CIE Automotive (Spain) Market Value
| CIE Stock | EUR 24.60 0.30 1.23% |
| Symbol | CIE |
CIE Automotive '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 CIE Automotive'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 CIE Automotive.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in CIE Automotive on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding CIE Automotive SA or generate 0.0% return on investment in CIE Automotive over 90 days. CIE Automotive is related to or competes with Viscofan, Gestamp Automocion, ENCE Energa, Acerinox, and Merlin Properties. CIE Automotive, S.A. designs, manufactures, and sells automotive components and sub-assemblies worldwide More
CIE Automotive 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 CIE Automotive'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 CIE Automotive SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.0673 | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.82 |
CIE Automotive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIE Automotive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CIE Automotive's standard deviation. In reality, there are many statistical measures that can use CIE Automotive historical prices to predict the future CIE Automotive's volatility.| Risk Adjusted Performance | 0.1902 | |||
| Jensen Alpha | 0.2007 | |||
| Total Risk Alpha | 0.0512 | |||
| Sortino Ratio | 0.0626 | |||
| Treynor Ratio | 3.65 |
CIE Automotive SA Backtested Returns
At this point, CIE Automotive is very steady. CIE Automotive SA secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CIE Automotive SA, which you can use to evaluate the volatility of the firm. Please confirm CIE Automotive's Mean Deviation of 0.8284, downside deviation of 1.16, and Risk Adjusted Performance of 0.1902 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. CIE Automotive has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0571, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CIE Automotive's returns are expected to increase less than the market. However, during the bear market, the loss of holding CIE Automotive is expected to be smaller as well. CIE Automotive SA at this time shows a risk of 1.07%. Please confirm CIE Automotive SA jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if CIE Automotive SA will be following its price patterns.
Auto-correlation | 0.45 |
Average predictability
CIE Automotive SA has average predictability. Overlapping area represents the amount of predictability between CIE Automotive time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 CIE Automotive SA price movement. The serial correlation of 0.45 indicates that just about 45.0% of current CIE Automotive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
CIE Automotive SA lagged returns against current returns
Autocorrelation, which is CIE Automotive 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 CIE Automotive's stock expected returns. We can calculate the autocorrelation of CIE Automotive returns to help us make a trade decision. For example, suppose you find that CIE Automotive 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 |
CIE Automotive 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 CIE Automotive stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CIE Automotive stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CIE Automotive stock over time.
Current vs Lagged Prices |
| Timeline |
CIE Automotive Lagged Returns
When evaluating CIE Automotive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CIE Automotive stock have on its future price. CIE Automotive 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, CIE Automotive autocorrelation shows the relationship between CIE Automotive stock current value and its past values and can show if there is a momentum factor associated with investing in CIE Automotive SA.
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 CIE Stock
CIE Automotive financial ratios help investors to determine whether CIE 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 CIE with respect to the benefits of owning CIE Automotive security.