Canadian Banc Corp Stock Market Value
| CNDCF Stock | USD 9.12 0.01 0.11% |
| Symbol | Canadian |
Canadian Banc '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 Canadian Banc'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 Canadian Banc.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in Canadian Banc on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding Canadian Banc Corp or generate 0.0% return on investment in Canadian Banc over 90 days. Canadian Banc is related to or competes with Vinci Partners, Blue Owl, P10, Diamond Hill, Cion Investment, Carlyle Secured, and TPG. Canadian Banc Corp. is a close-ended equity mutual fund launched by Quadravest Inc More
Canadian Banc 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 Canadian Banc'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 Canadian Banc Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.27 | |||
| Information Ratio | 0.0656 | |||
| Maximum Drawdown | 13.15 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 3.28 |
Canadian Banc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Canadian Banc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Canadian Banc's standard deviation. In reality, there are many statistical measures that can use Canadian Banc historical prices to predict the future Canadian Banc's volatility.| Risk Adjusted Performance | 0.1027 | |||
| Jensen Alpha | 0.2743 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0393 | |||
| Treynor Ratio | (0.54) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Canadian Banc'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.
Canadian Banc Corp Backtested Returns
Canadian Banc appears to be somewhat reliable, given 3 months investment horizon. Canadian Banc Corp secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Canadian Banc Corp, which you can use to evaluate the volatility of the firm. Please makes use of Canadian Banc's Downside Deviation of 3.27, mean deviation of 1.02, and Risk Adjusted Performance of 0.1027 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Canadian Banc holds a performance score of 9. The firm shows a Beta (market volatility) of -0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Canadian Banc are expected to decrease at a much lower rate. During the bear market, Canadian Banc is likely to outperform the market. Please check Canadian Banc's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Canadian Banc's price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Canadian Banc Corp has modest predictability. Overlapping area represents the amount of predictability between Canadian Banc time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th 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 Canadian Banc Corp price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Canadian Banc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Canadian Banc Corp lagged returns against current returns
Autocorrelation, which is Canadian Banc 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 Canadian Banc's pink sheet expected returns. We can calculate the autocorrelation of Canadian Banc returns to help us make a trade decision. For example, suppose you find that Canadian Banc 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 |
Canadian Banc 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 Canadian Banc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Canadian Banc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Canadian Banc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Canadian Banc Lagged Returns
When evaluating Canadian Banc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Canadian Banc pink sheet have on its future price. Canadian Banc 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, Canadian Banc autocorrelation shows the relationship between Canadian Banc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Canadian Banc Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Canadian Pink Sheet
Canadian Banc financial ratios help investors to determine whether Canadian 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 Canadian with respect to the benefits of owning Canadian Banc security.