Cez A S Stock Market Value
| CZAVF Stock | USD 60.10 0.00 0.00% |
| Symbol | CEZ |
CEZ A '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 CEZ A's pink sheet 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 CEZ A.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in CEZ A on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding CEZ a s or generate 0.0% return on investment in CEZ A over 90 days. CEZ A is related to or competes with Park National, Encore Capital, Mill City, Siriuspoint, HNI Corp, Iris Energy, and Barings BDC. CEZ, a. s., an electricity generation company, engages in the production, distribution, trade, and sale of electricity a... More
CEZ A 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 CEZ A's pink sheet 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 CEZ a s upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1079 | |||
| Maximum Drawdown | 61.78 |
CEZ A Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CEZ A's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEZ A's standard deviation. In reality, there are many statistical measures that can use CEZ A historical prices to predict the future CEZ A's volatility.| Risk Adjusted Performance | 0.1265 | |||
| Jensen Alpha | 1.18 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CEZ A's 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.
CEZ a s Backtested Returns
CEZ A appears to be not too volatile, given 3 months investment horizon. CEZ a s secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of volatility over the last 3 months. By analyzing CEZ A's technical indicators, you can evaluate if the expected return of 0.98% is justified by implied risk. Please makes use of CEZ A's mean deviation of 1.93, and Risk Adjusted Performance of 0.1265 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CEZ A holds a performance score of 9. The firm shows a Beta (market volatility) of -1.62, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CEZ A are expected to decrease by larger amounts. On the other hand, during market turmoil, CEZ A is expected to outperform it. Please check CEZ A's variance, as well as the relationship between the skewness and day typical price , to make a quick decision on whether CEZ A's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
CEZ a s has no correlation between past and present. Overlapping area represents the amount of predictability between CEZ A 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 CEZ a s price movement. The serial correlation of 0.0 indicates that just 0.0% of current CEZ A price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 128.25 |
CEZ a s lagged returns against current returns
Autocorrelation, which is CEZ A pink sheet'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 CEZ A's pink sheet expected returns. We can calculate the autocorrelation of CEZ A returns to help us make a trade decision. For example, suppose you find that CEZ A has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
CEZ A 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 CEZ A pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CEZ A pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CEZ A pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CEZ A Lagged Returns
When evaluating CEZ A's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CEZ A pink sheet have on its future price. CEZ A 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, CEZ A autocorrelation shows the relationship between CEZ A pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CEZ a s.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CEZ Pink Sheet
CEZ A financial ratios help investors to determine whether CEZ Pink Sheet 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 CEZ with respect to the benefits of owning CEZ A security.