Cyberagent Adr Stock Market Value
| CYGIY Stock | USD 3.13 0.00 0.00% |
| Symbol | CyberAgent |
CyberAgent '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'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.
| 08/30/2024 |
| 11/28/2024 |
If you would invest 0.00 in CyberAgent on August 30, 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 over 90 days. CyberAgent is related to or competes with Marchex, and Emerald Expositions. CyberAgent, Inc. engages in the media, internet advertising, game, and investment development businesses primarily in Ja... More
CyberAgent 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'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.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 25.57 | |||
| Value At Risk | (0.95) |
CyberAgent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CyberAgent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CyberAgent's standard deviation. In reality, there are many statistical measures that can use CyberAgent historical prices to predict the future CyberAgent's volatility.| Risk Adjusted Performance | 0.0109 | |||
| Jensen Alpha | 0.0178 | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.02) |
CyberAgent ADR Backtested Returns
At this stage we consider CyberAgent Pink Sheet to be unstable. CyberAgent ADR secures Sharpe Ratio (or Efficiency) of 0.0107, which signifies that the company had a 0.0107% return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for CyberAgent ADR, which you can use to evaluate the volatility of the firm. Please confirm CyberAgent's risk adjusted performance of 0.0109, and Mean Deviation of 0.6584 to double-check if the risk estimate we provide is consistent with the expected return of 0.0286%. 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, returns on owning CyberAgent are expected to decrease at a much lower rate. During the bear market, CyberAgent is likely to outperform the market. CyberAgent ADR right now shows a risk of 2.68%. Please confirm CyberAgent ADR risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if CyberAgent ADR will be following its price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
CyberAgent ADR has very weak reverse predictability. Overlapping area represents the amount of predictability between CyberAgent time series from 30th of August 2024 to 14th of October 2024 and 14th of October 2024 to 28th of November 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 CyberAgent ADR price movement. The serial correlation of -0.02 indicates that only 2.0% of current CyberAgent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
CyberAgent ADR lagged returns against current returns
Autocorrelation, which is CyberAgent 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's pink sheet expected returns. We can calculate the autocorrelation of CyberAgent returns to help us make a trade decision. For example, suppose you find that CyberAgent 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CyberAgent 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 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CyberAgent Lagged Returns
When evaluating CyberAgent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CyberAgent pink sheet have on its future price. CyberAgent 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 autocorrelation shows the relationship between CyberAgent 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 |
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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's price analysis, check to measure CyberAgent'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 is operating at the current time. Most of CyberAgent's value examination focuses on studying past and present price action to predict the probability of CyberAgent'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's price. Additionally, you may evaluate how the addition of CyberAgent to your portfolios can decrease your overall portfolio volatility.