Cybercatch Holdings Stock Market Value
| CYBE Stock | 4.50 0.03 0.67% |
| Symbol | CyberCatch |
CyberCatch Holdings '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 CyberCatch Holdings' 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 CyberCatch Holdings.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in CyberCatch Holdings on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding CyberCatch Holdings or generate 0.0% return on investment in CyberCatch Holdings over 90 days. CyberCatch Holdings is related to or competes with Canlan Ice, Boat Rocker, Pace Metals, Mako Mining, MiMedia Holdings, and Uniserve Communications. CyberCatch Holdings is entity of Canada. It is traded as Stock on V exchange. More
CyberCatch Holdings 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 CyberCatch Holdings' 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 CyberCatch Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.14 | |||
| Information Ratio | 0.3983 | |||
| Maximum Drawdown | 49.41 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 14.2 |
CyberCatch Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CyberCatch Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CyberCatch Holdings' standard deviation. In reality, there are many statistical measures that can use CyberCatch Holdings historical prices to predict the future CyberCatch Holdings' volatility.| Risk Adjusted Performance | 0.4005 | |||
| Jensen Alpha | 2.74 | |||
| Total Risk Alpha | 1.83 | |||
| Sortino Ratio | 0.6336 | |||
| Treynor Ratio | 17.93 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CyberCatch Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CyberCatch Holdings Backtested Returns
CyberCatch Holdings is very risky given 3 months investment horizon. CyberCatch Holdings secures Sharpe Ratio (or Efficiency) of 0.41, which signifies that the company had a 0.41 % return per unit of standard deviation over the last 3 months. We have analyzed thirty different technical indicators, which can help you to evaluate if expected returns of 2.72% are justified by taking the suggested risk. Use CyberCatch Holdings mean deviation of 4.13, and Risk Adjusted Performance of 0.4005 to evaluate company specific risk that cannot be diversified away. CyberCatch Holdings holds a performance score of 32 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CyberCatch Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding CyberCatch Holdings is expected to be smaller as well. Use CyberCatch Holdings market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on CyberCatch Holdings.
Auto-correlation | 0.77 |
Good predictability
CyberCatch Holdings has good predictability. Overlapping area represents the amount of predictability between CyberCatch Holdings 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 CyberCatch Holdings price movement. The serial correlation of 0.77 indicates that around 77.0% of current CyberCatch Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
CyberCatch Holdings lagged returns against current returns
Autocorrelation, which is CyberCatch Holdings 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 CyberCatch Holdings' stock expected returns. We can calculate the autocorrelation of CyberCatch Holdings returns to help us make a trade decision. For example, suppose you find that CyberCatch Holdings 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 |
CyberCatch Holdings 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 CyberCatch Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CyberCatch Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CyberCatch Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
CyberCatch Holdings Lagged Returns
When evaluating CyberCatch Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CyberCatch Holdings stock have on its future price. CyberCatch Holdings 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, CyberCatch Holdings autocorrelation shows the relationship between CyberCatch Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in CyberCatch Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for CyberCatch Stock Analysis
When running CyberCatch Holdings' price analysis, check to measure CyberCatch Holdings' 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 CyberCatch Holdings is operating at the current time. Most of CyberCatch Holdings' value examination focuses on studying past and present price action to predict the probability of CyberCatch Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CyberCatch Holdings' price. Additionally, you may evaluate how the addition of CyberCatch Holdings to your portfolios can decrease your overall portfolio volatility.