Cyberagent Adr Stock Market Value
| CYGIY Stock | USD 3.85 0.16 3.99% |
| Symbol | CyberAgent |
CyberAgent ADR '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 CyberAgent ADR'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 CyberAgent ADR.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in CyberAgent ADR on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CyberAgent ADR or generate 0.0% return on investment in CyberAgent ADR over 90 days. CyberAgent ADR is related to or competes with Baosheng Media. CyberAgent, Inc. engages in the media, internet advertising, game, and investment development businesses primarily in Ja... More
CyberAgent ADR 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 CyberAgent ADR'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 CyberAgent ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.88 | |||
| Information Ratio | 0.1094 | |||
| Maximum Drawdown | 31.97 | |||
| Value At Risk | (7.71) | |||
| Potential Upside | 11.85 |
CyberAgent ADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CyberAgent ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CyberAgent ADR's standard deviation. In reality, there are many statistical measures that can use CyberAgent ADR historical prices to predict the future CyberAgent ADR's volatility.| Risk Adjusted Performance | 0.0863 | |||
| Jensen Alpha | 0.4183 | |||
| Total Risk Alpha | 1.06 | |||
| Sortino Ratio | 0.0796 | |||
| Treynor Ratio | (2.41) |
CyberAgent ADR Backtested Returns
CyberAgent ADR appears to be very risky, given 3 months investment horizon. CyberAgent ADR secures Sharpe Ratio (or Efficiency) of 0.0932, which signifies that the company had a 0.0932 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for CyberAgent ADR, which you can use to evaluate the volatility of the firm. Please makes use of CyberAgent ADR's risk adjusted performance of 0.0863, and Mean Deviation of 2.73 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CyberAgent ADR holds a performance score of 7. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CyberAgent ADR are expected to decrease at a much lower rate. During the bear market, CyberAgent ADR is likely to outperform the market. Please check CyberAgent ADR's value at risk, and the relationship between the standard deviation and kurtosis , to make a quick decision on whether CyberAgent ADR's price patterns will revert.
Auto-correlation | 0.24 |
Weak predictability
CyberAgent ADR has weak predictability. Overlapping area represents the amount of predictability between CyberAgent ADR 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 CyberAgent ADR price movement. The serial correlation of 0.24 indicates that over 24.0% of current CyberAgent ADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
CyberAgent ADR lagged returns against current returns
Autocorrelation, which is CyberAgent ADR 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 CyberAgent ADR's pink sheet expected returns. We can calculate the autocorrelation of CyberAgent ADR returns to help us make a trade decision. For example, suppose you find that CyberAgent ADR 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 |
CyberAgent ADR 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 CyberAgent ADR pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CyberAgent ADR pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CyberAgent ADR pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CyberAgent ADR Lagged Returns
When evaluating CyberAgent ADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CyberAgent ADR pink sheet have on its future price. CyberAgent ADR 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, CyberAgent ADR autocorrelation shows the relationship between CyberAgent ADR pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CyberAgent ADR.
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.Additional Tools for CyberAgent Pink Sheet Analysis
When running CyberAgent ADR's price analysis, check to measure CyberAgent ADR'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 CyberAgent ADR is operating at the current time. Most of CyberAgent ADR's value examination focuses on studying past and present price action to predict the probability of CyberAgent ADR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CyberAgent ADR's price. Additionally, you may evaluate how the addition of CyberAgent ADR to your portfolios can decrease your overall portfolio volatility.