Cosmos Group Holdings Stock Market Value
| COSG Stock | USD 0.0002 0.0001 100.00% |
| Symbol | Cosmos |
Cosmos 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 Cosmos Group's pink sheet 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 Cosmos Group.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Cosmos Group on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Cosmos Group Holdings or generate 0.0% return on investment in Cosmos Group over 90 days. Cosmos Group is related to or competes with Zip Co, Regional Management, Enova International, Open Lending, Mill City, and Finance Of. Cosmos Group Holdings Inc. offers financial and money lending services in Hong Kong and internationally More
Cosmos 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 Cosmos Group's pink sheet 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 Cosmos Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1135 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Cosmos Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cosmos Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cosmos Group's standard deviation. In reality, there are many statistical measures that can use Cosmos Group historical prices to predict the future Cosmos Group's volatility.| Risk Adjusted Performance | 0.1054 | |||
| Jensen Alpha | 3.26 | |||
| Total Risk Alpha | 6.47 | |||
| Treynor Ratio | 1.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cosmos Group'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.
Cosmos Group Holdings Backtested Returns
Cosmos Group is out of control given 3 months investment horizon. Cosmos Group Holdings secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-four different technical indicators, which can help you to evaluate if expected returns of 34.43% are justified by taking the suggested risk. Use Cosmos Group Standard Deviation of 27.57, mean deviation of 11.75, and Risk Adjusted Performance of 0.1054 to evaluate company specific risk that cannot be diversified away. Cosmos Group holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.17, 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, Cosmos Group will likely underperform. Use Cosmos Group skewness, as well as the relationship between the rate of daily change and price action indicator , to analyze future returns on Cosmos Group.
Auto-correlation | 0.35 |
Below average predictability
Cosmos Group Holdings has below average predictability. Overlapping area represents the amount of predictability between Cosmos Group time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Cosmos Group Holdings price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Cosmos Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cosmos Group Holdings lagged returns against current returns
Autocorrelation, which is Cosmos Group pink sheet'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 Cosmos Group's pink sheet expected returns. We can calculate the autocorrelation of Cosmos Group returns to help us make a trade decision. For example, suppose you find that Cosmos Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Cosmos 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 Cosmos Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cosmos Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cosmos Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cosmos Group Lagged Returns
When evaluating Cosmos Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cosmos Group pink sheet have on its future price. Cosmos 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, Cosmos Group autocorrelation shows the relationship between Cosmos Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cosmos Group Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Cosmos Pink Sheet
Cosmos Group financial ratios help investors to determine whether Cosmos Pink Sheet 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 Cosmos with respect to the benefits of owning Cosmos Group security.