CN ALUMINUM (Germany) Market Value
| 4AI Stock | EUR 0.26 0.01 3.70% |
| Symbol | 4AI |
CN ALUMINUM '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 ALUMINUM'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 ALUMINUM.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in CN ALUMINUM on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding CN ALUMINUM INT or generate 0.0% return on investment in CN ALUMINUM over 90 days. CN ALUMINUM is related to or competes with ECHO INVESTMENT, Ribbon Communications, HK Electric, Comba Telecom, Cogent Communications, COMBA TELECOM, and Shenandoah Telecommunicatio. More
CN ALUMINUM 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 CN ALUMINUM'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 ALUMINUM INT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.21 | |||
| Information Ratio | 0.0792 | |||
| Maximum Drawdown | 34.1 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.0 |
CN ALUMINUM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CN ALUMINUM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CN ALUMINUM's standard deviation. In reality, there are many statistical measures that can use CN ALUMINUM historical prices to predict the future CN ALUMINUM's volatility.| Risk Adjusted Performance | 0.1117 | |||
| Jensen Alpha | 0.4999 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0561 | |||
| Treynor Ratio | (3.07) |
CN ALUMINUM INT Backtested Returns
CN ALUMINUM appears to be out of control, given 3 months investment horizon. CN ALUMINUM INT retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the company had a 0.15 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for CN ALUMINUM, which you can use to evaluate the volatility of the firm. Please makes use of CN ALUMINUM's Standard Deviation of 4.4, market risk adjusted performance of (3.06), and Coefficient Of Variation of 899.8 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CN ALUMINUM holds a performance score of 11. The firm owns a Beta (Systematic Risk) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CN ALUMINUM are expected to decrease at a much lower rate. During the bear market, CN ALUMINUM is likely to outperform the market. Please check CN ALUMINUM's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether CN ALUMINUM's current price history will revert.
Auto-correlation | 0.13 |
Insignificant predictability
CN ALUMINUM INT has insignificant predictability. Overlapping area represents the amount of predictability between CN ALUMINUM time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 ALUMINUM INT price movement. The serial correlation of 0.13 indicates that less than 13.0% of current CN ALUMINUM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CN ALUMINUM INT lagged returns against current returns
Autocorrelation, which is CN ALUMINUM 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 ALUMINUM's stock expected returns. We can calculate the autocorrelation of CN ALUMINUM returns to help us make a trade decision. For example, suppose you find that CN ALUMINUM 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 ALUMINUM 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 ALUMINUM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CN ALUMINUM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CN ALUMINUM stock over time.
Current vs Lagged Prices |
| Timeline |
CN ALUMINUM Lagged Returns
When evaluating CN ALUMINUM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CN ALUMINUM stock have on its future price. CN ALUMINUM 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 ALUMINUM autocorrelation shows the relationship between CN ALUMINUM stock current value and its past values and can show if there is a momentum factor associated with investing in CN ALUMINUM INT.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in 4AI Stock
CN ALUMINUM financial ratios help investors to determine whether 4AI 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 4AI with respect to the benefits of owning CN ALUMINUM security.