Commercial International Bank Stock Market Value
| CIBEY Stock | USD 1.91 0.02 1.04% |
| Symbol | Commercial |
Commercial International '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 Commercial International's otc 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 Commercial International.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Commercial International on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Commercial International Bank or generate 0.0% return on investment in Commercial International over 90 days. Commercial International is related to or competes with Kasikornbank Public, Turkiye Garanti, Hang Seng, PT Bank, Delhi Bank, Akbank Turk, and BM European. Commercial International Bank S.A.E provides retail, corporate, and investment banking services in Egypt More
Commercial International 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 Commercial International's otc 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 Commercial International Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.1575 | |||
| Maximum Drawdown | 7.01 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 3.01 |
Commercial International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commercial International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commercial International's standard deviation. In reality, there are many statistical measures that can use Commercial International historical prices to predict the future Commercial International's volatility.| Risk Adjusted Performance | 0.1813 | |||
| Jensen Alpha | 0.3789 | |||
| Total Risk Alpha | 0.1362 | |||
| Sortino Ratio | 0.1544 | |||
| Treynor Ratio | 2.54 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Commercial International'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.
Commercial International Backtested Returns
Commercial International appears to be relatively risky, given 3 months investment horizon. Commercial International secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Commercial International Bank, which you can use to evaluate the volatility of the firm. Please makes use of Commercial International's Mean Deviation of 1.43, downside deviation of 1.84, and Risk Adjusted Performance of 0.1813 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Commercial International holds a performance score of 17. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Commercial International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Commercial International is expected to be smaller as well. Please check Commercial International's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Commercial International's price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Commercial International Bank has good predictability. Overlapping area represents the amount of predictability between Commercial International time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th of August 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 Commercial International price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Commercial International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Commercial International lagged returns against current returns
Autocorrelation, which is Commercial International otc 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 Commercial International's otc stock expected returns. We can calculate the autocorrelation of Commercial International returns to help us make a trade decision. For example, suppose you find that Commercial International has exhibited high autocorrelation historically, and you observe that the otc 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 |
Commercial International 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 Commercial International otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Commercial International otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Commercial International otc stock over time.
Current vs Lagged Prices |
| Timeline |
Commercial International Lagged Returns
When evaluating Commercial International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Commercial International otc stock have on its future price. Commercial International 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, Commercial International autocorrelation shows the relationship between Commercial International otc stock current value and its past values and can show if there is a momentum factor associated with investing in Commercial International Bank.
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 Commercial OTC Stock Analysis
When running Commercial International's price analysis, check to measure Commercial International'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 Commercial International is operating at the current time. Most of Commercial International's value examination focuses on studying past and present price action to predict the probability of Commercial International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Commercial International's price. Additionally, you may evaluate how the addition of Commercial International to your portfolios can decrease your overall portfolio volatility.