CEZ A's market value is the price at which a share of CEZ A trades on a public exchange. It measures the collective expectations of CEZ a s investors about its performance. CEZ A is selling for under 49.38 as of the 19th of July 2025; that is 0.24 percent up since the beginning of the trading day. The stock's last reported lowest price was 49.38. With this module, you can estimate the performance of a buy and hold strategy of CEZ a s and determine expected loss or profit from investing in CEZ A over a given investment horizon. Check out CEZ A Correlation, CEZ A Volatility and CEZ A Alpha and Beta module to complement your research on CEZ A.
Please note, there is a significant difference between CEZ A's value and its price as these two are different measures arrived at by different means. Investors typically determine if CEZ A is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CEZ A'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.
CEZ A '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 CEZ A'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 CEZ A.
0.00
04/20/2025
No Change 0.00
0.0
In 3 months and 1 day
07/19/2025
0.00
If you would invest 0.00 in CEZ A on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding CEZ a s or generate 0.0% return on investment in CEZ A over 90 days. CEZ A is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
CEZ A 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 CEZ A'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 CEZ a s 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 CEZ A's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEZ A's standard deviation. In reality, there are many statistical measures that can use CEZ A historical prices to predict the future CEZ A's volatility.
CEZ A appears to be very steady, given 3 months investment horizon. CEZ a s secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for CEZ a s, which you can use to evaluate the volatility of the firm. Please makes use of CEZ A's risk adjusted performance of 0.1785, and Mean Deviation of 0.5173 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CEZ A holds a performance score of 15. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CEZ A's returns are expected to increase less than the market. However, during the bear market, the loss of holding CEZ A is expected to be smaller as well. Please check CEZ A's value at risk, kurtosis, period momentum indicator, as well as the relationship between the semi variance and day median price , to make a quick decision on whether CEZ A's price patterns will revert.
Auto-correlation
0.77
Good predictability
CEZ a s has good predictability. Overlapping area represents the amount of predictability between CEZ A time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 CEZ a s price movement. The serial correlation of 0.77 indicates that around 77.0% of current CEZ A price fluctuation can be explain by its past prices.
Correlation Coefficient
0.77
Spearman Rank Test
0.76
Residual Average
0.0
Price Variance
1.37
CEZ a s lagged returns against current returns
Autocorrelation, which is CEZ A 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 CEZ A's stock expected returns. We can calculate the autocorrelation of CEZ A returns to help us make a trade decision. For example, suppose you find that CEZ A 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
CEZ A 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 CEZ A stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CEZ A stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CEZ A stock over time.
Current vs Lagged Prices
Timeline
CEZ A Lagged Returns
When evaluating CEZ A's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CEZ A stock have on its future price. CEZ A 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, CEZ A autocorrelation shows the relationship between CEZ A stock current value and its past values and can show if there is a momentum factor associated with investing in CEZ a s.
Regressed Prices
Timeline
Thematic Opportunities
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When running CEZ A's price analysis, check to measure CEZ A's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CEZ A is operating at the current time. Most of CEZ A's value examination focuses on studying past and present price action to predict the probability of CEZ A's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CEZ A's price. Additionally, you may evaluate how the addition of CEZ A to your portfolios can decrease your overall portfolio volatility.