Cairo Communication (Germany) Market Value
| CI1A Stock | 2.66 0.12 4.32% |
| Symbol | Cairo |
Cairo Communication '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 Cairo Communication'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 Cairo Communication.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Cairo Communication on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Cairo Communication SpA or generate 0.0% return on investment in Cairo Communication over 90 days. Cairo Communication is related to or competes with ARDAGH METAL, Take-Two Interactive, Microchip Technology, and Computer. More
Cairo Communication 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 Cairo Communication'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 Cairo Communication SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 12.09 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 4.53 |
Cairo Communication Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cairo Communication's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cairo Communication's standard deviation. In reality, there are many statistical measures that can use Cairo Communication historical prices to predict the future Cairo Communication's volatility.| Risk Adjusted Performance | 0.0016 | |||
| Jensen Alpha | 0.0382 | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 0.0491 |
Cairo Communication SpA Backtested Returns
Cairo Communication SpA secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Cairo Communication SpA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cairo Communication's Risk Adjusted Performance of 0.0016, mean deviation of 1.93, and Standard Deviation of 2.55 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cairo Communication are expected to decrease at a much lower rate. During the bear market, Cairo Communication is likely to outperform the market. At this point, Cairo Communication SpA has a negative expected return of -0.004%. Please make sure to confirm Cairo Communication's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Cairo Communication SpA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.66 |
Very good reverse predictability
Cairo Communication SpA has very good reverse predictability. Overlapping area represents the amount of predictability between Cairo Communication 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 Cairo Communication SpA price movement. The serial correlation of -0.66 indicates that around 66.0% of current Cairo Communication price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Cairo Communication SpA lagged returns against current returns
Autocorrelation, which is Cairo Communication 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 Cairo Communication's stock expected returns. We can calculate the autocorrelation of Cairo Communication returns to help us make a trade decision. For example, suppose you find that Cairo Communication 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 |
Cairo Communication 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 Cairo Communication stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cairo Communication stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cairo Communication stock over time.
Current vs Lagged Prices |
| Timeline |
Cairo Communication Lagged Returns
When evaluating Cairo Communication's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cairo Communication stock have on its future price. Cairo Communication 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, Cairo Communication autocorrelation shows the relationship between Cairo Communication stock current value and its past values and can show if there is a momentum factor associated with investing in Cairo Communication SpA.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Cairo Stock Analysis
When running Cairo Communication's price analysis, check to measure Cairo Communication'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 Cairo Communication is operating at the current time. Most of Cairo Communication's value examination focuses on studying past and present price action to predict the probability of Cairo Communication's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cairo Communication's price. Additionally, you may evaluate how the addition of Cairo Communication to your portfolios can decrease your overall portfolio volatility.