Corero Network (UK) Market Value
| CNS Stock | 9.00 0.25 2.86% |
| Symbol | Corero |
Corero Network '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 Corero Network'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 Corero Network.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Corero Network on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Corero Network Security or generate 0.0% return on investment in Corero Network over 90 days. Corero Network is related to or competes with Silver Bullet, Public Storage, National Beverage, GlobalData PLC, Premier Foods, and Datagroup. Corero Network is entity of United Kingdom More
Corero Network 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 Corero Network'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 Corero Network Security upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 46.81 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 1.79 |
Corero Network Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corero Network's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corero Network's standard deviation. In reality, there are many statistical measures that can use Corero Network historical prices to predict the future Corero Network's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.62) | |||
| Total Risk Alpha | (1.43) | |||
| Treynor Ratio | 1.31 |
Corero Network Security Backtested Returns
Corero Network Security secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of risk over the last 3 months. Corero Network Security exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Corero Network's Mean Deviation of 2.02, risk adjusted performance of (0.12), and Standard Deviation of 5.04 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Corero Network are expected to decrease at a much lower rate. During the bear market, Corero Network is likely to outperform the market. At this point, Corero Network Security has a negative expected return of -0.9%. Please make sure to confirm Corero Network's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Corero Network Security performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Corero Network Security has average predictability. Overlapping area represents the amount of predictability between Corero Network 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 Corero Network Security price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Corero Network price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 3.93 |
Corero Network Security lagged returns against current returns
Autocorrelation, which is Corero Network 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 Corero Network's stock expected returns. We can calculate the autocorrelation of Corero Network returns to help us make a trade decision. For example, suppose you find that Corero Network 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 |
Corero Network 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 Corero Network stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Corero Network stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Corero Network stock over time.
Current vs Lagged Prices |
| Timeline |
Corero Network Lagged Returns
When evaluating Corero Network's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Corero Network stock have on its future price. Corero Network 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, Corero Network autocorrelation shows the relationship between Corero Network stock current value and its past values and can show if there is a momentum factor associated with investing in Corero Network Security.
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 Corero Stock
Corero Network financial ratios help investors to determine whether Corero 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 Corero with respect to the benefits of owning Corero Network security.