Ceylon Guardian (Sri Lanka) Market Value
| GUARN0000 | LKR 157.75 5.50 3.61% |
| Symbol | Ceylon |
Please note, there is a significant difference between Ceylon Guardian's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ceylon Guardian is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ceylon Guardian's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ceylon Guardian '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 Ceylon Guardian's 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 Ceylon Guardian.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Ceylon Guardian on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Ceylon Guardian Investment or generate 0.0% return on investment in Ceylon Guardian over 90 days. More
Ceylon Guardian 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 Ceylon Guardian's 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 Ceylon Guardian Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.28 | |||
| Information Ratio | 0.1626 | |||
| Maximum Drawdown | 22.26 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 6.12 |
Ceylon Guardian Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ceylon Guardian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ceylon Guardian's standard deviation. In reality, there are many statistical measures that can use Ceylon Guardian historical prices to predict the future Ceylon Guardian's volatility.| Risk Adjusted Performance | 0.1156 | |||
| Jensen Alpha | 0.6241 | |||
| Total Risk Alpha | 1.11 | |||
| Sortino Ratio | 0.188 | |||
| Treynor Ratio | 0.4511 |
Ceylon Guardian Inve Backtested Returns
Ceylon Guardian appears to be very steady, given 3 months investment horizon. Ceylon Guardian Inve secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ceylon Guardian Investment, which you can use to evaluate the volatility of the firm. Please makes use of Ceylon Guardian's Risk Adjusted Performance of 0.1156, mean deviation of 2.8, and Downside Deviation of 3.28 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ceylon Guardian holds a performance score of 10. The firm shows a Beta (market volatility) of 1.05, which signifies a somewhat significant risk relative to the market. Ceylon Guardian returns are very sensitive to returns on the market. As the market goes up or down, Ceylon Guardian is expected to follow. Please check Ceylon Guardian's downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to make a quick decision on whether Ceylon Guardian's price patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Ceylon Guardian Investment has very good reverse predictability. Overlapping area represents the amount of predictability between Ceylon Guardian time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Ceylon Guardian Inve price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Ceylon Guardian price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 107.83 |
Ceylon Guardian Inve lagged returns against current returns
Autocorrelation, which is Ceylon Guardian 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 Ceylon Guardian's stock expected returns. We can calculate the autocorrelation of Ceylon Guardian returns to help us make a trade decision. For example, suppose you find that Ceylon Guardian 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 |
Ceylon Guardian 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 Ceylon Guardian stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ceylon Guardian stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ceylon Guardian stock over time.
Current vs Lagged Prices |
| Timeline |
Ceylon Guardian Lagged Returns
When evaluating Ceylon Guardian's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ceylon Guardian stock have on its future price. Ceylon Guardian 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, Ceylon Guardian autocorrelation shows the relationship between Ceylon Guardian stock current value and its past values and can show if there is a momentum factor associated with investing in Ceylon Guardian Investment.
Regressed Prices |
| Timeline |
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Ceylon Guardian financial ratios help investors to determine whether Ceylon 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 Ceylon with respect to the benefits of owning Ceylon Guardian security.