology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Cizzle Biotechnology lagged returns against current returns
Autocorrelation, which is Cizzle Biotechnology 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 Cizzle Biotechnology's stock expected returns. We can calculate the autocorrelation of Cizzle Biotechnology returns to help us make a trade decision. For example, suppose you find that Cizzle Biotechnology 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 |
Cizzle Biotechnology 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 Cizzle Biotechnology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cizzle Biotechnology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cizzle Biotechnology stock over time.
Current vs Lagged Prices |
| Timeline |
Cizzle Biotechnology Lagged Returns
When evaluating Cizzle Biotechnology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cizzle Biotechnology stock have on its future price. Cizzle Biotechnology 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, Cizzle Biotechnology autocorrelation shows the relationship between Cizzle Biotechnology stock current value and its past values and can show if there is a momentum factor associated with investing in Cizzle Biotechnology Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Cizzle Stock
Cizzle Biotechnology financial ratios help investors to determine whether Cizzle 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 Cizzle with respect to the benefits of owning Cizzle Biotechnology security.