CyberAgent (Germany) Market Value
| CL2 Stock | EUR 6.70 0.05 0.74% |
| 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 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 CyberAgent.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in CyberAgent on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding CyberAgent or generate 0.0% return on investment in CyberAgent over 30 days. CyberAgent is related to or competes with Publicis Groupe, Omnicom, WPP PLC, WPP PLC, JCDecaux, Strer SE. CyberAgent, Inc. engages in the media, Internet advertising, game, and investment training businesses primarily in Japan 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 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 CyberAgent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0098 | |||
| Maximum Drawdown | 9.63 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 3.23 |
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 | 0.0329 | |||
| Jensen Alpha | 0.0379 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0088 | |||
| Treynor Ratio | 0.1233 |
CyberAgent Backtested Returns
At this point, CyberAgent is somewhat reliable. CyberAgent secures Sharpe Ratio (or Efficiency) of 0.0415, which signifies that the company had a 0.0415% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for CyberAgent, which you can use to evaluate the volatility of the firm. Please confirm CyberAgent's risk adjusted performance of 0.0329, and Mean Deviation of 1.39 to double-check if the risk estimate we provide is consistent with the expected return of 0.0777%. CyberAgent has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CyberAgent's returns are expected to increase less than the market. However, during the bear market, the loss of holding CyberAgent is expected to be smaller as well. CyberAgent right now shows a risk of 1.87%. Please confirm CyberAgent semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if CyberAgent will be following its price patterns.
Auto-correlation | -0.55 |
Good reverse predictability
CyberAgent has good reverse predictability. Overlapping area represents the amount of predictability between CyberAgent time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 CyberAgent price movement. The serial correlation of -0.55 indicates that about 55.0% of current CyberAgent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
CyberAgent lagged returns against current returns
Autocorrelation, which is CyberAgent 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 CyberAgent's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CyberAgent stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CyberAgent stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in CyberAgent.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CyberAgent Stock
CyberAgent financial ratios help investors to determine whether CyberAgent 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 CyberAgent with respect to the benefits of owning CyberAgent security.