Cibt Education Group Stock Market Value
| MBAIF Stock | USD 0.1 0.01 9.91% |
| Symbol | CIBT |
CIBT Education '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 CIBT Education'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 CIBT Education.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in CIBT Education on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding CIBT Education Group or generate 0.0% return on investment in CIBT Education over 30 days. CIBT Education is related to or competes with Rivian Automotive, Nio, Xpeng, Mullen Automotive, Lucid, Ford, and Tesla. CIBT Education Group Inc., through its subsidiaries, operates as an education and student housing investment company in ... More
CIBT Education 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 CIBT Education'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 CIBT Education Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 28.33 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 9.09 |
CIBT Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIBT Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CIBT Education's standard deviation. In reality, there are many statistical measures that can use CIBT Education historical prices to predict the future CIBT Education's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (1.35) | |||
| Treynor Ratio | 2.45 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CIBT Education'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.
CIBT Education Group Backtested Returns
CIBT Education Group retains Efficiency (Sharpe Ratio) of -0.0564, which signifies that the company had a -0.0564% return per unit of risk over the last 3 months. CIBT Education exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CIBT Education's variance of 42.39, and Market Risk Adjusted Performance of 2.46 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CIBT Education are expected to decrease at a much lower rate. During the bear market, CIBT Education is likely to outperform the market. CIBT Education Group has an expected return of -0.36%. Please make sure to confirm CIBT Education Group potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if CIBT Education Group performance from the past will be repeated at some future date.
Auto-correlation | -0.54 |
Good reverse predictability
CIBT Education Group has good reverse predictability. Overlapping area represents the amount of predictability between CIBT Education time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 CIBT Education Group price movement. The serial correlation of -0.54 indicates that about 54.0% of current CIBT Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CIBT Education Group lagged returns against current returns
Autocorrelation, which is CIBT Education 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 CIBT Education's otc stock expected returns. We can calculate the autocorrelation of CIBT Education returns to help us make a trade decision. For example, suppose you find that CIBT Education 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 |
CIBT Education 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 CIBT Education otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CIBT Education otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CIBT Education otc stock over time.
Current vs Lagged Prices |
| Timeline |
CIBT Education Lagged Returns
When evaluating CIBT Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CIBT Education otc stock have on its future price. CIBT Education 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, CIBT Education autocorrelation shows the relationship between CIBT Education otc stock current value and its past values and can show if there is a momentum factor associated with investing in CIBT Education Group.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out CIBT Education Correlation, CIBT Education Volatility and CIBT Education Alpha and Beta module to complement your research on CIBT Education. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for CIBT OTC Stock analysis
When running CIBT Education's price analysis, check to measure CIBT Education'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 CIBT Education is operating at the current time. Most of CIBT Education's value examination focuses on studying past and present price action to predict the probability of CIBT Education's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CIBT Education's price. Additionally, you may evaluate how the addition of CIBT Education to your portfolios can decrease your overall portfolio volatility.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Stocks Directory Find actively traded stocks across global markets | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |
CIBT Education 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.