CurveBeam (Australia) Market Value
| CVB Stock | 0.10 0.01 9.09% |
| Symbol | CurveBeam |
CurveBeam '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 CurveBeam'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 CurveBeam.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in CurveBeam on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding CurveBeam AI Limited or generate 0.0% return on investment in CurveBeam over 90 days. CurveBeam is related to or competes with Perseus Mining, Microequities Asset, Dexus Convenience, and Sports Entertainment. CurveBeam is entity of Australia. It is traded as Stock on AU exchange. More
CurveBeam 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 CurveBeam'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 CurveBeam AI Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.16 | |||
| Information Ratio | 0.0166 | |||
| Maximum Drawdown | 39.77 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 13.33 |
CurveBeam Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CurveBeam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CurveBeam's standard deviation. In reality, there are many statistical measures that can use CurveBeam historical prices to predict the future CurveBeam's volatility.| Risk Adjusted Performance | 0.0104 | |||
| Jensen Alpha | 0.0194 | |||
| Total Risk Alpha | 1.2 | |||
| Sortino Ratio | 0.0142 | |||
| Treynor Ratio | 0.0269 |
CurveBeam AI Limited Backtested Returns
CurveBeam AI Limited secures Sharpe Ratio (or Efficiency) of -0.018, which signifies that the company had a -0.018 % return per unit of risk over the last 3 months. CurveBeam AI Limited exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CurveBeam's Downside Deviation of 9.16, mean deviation of 4.98, and Risk Adjusted Performance of 0.0104 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CurveBeam's returns are expected to increase less than the market. However, during the bear market, the loss of holding CurveBeam is expected to be smaller as well. At this point, CurveBeam AI Limited has a negative expected return of -0.14%. Please make sure to confirm CurveBeam's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if CurveBeam AI Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
CurveBeam AI Limited has virtually no predictability. Overlapping area represents the amount of predictability between CurveBeam time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 CurveBeam AI Limited price movement. The serial correlation of 0.08 indicates that barely 8.0% of current CurveBeam price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CurveBeam AI Limited lagged returns against current returns
Autocorrelation, which is CurveBeam 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 CurveBeam's stock expected returns. We can calculate the autocorrelation of CurveBeam returns to help us make a trade decision. For example, suppose you find that CurveBeam 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 |
CurveBeam 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 CurveBeam stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CurveBeam stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CurveBeam stock over time.
Current vs Lagged Prices |
| Timeline |
CurveBeam Lagged Returns
When evaluating CurveBeam's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CurveBeam stock have on its future price. CurveBeam 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, CurveBeam autocorrelation shows the relationship between CurveBeam stock current value and its past values and can show if there is a momentum factor associated with investing in CurveBeam AI Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for CurveBeam Stock Analysis
When running CurveBeam's price analysis, check to measure CurveBeam'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 CurveBeam is operating at the current time. Most of CurveBeam's value examination focuses on studying past and present price action to predict the probability of CurveBeam's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CurveBeam's price. Additionally, you may evaluate how the addition of CurveBeam to your portfolios can decrease your overall portfolio volatility.