CEO Group (Vietnam) Market Value
| CEO Stock | 21,000 1,900 9.95% |
| Symbol | CEO |
CEO Group '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 CEO Group'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 CEO Group.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in CEO Group on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding CEO Group JSC or generate 0.0% return on investment in CEO Group over 90 days. CEO Group is related to or competes with POST TELECOMMU, Song Hong, Alphanam, Hochiminh City, and MBG Group. More
CEO Group 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 CEO Group'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 CEO Group JSC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.2375 | |||
| Maximum Drawdown | 13.64 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 5.77 |
CEO Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CEO Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEO Group's standard deviation. In reality, there are many statistical measures that can use CEO Group historical prices to predict the future CEO Group's volatility.| Risk Adjusted Performance | 0.2748 | |||
| Jensen Alpha | 0.8736 | |||
| Total Risk Alpha | 0.4077 | |||
| Sortino Ratio | 0.3395 | |||
| Treynor Ratio | (1.55) |
CEO Group JSC Backtested Returns
CEO Group appears to be very steady, given 3 months investment horizon. CEO Group JSC secures Sharpe Ratio (or Efficiency) of 0.33, which signifies that the company had a 0.33 % return per unit of risk over the last 3 months. By examining CEO Group's technical indicators, you can evaluate if the expected return of 0.93% is justified by implied risk. Please makes use of CEO Group's mean deviation of 2.02, and Risk Adjusted Performance of 0.2748 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CEO Group holds a performance score of 25. The firm shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CEO Group are expected to decrease at a much lower rate. During the bear market, CEO Group is likely to outperform the market. Please check CEO Group's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether CEO Group's price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
CEO Group JSC has very good predictability. Overlapping area represents the amount of predictability between CEO Group time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 CEO Group JSC price movement. The serial correlation of 0.82 indicates that around 82.0% of current CEO Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 748.6 K |
CEO Group JSC lagged returns against current returns
Autocorrelation, which is CEO Group 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 CEO Group's stock expected returns. We can calculate the autocorrelation of CEO Group returns to help us make a trade decision. For example, suppose you find that CEO Group 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 |
CEO Group 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 CEO Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CEO Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CEO Group stock over time.
Current vs Lagged Prices |
| Timeline |
CEO Group Lagged Returns
When evaluating CEO Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CEO Group stock have on its future price. CEO Group 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, CEO Group autocorrelation shows the relationship between CEO Group stock current value and its past values and can show if there is a momentum factor associated with investing in CEO Group JSC.
Regressed Prices |
| Timeline |
Pair Trading with CEO Group
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CEO Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CEO Group will appreciate offsetting losses from the drop in the long position's value.Moving together with CEO Stock
The ability to find closely correlated positions to CEO Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CEO Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CEO Group - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CEO Group JSC to buy it.
The correlation of CEO Group is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CEO Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CEO Group JSC moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for CEO Group can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in CEO Stock
CEO Group financial ratios help investors to determine whether CEO 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 CEO with respect to the benefits of owning CEO Group security.