Cincinnati Financial (Brazil) Market Value
| CINF34 Stock | BRL 414.54 0.00 0.00% |
| Symbol | Cincinnati |
Cincinnati Financial '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 Cincinnati Financial'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 Cincinnati Financial.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Cincinnati Financial on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Cincinnati Financial or generate 0.0% return on investment in Cincinnati Financial over 90 days. Cincinnati Financial is related to or competes with Alaska Air, Delta Air, Bread Financial, Synchrony Financial, and Vulcan Materials. Cincinnati Financial Corporation, together with its subsidiary, provides property casualty insurance products in the Uni... More
Cincinnati Financial 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 Cincinnati Financial'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 Cincinnati Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 2.36 |
Cincinnati Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cincinnati Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cincinnati Financial's standard deviation. In reality, there are many statistical measures that can use Cincinnati Financial historical prices to predict the future Cincinnati Financial's volatility.| Risk Adjusted Performance | 0.0928 | |||
| Jensen Alpha | 0.0271 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (2.52) |
Cincinnati Financial Backtested Returns
At this point, Cincinnati Financial is very steady. Cincinnati Financial secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Cincinnati Financial, which you can use to evaluate the volatility of the firm. Please confirm Cincinnati Financial's Risk Adjusted Performance of 0.0928, standard deviation of 0.2903, and Mean Deviation of 0.0704 to double-check if the risk estimate we provide is consistent with the expected return of 0.0374%. Cincinnati Financial has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0102, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cincinnati Financial are expected to decrease at a much lower rate. During the bear market, Cincinnati Financial is likely to outperform the market. Cincinnati Financial right now shows a risk of 0.3%. Please confirm Cincinnati Financial information ratio, maximum drawdown, kurtosis, as well as the relationship between the jensen alpha and skewness , to decide if Cincinnati Financial will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Cincinnati Financial has no correlation between past and present. Overlapping area represents the amount of predictability between Cincinnati Financial 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 Cincinnati Financial price movement. The serial correlation of 0.0 indicates that just 0.0% of current Cincinnati Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 19.59 |
Cincinnati Financial lagged returns against current returns
Autocorrelation, which is Cincinnati Financial 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 Cincinnati Financial's stock expected returns. We can calculate the autocorrelation of Cincinnati Financial returns to help us make a trade decision. For example, suppose you find that Cincinnati Financial 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 |
Cincinnati Financial 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 Cincinnati Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cincinnati Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cincinnati Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Cincinnati Financial Lagged Returns
When evaluating Cincinnati Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cincinnati Financial stock have on its future price. Cincinnati Financial 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, Cincinnati Financial autocorrelation shows the relationship between Cincinnati Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Cincinnati Financial.
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.Additional Information and Resources on Investing in Cincinnati Stock
When determining whether Cincinnati Financial is a strong investment it is important to analyze Cincinnati Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cincinnati Financial's future performance. For an informed investment choice regarding Cincinnati Stock, refer to the following important reports:Check out Cincinnati Financial Correlation, Cincinnati Financial Volatility and Cincinnati Financial Alpha and Beta module to complement your research on Cincinnati Financial. For information on how to trade Cincinnati Stock refer to our How to Trade Cincinnati Stock guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Cincinnati Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.