CN MODERN's market value is the price at which a share of CN MODERN trades on a public exchange. It measures the collective expectations of CN MODERN DAIRY investors about its performance. CN MODERN is trading at 0.13 as of the 24th of July 2025, a 8.33% up since the beginning of the trading day. The stock's lowest day price was 0.13. With this module, you can estimate the performance of a buy and hold strategy of CN MODERN DAIRY and determine expected loss or profit from investing in CN MODERN over a given investment horizon. Check out CN MODERN Correlation, CN MODERN Volatility and CN MODERN Alpha and Beta module to complement your research on CN MODERN.
Please note, there is a significant difference between CN MODERN's value and its price as these two are different measures arrived at by different means. Investors typically determine if CN MODERN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CN MODERN's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
CN MODERN '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 CN MODERN'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 CN MODERN.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CN MODERN'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 CN MODERN DAIRY upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CN MODERN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CN MODERN's standard deviation. In reality, there are many statistical measures that can use CN MODERN historical prices to predict the future CN MODERN's volatility.
CN MODERN appears to be out of control, given 3 months investment horizon. CN MODERN DAIRY retains Efficiency (Sharpe Ratio) of 0.0886, which signifies that the company had a 0.0886 % return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for CN MODERN, which you can use to evaluate the volatility of the firm. Please makes use of CN MODERN's Variance of 13.68, market risk adjusted performance of 0.5547, and Information Ratio of 0.0282 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CN MODERN holds a performance score of 6. The firm owns a Beta (Systematic Risk) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CN MODERN's returns are expected to increase less than the market. However, during the bear market, the loss of holding CN MODERN is expected to be smaller as well. Please check CN MODERN's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to make a quick decision on whether CN MODERN's current price history will revert.
Auto-correlation
0.63
Good predictability
CN MODERN DAIRY has good predictability. Overlapping area represents the amount of predictability between CN MODERN time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CN MODERN DAIRY price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current CN MODERN price fluctuation can be explain by its past prices.
Correlation Coefficient
0.63
Spearman Rank Test
0.42
Residual Average
0.0
Price Variance
0.0
CN MODERN DAIRY lagged returns against current returns
Autocorrelation, which is CN MODERN 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 CN MODERN's stock expected returns. We can calculate the autocorrelation of CN MODERN returns to help us make a trade decision. For example, suppose you find that CN MODERN 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
CN MODERN 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 CN MODERN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CN MODERN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CN MODERN stock over time.
Current vs Lagged Prices
Timeline
CN MODERN Lagged Returns
When evaluating CN MODERN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CN MODERN stock have on its future price. CN MODERN 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, CN MODERN autocorrelation shows the relationship between CN MODERN stock current value and its past values and can show if there is a momentum factor associated with investing in CN MODERN DAIRY.
Regressed Prices
Timeline
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