Ceiba Investments' market value is the price at which a share of Ceiba Investments trades on a public exchange. It measures the collective expectations of Ceiba Investments investors about its performance. Ceiba Investments is trading at 0.26 as of the 24th of July 2025, a 10.34 percent down since the beginning of the trading day. The stock's lowest day price was 0.26. With this module, you can estimate the performance of a buy and hold strategy of Ceiba Investments and determine expected loss or profit from investing in Ceiba Investments over a given investment horizon. Check out Ceiba Investments Correlation, Ceiba Investments Volatility and Ceiba Investments Alpha and Beta module to complement your research on Ceiba Investments.
Please note, there is a significant difference between Ceiba Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if Ceiba Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ceiba Investments' 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.
Ceiba Investments '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 Ceiba Investments' 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 Ceiba Investments.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ceiba Investments' 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 Ceiba Investments 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 Ceiba Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ceiba Investments' standard deviation. In reality, there are many statistical measures that can use Ceiba Investments historical prices to predict the future Ceiba Investments' volatility.
Ceiba Investments secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of risk over the last 3 months. Ceiba Investments exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ceiba Investments' Mean Deviation of 3.24, risk adjusted performance of (0.08), and Standard Deviation of 12.47 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0744, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ceiba Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ceiba Investments is expected to be smaller as well. At this point, Ceiba Investments has a negative expected return of -1.37%. Please make sure to confirm Ceiba Investments' variance, skewness, day median price, as well as the relationship between the jensen alpha and daily balance of power , to decide if Ceiba Investments performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.19
Insignificant reverse predictability
Ceiba Investments has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ceiba Investments 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 Ceiba Investments price movement. The serial correlation of -0.19 indicates that over 19.0% of current Ceiba Investments price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.19
Spearman Rank Test
0.84
Residual Average
0.0
Price Variance
0.0
Ceiba Investments lagged returns against current returns
Autocorrelation, which is Ceiba Investments 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 Ceiba Investments' stock expected returns. We can calculate the autocorrelation of Ceiba Investments returns to help us make a trade decision. For example, suppose you find that Ceiba Investments 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
Ceiba Investments 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 Ceiba Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ceiba Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ceiba Investments stock over time.
Current vs Lagged Prices
Timeline
Ceiba Investments Lagged Returns
When evaluating Ceiba Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ceiba Investments stock have on its future price. Ceiba Investments 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, Ceiba Investments autocorrelation shows the relationship between Ceiba Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Ceiba Investments.
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.
Ceiba Investments financial ratios help investors to determine whether Ceiba 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 Ceiba with respect to the benefits of owning Ceiba Investments security.