CPI Computer (Greece) Market Value
| CPI Stock | EUR 0.58 0.01 1.69% |
| Symbol | CPI |
CPI Computer '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 CPI Computer'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 CPI Computer.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in CPI Computer on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CPI Computer Peripherals or generate 0.0% return on investment in CPI Computer over 90 days. CPI Computer is related to or competes with Hellenic Telecommunicatio, Foodlink, As Commercial, Profile Systems, and Piraeus Financial. CPI Computer Peripherals International provides IT products and services in Greece More
CPI Computer 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 CPI Computer'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 CPI Computer Peripherals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.6 | |||
| Information Ratio | 0.0767 | |||
| Maximum Drawdown | 20.95 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.0 |
CPI Computer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CPI Computer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CPI Computer's standard deviation. In reality, there are many statistical measures that can use CPI Computer historical prices to predict the future CPI Computer's volatility.| Risk Adjusted Performance | 0.0493 | |||
| Jensen Alpha | 0.1505 | |||
| Total Risk Alpha | 0.5887 | |||
| Sortino Ratio | 0.0737 | |||
| Treynor Ratio | (3.13) |
CPI Computer Peripherals Backtested Returns
Currently, CPI Computer Peripherals is abnormally volatile. CPI Computer Peripherals secures Sharpe Ratio (or Efficiency) of 0.0421, which signifies that the company had a 0.0421 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for CPI Computer Peripherals, which you can use to evaluate the volatility of the firm. Please confirm CPI Computer's Semi Deviation of 2.73, mean deviation of 2.52, and Risk Adjusted Performance of 0.0493 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. CPI Computer has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0499, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CPI Computer are expected to decrease at a much lower rate. During the bear market, CPI Computer is likely to outperform the market. CPI Computer Peripherals now shows a risk of 3.54%. Please confirm CPI Computer Peripherals downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if CPI Computer Peripherals will be following its price patterns.
Auto-correlation | 0.11 |
Insignificant predictability
CPI Computer Peripherals has insignificant predictability. Overlapping area represents the amount of predictability between CPI Computer time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 CPI Computer Peripherals price movement. The serial correlation of 0.11 indicates that less than 11.0% of current CPI Computer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CPI Computer Peripherals lagged returns against current returns
Autocorrelation, which is CPI Computer 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 CPI Computer's stock expected returns. We can calculate the autocorrelation of CPI Computer returns to help us make a trade decision. For example, suppose you find that CPI Computer 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 |
CPI Computer 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 CPI Computer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CPI Computer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CPI Computer stock over time.
Current vs Lagged Prices |
| Timeline |
CPI Computer Lagged Returns
When evaluating CPI Computer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CPI Computer stock have on its future price. CPI Computer 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, CPI Computer autocorrelation shows the relationship between CPI Computer stock current value and its past values and can show if there is a momentum factor associated with investing in CPI Computer Peripherals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for CPI Stock Analysis
When running CPI Computer's price analysis, check to measure CPI Computer'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 CPI Computer is operating at the current time. Most of CPI Computer's value examination focuses on studying past and present price action to predict the probability of CPI Computer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CPI Computer's price. Additionally, you may evaluate how the addition of CPI Computer to your portfolios can decrease your overall portfolio volatility.