Cypress Development Corp Stock Market Value
| CYDVF Stock | USD 0.23 0.03 15.00% |
| Symbol | Cypress |
Cypress Development '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 Cypress Development'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 Cypress Development.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Cypress Development on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Cypress Development Corp or generate 0.0% return on investment in Cypress Development over 180 days. Cypress Development is related to or competes with Ardea Resources, Ioneer, American Rare, Aurelia Metals, and Azimut Exploration. Cypress Development Corp. engages in the acquisition, exploration, evaluation, and development of mineral properties in ... More
Cypress Development 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 Cypress Development'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 Cypress Development Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.63 | |||
| Information Ratio | 0.0421 | |||
| Maximum Drawdown | 32.62 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 15.0 |
Cypress Development Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cypress Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cypress Development's standard deviation. In reality, there are many statistical measures that can use Cypress Development historical prices to predict the future Cypress Development's volatility.| Risk Adjusted Performance | 0.057 | |||
| Jensen Alpha | 0.3668 | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | 0.0491 | |||
| Treynor Ratio | 1.38 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cypress Development'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.
Cypress Development Corp Backtested Returns
Cypress Development appears to be out of control, given 3 months investment horizon. Cypress Development Corp secures Sharpe Ratio (or Efficiency) of 0.064, which signifies that the company had a 0.064% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cypress Development Corp, which you can use to evaluate the volatility of the firm. Please makes use of Cypress Development's Mean Deviation of 4.95, downside deviation of 5.63, and Risk Adjusted Performance of 0.057 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cypress Development holds a performance score of 5. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cypress Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cypress Development is expected to be smaller as well. Please check Cypress Development's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Cypress Development's price patterns will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Cypress Development Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cypress Development time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 Cypress Development Corp price movement. The serial correlation of -0.2 indicates that over 20.0% of current Cypress Development price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cypress Development Corp lagged returns against current returns
Autocorrelation, which is Cypress Development 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 Cypress Development's otc stock expected returns. We can calculate the autocorrelation of Cypress Development returns to help us make a trade decision. For example, suppose you find that Cypress Development 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 |
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Cypress Development 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 Cypress Development otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cypress Development otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cypress Development otc stock over time.
Current vs Lagged Prices |
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Cypress Development Lagged Returns
When evaluating Cypress Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cypress Development otc stock have on its future price. Cypress Development 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, Cypress Development autocorrelation shows the relationship between Cypress Development otc stock current value and its past values and can show if there is a momentum factor associated with investing in Cypress Development Corp.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Cypress OTC Stock
Cypress Development financial ratios help investors to determine whether Cypress OTC 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 Cypress with respect to the benefits of owning Cypress Development security.