Canadian General (UK) Market Value
| CGI Stock | 2,235 35.00 1.59% |
| Symbol | Canadian |
Canadian General '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 Canadian General'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 Canadian General.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Canadian General on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Canadian General Investments or generate 0.0% return on investment in Canadian General over 90 days. Canadian General is related to or competes with Universal Display, GreenX Metals, Everplay Group, Playtech Plc, Cars, Veolia Environnement, and Zanaga Iron. Canadian General is entity of United Kingdom More
Canadian General 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 Canadian General'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 Canadian General Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.1388 | |||
| Maximum Drawdown | 5.97 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.97 |
Canadian General Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Canadian General's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Canadian General's standard deviation. In reality, there are many statistical measures that can use Canadian General historical prices to predict the future Canadian General's volatility.| Risk Adjusted Performance | 0.233 | |||
| Jensen Alpha | 0.283 | |||
| Total Risk Alpha | 0.1292 | |||
| Sortino Ratio | 0.1329 | |||
| Treynor Ratio | 1.39 |
Canadian General Inv Backtested Returns
Canadian General appears to be very steady, given 3 months investment horizon. Canadian General Inv secures Sharpe Ratio (or Efficiency) of 0.35, which signifies that the company had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Canadian General Investments, which you can use to evaluate the volatility of the firm. Please makes use of Canadian General's Mean Deviation of 0.8987, risk adjusted performance of 0.233, and Downside Deviation of 1.37 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Canadian General holds a performance score of 27. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Canadian General's returns are expected to increase less than the market. However, during the bear market, the loss of holding Canadian General is expected to be smaller as well. Please check Canadian General's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Canadian General's price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Canadian General Investments has good predictability. Overlapping area represents the amount of predictability between Canadian General time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Canadian General Inv price movement. The serial correlation of 0.72 indicates that around 72.0% of current Canadian General price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 1915.76 |
Canadian General Inv lagged returns against current returns
Autocorrelation, which is Canadian General 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 Canadian General's stock expected returns. We can calculate the autocorrelation of Canadian General returns to help us make a trade decision. For example, suppose you find that Canadian General 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 |
Canadian General 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 Canadian General stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Canadian General stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Canadian General stock over time.
Current vs Lagged Prices |
| Timeline |
Canadian General Lagged Returns
When evaluating Canadian General's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Canadian General stock have on its future price. Canadian General 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, Canadian General autocorrelation shows the relationship between Canadian General stock current value and its past values and can show if there is a momentum factor associated with investing in Canadian General 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.Other Information on Investing in Canadian Stock
Canadian General financial ratios help investors to determine whether Canadian 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 Canadian with respect to the benefits of owning Canadian General security.