Cielo Sa Stock Market Value
| CIOXY Stock | USD 1.03 0.05 5.10% |
| Symbol | Cielo |
Cielo SA '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 Cielo SA'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 Cielo SA.
| 02/20/2024 |
| 05/20/2024 |
If you would invest 0.00 in Cielo SA on February 20, 2024 and sell it all today you would earn a total of 0.00 from holding Cielo SA or generate 0.0% return on investment in Cielo SA over 90 days. Cielo SA is related to or competes with Microsoft, Oracle, Adobe Systems, Synopsys, Crowdstrike Holdings, Palantir TechnologiesInc, and AdyenNV. Cielo S.A., through its subsidiaries, provides payment services in Brazil More
Cielo SA 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 Cielo SA'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 Cielo SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.55 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.85 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 1.98 |
Cielo SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cielo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cielo SA's standard deviation. In reality, there are many statistical measures that can use Cielo SA historical prices to predict the future Cielo SA's volatility.| Risk Adjusted Performance | 0.0124 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0133 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cielo SA'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.
Cielo SA Backtested Returns
We consider Cielo SA very risky. Cielo SA secures Sharpe Ratio (or Efficiency) of 0.0016, which signifies that the company had a 0.0016% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Cielo SA, which you can use to evaluate the volatility of the firm. Please confirm Cielo SA's mean deviation of 1.26, and Risk Adjusted Performance of 0.0124 to double-check if the risk estimate we provide is consistent with the expected return of 0.003%. The firm shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cielo SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cielo SA is expected to be smaller as well. Cielo SA right now shows a risk of 1.91%. Please confirm Cielo SA treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Cielo SA will be following its price patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
Cielo SA has poor reverse predictability. Overlapping area represents the amount of predictability between Cielo SA time series from 20th of February 2024 to 5th of April 2024 and 5th of April 2024 to 20th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cielo SA price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Cielo SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cielo SA lagged returns against current returns
Autocorrelation, which is Cielo SA 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 Cielo SA's pink sheet expected returns. We can calculate the autocorrelation of Cielo SA returns to help us make a trade decision. For example, suppose you find that Cielo SA 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 |
Cielo SA 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 Cielo SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cielo SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cielo SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cielo SA Lagged Returns
When evaluating Cielo SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cielo SA pink sheet have on its future price. Cielo SA 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, Cielo SA autocorrelation shows the relationship between Cielo SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cielo SA.
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.Check out Cielo SA Correlation, Cielo SA Volatility and Cielo SA Alpha and Beta module to complement your research on Cielo SA. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Complementary Tools for Cielo Pink Sheet analysis
When running Cielo SA's price analysis, check to measure Cielo SA'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 Cielo SA is operating at the current time. Most of Cielo SA's value examination focuses on studying past and present price action to predict the probability of Cielo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cielo SA's price. Additionally, you may evaluate how the addition of Cielo SA to your portfolios can decrease your overall portfolio volatility.
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Cielo SA technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.