Ceconomy Ag Adr Stock Market Value
| MTTRY Stock | USD 0.81 0.02 2.41% |
| Symbol | Ceconomy |
Ceconomy '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 Ceconomy'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 Ceconomy.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Ceconomy on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Ceconomy AG ADR or generate 0.0% return on investment in Ceconomy over 90 days. Ceconomy is related to or competes with Card Factory, Dixons Carphone, Tandy Leather, ProSiebenSat1 Media, Muenchener Rueckver, Hugo Boss, and Mr Price. Ceconomy AG engages in the consumer electronics retail business More
Ceconomy 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 Ceconomy'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 Ceconomy AG ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.59 | |||
| Information Ratio | 0.0376 | |||
| Maximum Drawdown | 34.87 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 11.25 |
Ceconomy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ceconomy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ceconomy's standard deviation. In reality, there are many statistical measures that can use Ceconomy historical prices to predict the future Ceconomy's volatility.| Risk Adjusted Performance | 0.071 | |||
| Jensen Alpha | 0.1753 | |||
| Total Risk Alpha | (0.67) | |||
| Sortino Ratio | 0.0321 | |||
| Treynor Ratio | 0.3129 |
Ceconomy AG ADR Backtested Returns
Ceconomy appears to be abnormally volatile, given 3 months investment horizon. Ceconomy AG ADR secures Sharpe Ratio (or Efficiency) of 0.048, which signifies that the company had a 0.048 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Ceconomy AG ADR, which you can use to evaluate the volatility of the firm. Please makes use of Ceconomy's risk adjusted performance of 0.071, and Mean Deviation of 3.15 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ceconomy holds a performance score of 3. The firm shows a Beta (market volatility) of 1.21, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ceconomy will likely underperform. Please check Ceconomy's coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether Ceconomy's price patterns will revert.
Auto-correlation | -0.67 |
Very good reverse predictability
Ceconomy AG ADR has very good reverse predictability. Overlapping area represents the amount of predictability between Ceconomy time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Ceconomy AG ADR price movement. The serial correlation of -0.67 indicates that around 67.0% of current Ceconomy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ceconomy AG ADR lagged returns against current returns
Autocorrelation, which is Ceconomy 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 Ceconomy's pink sheet expected returns. We can calculate the autocorrelation of Ceconomy returns to help us make a trade decision. For example, suppose you find that Ceconomy 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 |
Ceconomy 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 Ceconomy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ceconomy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ceconomy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ceconomy Lagged Returns
When evaluating Ceconomy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ceconomy pink sheet have on its future price. Ceconomy 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, Ceconomy autocorrelation shows the relationship between Ceconomy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ceconomy AG ADR.
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 Ceconomy Pink Sheet Analysis
When running Ceconomy's price analysis, check to measure Ceconomy'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 Ceconomy is operating at the current time. Most of Ceconomy's value examination focuses on studying past and present price action to predict the probability of Ceconomy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ceconomy's price. Additionally, you may evaluate how the addition of Ceconomy to your portfolios can decrease your overall portfolio volatility.