Cib Marine Bancshares Stock Market Value
| CIBH Stock | USD 18.55 0.04 0.22% |
| Symbol | CIB |
CIB Marine '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 CIB Marine's otc 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 CIB Marine.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in CIB Marine on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding CIB Marine Bancshares or generate 0.0% return on investment in CIB Marine over 30 days. CIB Marine is related to or competes with Bank Rakyat, Lloyds Banking, Western Alliance, JAPAN POST, and Piraeus Bank. CIB Marine Bancshares, Inc. operates as the bank holding company for CIBM Bank that provides commercial banking services... More
CIB Marine 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 CIB Marine's otc 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 CIB Marine Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 12.32 | |||
| Value At Risk | (3.48) | |||
| Potential Upside | 2.25 |
CIB Marine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIB Marine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CIB Marine's standard deviation. In reality, there are many statistical measures that can use CIB Marine historical prices to predict the future CIB Marine's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (1.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CIB Marine's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CIB Marine Bancshares Backtested Returns
CIB Marine Bancshares retains Efficiency (Sharpe Ratio) of -0.11, which signifies that the company had a -0.11% return per unit of risk over the last 3 months. CIB Marine exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CIB Marine's market risk adjusted performance of (1.26), and Variance of 3.02 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CIB Marine's returns are expected to increase less than the market. However, during the bear market, the loss of holding CIB Marine is expected to be smaller as well. CIB Marine Bancshares has an expected return of -0.18%. Please make sure to confirm CIB Marine Bancshares coefficient of variation, value at risk, rate of daily change, as well as the relationship between the total risk alpha and kurtosis , to decide if CIB Marine Bancshares performance from the past will be repeated at some future date.
Auto-correlation | 0.09 |
Virtually no predictability
CIB Marine Bancshares has virtually no predictability. Overlapping area represents the amount of predictability between CIB Marine time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 CIB Marine Bancshares price movement. The serial correlation of 0.09 indicates that less than 9.0% of current CIB Marine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
CIB Marine Bancshares lagged returns against current returns
Autocorrelation, which is CIB Marine otc 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 CIB Marine's otc stock expected returns. We can calculate the autocorrelation of CIB Marine returns to help us make a trade decision. For example, suppose you find that CIB Marine has exhibited high autocorrelation historically, and you observe that the otc 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 |
CIB Marine 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 CIB Marine otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CIB Marine otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CIB Marine otc stock over time.
Current vs Lagged Prices |
| Timeline |
CIB Marine Lagged Returns
When evaluating CIB Marine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CIB Marine otc stock have on its future price. CIB Marine 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, CIB Marine autocorrelation shows the relationship between CIB Marine otc stock current value and its past values and can show if there is a momentum factor associated with investing in CIB Marine Bancshares.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CIB Marine in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CIB Marine's short interest history, or implied volatility extrapolated from CIB Marine options trading.
Pair Trading with CIB Marine
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CIB Marine position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CIB Marine will appreciate offsetting losses from the drop in the long position's value.Moving against CIB OTC Stock
| 0.64 | BNPQY | BNP Paribas SA Earnings Call Tomorrow | PairCorr |
| 0.6 | HDB | HDFC Bank Limited Financial Report 15th of July 2024 | PairCorr |
| 0.6 | BNPQF | BNP Paribas SA | PairCorr |
| 0.56 | CIHKY | China Merchants Bank | PairCorr |
| 0.56 | CIHHF | China Merchants Bank | PairCorr |
The ability to find closely correlated positions to CIB Marine could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CIB Marine when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CIB Marine - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CIB Marine Bancshares to buy it.
The correlation of CIB Marine is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CIB Marine moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CIB Marine Bancshares moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for CIB Marine can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out CIB Marine Correlation, CIB Marine Volatility and CIB Marine Alpha and Beta module to complement your research on CIB Marine. Note that the CIB Marine Bancshares information on this page should be used as a complementary analysis to other CIB Marine's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for CIB OTC Stock analysis
When running CIB Marine's price analysis, check to measure CIB Marine'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 CIB Marine is operating at the current time. Most of CIB Marine's value examination focuses on studying past and present price action to predict the probability of CIB Marine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CIB Marine's price. Additionally, you may evaluate how the addition of CIB Marine to your portfolios can decrease your overall portfolio volatility.
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CIB Marine technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.