CyberAgent's market value is the price at which a share of CyberAgent trades on a public exchange. It measures the collective expectations of CyberAgent investors about its performance. CyberAgent is trading at 6.50 as of the 11th of January 2025. This is a 2.26 percent decrease since the beginning of the trading day. The stock's lowest day price was 6.5. With this module, you can estimate the performance of a buy and hold strategy of CyberAgent and determine expected loss or profit from investing in CyberAgent over a given investment horizon. Check out CyberAgent Correlation, CyberAgent Volatility and CyberAgent Alpha and Beta module to complement your research on CyberAgent.
Please note, there is a significant difference between CyberAgent's value and its price as these two are different measures arrived at by different means. Investors typically determine if CyberAgent is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CyberAgent'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.
CyberAgent '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 CyberAgent'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 CyberAgent.
0.00
12/12/2024
No Change 0.00
0.0
In 30 days
01/11/2025
0.00
If you would invest 0.00 in CyberAgent on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding CyberAgent or generate 0.0% return on investment in CyberAgent over 30 days. CyberAgent is related to or competes with Richardson Electronics, KIMBALL ELECTRONICS, STORE ELECTRONIC, Sekisui Chemical, PTT Global, and Renesas Electronics. CyberAgent, Inc. engages in the media, Internet advertising, game, and investment training businesses primarily in Japan More
CyberAgent 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 CyberAgent'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 CyberAgent 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 CyberAgent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CyberAgent's standard deviation. In reality, there are many statistical measures that can use CyberAgent historical prices to predict the future CyberAgent's volatility.
At this point, CyberAgent is somewhat reliable. CyberAgent secures Sharpe Ratio (or Efficiency) of 0.0097, which signifies that the company had a 0.0097% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for CyberAgent, which you can use to evaluate the volatility of the firm. Please confirm CyberAgent's mean deviation of 1.42, and Risk Adjusted Performance of 0.0581 to double-check if the risk estimate we provide is consistent with the expected return of 0.0189%. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CyberAgent are expected to decrease at a much lower rate. During the bear market, CyberAgent is likely to outperform the market. CyberAgent right now shows a risk of 1.95%. Please confirm CyberAgent market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if CyberAgent will be following its price patterns.
Auto-correlation
0.24
Weak predictability
CyberAgent has weak predictability. Overlapping area represents the amount of predictability between CyberAgent time series from 12th of December 2024 to 27th of December 2024 and 27th of December 2024 to 11th of January 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 CyberAgent price movement. The serial correlation of 0.24 indicates that over 24.0% of current CyberAgent price fluctuation can be explain by its past prices.
Correlation Coefficient
0.24
Spearman Rank Test
0.45
Residual Average
0.0
Price Variance
0.01
CyberAgent lagged returns against current returns
Autocorrelation, which is CyberAgent 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 CyberAgent's stock expected returns. We can calculate the autocorrelation of CyberAgent returns to help us make a trade decision. For example, suppose you find that CyberAgent 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
CyberAgent 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 CyberAgent stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CyberAgent stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CyberAgent stock over time.
Current vs Lagged Prices
Timeline
CyberAgent Lagged Returns
When evaluating CyberAgent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CyberAgent stock have on its future price. CyberAgent 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, CyberAgent autocorrelation shows the relationship between CyberAgent stock current value and its past values and can show if there is a momentum factor associated with investing in CyberAgent.
Other Information on Investing in CyberAgent Stock
CyberAgent financial ratios help investors to determine whether CyberAgent 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 CyberAgent with respect to the benefits of owning CyberAgent security.