Cv Sciences Stock Market Value
| CVSI Stock | USD 0.03 0 10.00% |
| Symbol | CVSI |
CV Sciences '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 CV Sciences' otc 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 CV Sciences.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in CV Sciences on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CV Sciences or generate 0.0% return on investment in CV Sciences over 90 days. CV Sciences, Inc. operates as a life science company in North America More
CV Sciences 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 CV Sciences' otc 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 CV Sciences upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 26.12 | |||
| Information Ratio | 0.0884 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
CV Sciences Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CV Sciences' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CV Sciences' standard deviation. In reality, there are many statistical measures that can use CV Sciences historical prices to predict the future CV Sciences' volatility.| Risk Adjusted Performance | 0.0806 | |||
| Jensen Alpha | 1.65 | |||
| Total Risk Alpha | 3.08 | |||
| Sortino Ratio | 0.0506 | |||
| Treynor Ratio | 0.3034 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CV Sciences' 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.
CV Sciences Backtested Returns
CV Sciences is out of control given 3 months investment horizon. CV Sciences retains Efficiency (Sharpe Ratio) of 0.0817, which signifies that the company had a 0.0817 % return per unit of price deviation over the last 3 months. We are able to interpolate and collect twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.22% are justified by taking the suggested risk. Use CV Sciences Standard Deviation of 14.95, market risk adjusted performance of 0.3134, and Coefficient Of Variation of 1223.25 to evaluate company specific risk that cannot be diversified away. CV Sciences holds a performance score of 6 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 4.0, 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, CV Sciences will likely underperform. Use CV Sciences coefficient of variation and the relationship between the treynor ratio and rate of daily change , to analyze future returns on CV Sciences.
Auto-correlation | -0.21 |
Weak reverse predictability
CV Sciences has weak reverse predictability. Overlapping area represents the amount of predictability between CV Sciences 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 CV Sciences price movement. The serial correlation of -0.21 indicates that over 21.0% of current CV Sciences price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CV Sciences lagged returns against current returns
Autocorrelation, which is CV Sciences otc 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 CV Sciences' otc stock expected returns. We can calculate the autocorrelation of CV Sciences returns to help us make a trade decision. For example, suppose you find that CV Sciences has exhibited high autocorrelation historically, and you observe that the otc 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 |
CV Sciences 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 CV Sciences otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CV Sciences otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CV Sciences otc stock over time.
Current vs Lagged Prices |
| Timeline |
CV Sciences Lagged Returns
When evaluating CV Sciences' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CV Sciences otc stock have on its future price. CV Sciences 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, CV Sciences autocorrelation shows the relationship between CV Sciences otc stock current value and its past values and can show if there is a momentum factor associated with investing in CV Sciences.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CVSI OTC Stock
CV Sciences financial ratios help investors to determine whether CVSI OTC 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 CVSI with respect to the benefits of owning CV Sciences security.