Cel AI (UK) Market Value
| CLAI Stock | 0.19 0.06 24.00% |
| Symbol | Cel |
Cel AI '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 Cel AI'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 Cel AI.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Cel AI on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Cel AI PLC or generate 0.0% return on investment in Cel AI over 90 days. Cel AI is related to or competes with New Residential, Impax Asset, EJF Investments, Lords Grp, JPMorgan Japanese, Mobius Investment, and Odyssean Investment. Cel AI is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Cel AI 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 Cel AI'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 Cel AI PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.26 | |||
| Information Ratio | 0.0685 | |||
| Maximum Drawdown | 111.59 | |||
| Value At Risk | (15.48) | |||
| Potential Upside | 35.42 |
Cel AI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cel AI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cel AI's standard deviation. In reality, there are many statistical measures that can use Cel AI historical prices to predict the future Cel AI's volatility.| Risk Adjusted Performance | 0.0811 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | (1.09) | |||
| Sortino Ratio | 0.0953 | |||
| Treynor Ratio | (3.21) |
Cel AI PLC Backtested Returns
Cel AI appears to be out of control, given 3 months investment horizon. Cel AI PLC secures Sharpe Ratio (or Efficiency) of 0.0577, which signifies that the company had a 0.0577 % return per unit of risk over the last 3 months. By analyzing Cel AI's technical indicators, you can evaluate if the expected return of 0.98% is justified by implied risk. Please makes use of Cel AI's Downside Deviation of 12.26, mean deviation of 11.11, and Risk Adjusted Performance of 0.0811 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cel AI holds a performance score of 4. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cel AI are expected to decrease at a much lower rate. During the bear market, Cel AI is likely to outperform the market. Please check Cel AI's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Cel AI's price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Cel AI PLC has good reverse predictability. Overlapping area represents the amount of predictability between Cel AI 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 Cel AI PLC price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Cel AI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Cel AI PLC lagged returns against current returns
Autocorrelation, which is Cel AI 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 Cel AI's stock expected returns. We can calculate the autocorrelation of Cel AI returns to help us make a trade decision. For example, suppose you find that Cel AI 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 |
Cel AI 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 Cel AI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cel AI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cel AI stock over time.
Current vs Lagged Prices |
| Timeline |
Cel AI Lagged Returns
When evaluating Cel AI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cel AI stock have on its future price. Cel AI 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, Cel AI autocorrelation shows the relationship between Cel AI stock current value and its past values and can show if there is a momentum factor associated with investing in Cel AI PLC.
Regressed Prices |
| Timeline |
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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 Tools for Cel Stock Analysis
When running Cel AI's price analysis, check to measure Cel AI'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 Cel AI is operating at the current time. Most of Cel AI's value examination focuses on studying past and present price action to predict the probability of Cel AI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cel AI's price. Additionally, you may evaluate how the addition of Cel AI to your portfolios can decrease your overall portfolio volatility.