Century Financial Corp Stock Market Value
| CYFL Stock | USD 37.50 0.00 0.00% |
| Symbol | Century |
Century Financial '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 Century Financial'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 Century Financial.
| 09/04/2024 |
| 12/03/2024 |
If you would invest 0.00 in Century Financial on September 4, 2024 and sell it all today you would earn a total of 0.00 from holding Century Financial Corp or generate 0.0% return on investment in Century Financial over 90 days. Century Financial is related to or competes with Western Asset, Invesco Trust, Logan Ridge, Invesco Advantage, Invesco Municipal, Rand Capital, and Noah Holdings. Century Financial Corporation operates as a bank holding company for Century Bank and Trust that provides a range of fin... More
Century Financial 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 Century Financial'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 Century Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | 0.0413 | |||
| Maximum Drawdown | 7.88 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.98 |
Century Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Century Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Century Financial's standard deviation. In reality, there are many statistical measures that can use Century Financial historical prices to predict the future Century Financial's volatility.| Risk Adjusted Performance | 0.0967 | |||
| Jensen Alpha | 0.1684 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0306 | |||
| Treynor Ratio | 1.83 |
Century Financial Corp Backtested Returns
Century Financial appears to be very steady, given 3 months investment horizon. Century Financial Corp secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Century Financial Corp, which you can use to evaluate the volatility of the firm. Please makes use of Century Financial's Mean Deviation of 0.8808, risk adjusted performance of 0.0967, and Downside Deviation of 2.13 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Century Financial holds a performance score of 12. The firm shows a Beta (market volatility) of 0.0979, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Century Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Century Financial is expected to be smaller as well. Please check Century Financial's treynor ratio, as well as the relationship between the semi variance and day median price , to make a quick decision on whether Century Financial's price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Century Financial Corp has average predictability. Overlapping area represents the amount of predictability between Century Financial time series from 4th of September 2024 to 19th of October 2024 and 19th of October 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Century Financial Corp price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Century Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 3.72 |
Century Financial Corp lagged returns against current returns
Autocorrelation, which is Century Financial 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 Century Financial's pink sheet expected returns. We can calculate the autocorrelation of Century Financial returns to help us make a trade decision. For example, suppose you find that Century Financial 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 |
| Timeline |
Century Financial 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 Century Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Century Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Century Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Century Financial Lagged Returns
When evaluating Century Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Century Financial pink sheet have on its future price. Century Financial 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, Century Financial autocorrelation shows the relationship between Century Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Century Financial Corp.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Century Pink Sheet
Century Financial financial ratios help investors to determine whether Century 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 Century with respect to the benefits of owning Century Financial security.