Cybertech Systems (India) Market Value
| CYBERTECH | 154.48 11.03 6.66% |
| Symbol | Cybertech |
Cybertech Systems '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 Cybertech Systems' 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 Cybertech Systems.
| 01/02/2025 |
| 03/03/2025 |
If you would invest 0.00 in Cybertech Systems on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Cybertech Systems And or generate 0.0% return on investment in Cybertech Systems over 60 days. Cybertech Systems is related to or competes with Gokul Refoils, Manaksia Coated, Shyam Metalics, BF Utilities, Shivalik Bimetal, Indian Metals, and Hilton Metal. More
Cybertech Systems 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 Cybertech Systems' 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 Cybertech Systems And upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 19.56 | |||
| Value At Risk | (5.11) | |||
| Potential Upside | 5.49 |
Cybertech Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cybertech Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cybertech Systems' standard deviation. In reality, there are many statistical measures that can use Cybertech Systems historical prices to predict the future Cybertech Systems' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 1.0 |
Cybertech Systems And Backtested Returns
Cybertech Systems And secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of standard deviation over the last 3 months. Cybertech Systems And exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cybertech Systems' mean deviation of 2.6, and Risk Adjusted Performance of (0.09) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cybertech Systems are expected to decrease at a much lower rate. During the bear market, Cybertech Systems is likely to outperform the market. At this point, Cybertech Systems And has a negative expected return of -0.44%. Please make sure to confirm Cybertech Systems' potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Cybertech Systems And performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
Cybertech Systems And has below average predictability. Overlapping area represents the amount of predictability between Cybertech Systems time series from 2nd of January 2025 to 1st of February 2025 and 1st of February 2025 to 3rd 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 Cybertech Systems And price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Cybertech Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 266.26 |
Cybertech Systems And lagged returns against current returns
Autocorrelation, which is Cybertech Systems 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 Cybertech Systems' stock expected returns. We can calculate the autocorrelation of Cybertech Systems returns to help us make a trade decision. For example, suppose you find that Cybertech Systems 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 |
Cybertech Systems 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 Cybertech Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cybertech Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cybertech Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Cybertech Systems Lagged Returns
When evaluating Cybertech Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cybertech Systems stock have on its future price. Cybertech Systems 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, Cybertech Systems autocorrelation shows the relationship between Cybertech Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Cybertech Systems And.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Cybertech Stock
Cybertech Systems financial ratios help investors to determine whether Cybertech 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 Cybertech with respect to the benefits of owning Cybertech Systems security.