CI GAMES (Germany) Market Value
| CI7 Stock | 0.33 0.01 3.13% |
| Symbol | CI7 |
CI GAMES '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 CI GAMES'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 CI GAMES.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in CI GAMES on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding CI GAMES SA or generate 0.0% return on investment in CI GAMES over 720 days. CI GAMES is related to or competes with Nintendo, Nintendo, Sea, Take-Two Interactive, and Bilibili. More
CI GAMES 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 CI GAMES'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 CI GAMES SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 26.75 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 5.56 |
CI GAMES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CI GAMES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CI GAMES's standard deviation. In reality, there are many statistical measures that can use CI GAMES historical prices to predict the future CI GAMES's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | 0.2666 |
CI GAMES SA Backtested Returns
CI GAMES SA retains Efficiency (Sharpe Ratio) of -0.0162, which signifies that the company had a -0.0162% return per unit of price deviation over the last 3 months. CI GAMES exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CI GAMES's Market Risk Adjusted Performance of 0.2766, information ratio of (0.05), and Variance of 14.76 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CI GAMES are expected to decrease at a much lower rate. During the bear market, CI GAMES is likely to outperform the market. At this point, CI GAMES SA has a negative expected return of -0.0629%. Please make sure to confirm CI GAMES's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if CI GAMES SA performance from the past will be repeated sooner or later.
Auto-correlation | -0.2 |
Insignificant reverse predictability
CI GAMES SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between CI GAMES time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 CI GAMES SA price movement. The serial correlation of -0.2 indicates that over 20.0% of current CI GAMES price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CI GAMES SA lagged returns against current returns
Autocorrelation, which is CI GAMES 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 CI GAMES's stock expected returns. We can calculate the autocorrelation of CI GAMES returns to help us make a trade decision. For example, suppose you find that CI GAMES 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 |
CI GAMES 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 CI GAMES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CI GAMES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CI GAMES stock over time.
Current vs Lagged Prices |
| Timeline |
CI GAMES Lagged Returns
When evaluating CI GAMES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CI GAMES stock have on its future price. CI GAMES 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, CI GAMES autocorrelation shows the relationship between CI GAMES stock current value and its past values and can show if there is a momentum factor associated with investing in CI GAMES SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CI7 Stock
CI GAMES financial ratios help investors to determine whether CI7 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 CI7 with respect to the benefits of owning CI GAMES security.