CSE Global's market value is the price at which a share of CSE Global trades on a public exchange. It measures the collective expectations of CSE Global Limited investors about its performance. CSE Global is trading at 0.33 as of the 29th of November 2024. This is a 10.00 percent increase since the beginning of the trading day. The stock's lowest day price was 0.33. With this module, you can estimate the performance of a buy and hold strategy of CSE Global Limited and determine expected loss or profit from investing in CSE Global over a given investment horizon. Check out CSE Global Correlation, CSE Global Volatility and CSE Global Alpha and Beta module to complement your research on CSE Global.
Please note, there is a significant difference between CSE Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if CSE Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CSE Global'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.
CSE Global '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 CSE Global'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 CSE Global.
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10/30/2024
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In 31 days
11/29/2024
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If you would invest 0.00 in CSE Global on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding CSE Global Limited or generate 0.0% return on investment in CSE Global over 30 days. CSE Global is related to or competes with Appen, Appen, Capgemini, Direct Communication, Soluna Holdings, Capgemini, and Formula Systems. CSE Global Limited, an investment holding company, provides integrated industrial automation, information technology, an... More
CSE Global 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 CSE Global'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 CSE Global Limited 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 CSE Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSE Global's standard deviation. In reality, there are many statistical measures that can use CSE Global historical prices to predict the future CSE Global's volatility.
CSE Global Limited secures Sharpe Ratio (or Efficiency) of -0.0488, which signifies that the company had a -0.0488% return per unit of risk over the last 3 months. CSE Global Limited exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CSE Global's Risk Adjusted Performance of (0.02), standard deviation of 2.79, and Mean Deviation of 0.6657 to double-check the risk estimate we provide. 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 CSE Global are expected to decrease at a much lower rate. During the bear market, CSE Global is likely to outperform the market. At this point, CSE Global Limited has a negative expected return of -0.14%. Please make sure to confirm CSE Global's variance, as well as the relationship between the skewness and day median price , to decide if CSE Global Limited performance from the past will be repeated in the future.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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CSE Global Limited lagged returns against current returns
Autocorrelation, which is CSE Global 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 CSE Global's pink sheet expected returns. We can calculate the autocorrelation of CSE Global returns to help us make a trade decision. For example, suppose you find that CSE Global 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
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CSE Global 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 CSE Global pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSE Global pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSE Global pink sheet over time.
Current vs Lagged Prices
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CSE Global Lagged Returns
When evaluating CSE Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSE Global pink sheet have on its future price. CSE Global 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, CSE Global autocorrelation shows the relationship between CSE Global pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CSE Global Limited.
CSE Global financial ratios help investors to determine whether CSE 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 CSE with respect to the benefits of owning CSE Global security.