Casio OTC Stock Market Value

CSIOF
 Stock
  

USD 8.72  0.00  0.00%   

Casio Computer's market value is the price at which a share of Casio Computer stock trades on a public exchange. It measures the collective expectations of Casio Computer Co investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Casio Computer Co and determine expected loss or profit from investing in Casio Computer over a given investment horizon. Continue to Casio Computer Correlation, Casio Computer Volatility and Casio Computer Alpha and Beta module to complement your research on Casio Computer.
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Please note, there is a significant difference between Casio Computer's value and its price as these two are different measures arrived at by different means. Investors typically determine Casio Computer value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Casio Computer's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Casio Computer '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 Casio Computer'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 Casio Computer.
0.00
10/30/2022
No Change 0.00  0.0 
In 31 days
11/29/2022
0.00
If you would invest  0.00  in Casio Computer on October 30, 2022 and sell it all today you would earn a total of 0.00 from holding Casio Computer Co or generate 0.0% return on investment in Casio Computer over 30 days. Casio Computer is related to or competes with Apple, Samsung Elec, and Air Products. Casio Computer Co., Ltd., together with its subsidiaries, develops, produces, and sells consumer, system equipment, and ... More

Casio Computer 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 Casio Computer'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 Casio Computer Co upside and downside potential and time the market with a certain degree of confidence.

Casio Computer Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Casio Computer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Casio Computer's standard deviation. In reality, there are many statistical measures that can use Casio Computer historical prices to predict the future Casio Computer's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Casio Computer'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. Please use the tools below to analyze the current value of Casio Computer in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
7.678.729.77
Details
Intrinsic
Valuation
LowReal ValueHigh
7.959.0010.05
Details
Naive
Forecast
LowNext ValueHigh
7.888.939.98
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.728.728.72
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Casio Computer. Your research has to be compared to or analyzed against Casio Computer's peers to derive any actionable benefits. When done correctly, Casio Computer's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Casio Computer.

Casio Computer Backtested Returns

Casio Computer secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had -0.18% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Casio Computer Co exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Casio Computer mean deviation of 0.3415, and Risk Adjusted Performance of (0.25) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.0735, which signifies not very significant fluctuations relative to the market. Let's try to break down what Casio's beta means in this case. As returns on the market increase, Casio Computer returns are expected to increase less than the market. However, during the bear market, the loss on holding Casio Computer will be expected to be smaller as well. Even though it is essential to pay attention to Casio Computer historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Casio Computer Co exposes twenty-one different technical indicators, which can help you to evaluate its performance. Casio Computer has an expected return of -0.19%. Please be advised to confirm Casio Computer variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Casio Computer performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  1.00  

Perfect predictability

Casio Computer Co has perfect predictability. Overlapping area represents the amount of predictability between Casio Computer time series from 30th of October 2022 to 14th of November 2022 and 14th of November 2022 to 29th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Casio Computer price movement. The serial correlation of 1.0 indicates that 100.0% of current Casio Computer price fluctuation can be explain by its past prices.
Correlation Coefficient1.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Casio Computer lagged returns against current returns

Autocorrelation, which is Casio Computer 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 Casio Computer's otc stock expected returns. We can calculate the autocorrelation of Casio Computer returns to help us make a trade decision. For example, suppose you find that Casio Computer otc stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

Casio Computer 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 Casio Computer otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Casio Computer otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Casio Computer otc stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Casio Computer Lagged Returns

When evaluating Casio Computer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Casio Computer otc stock have on its future price. Casio Computer 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, Casio Computer autocorrelation shows the relationship between Casio Computer otc stock current value and its past values and can show if there is a momentum factor associated with investing in Casio Computer Co.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Casio Computer in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Casio Computer's short interest history, or implied volatility extrapolated from Casio Computer options trading.

Pair Trading with Casio Computer

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 Casio Computer 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 Casio Computer will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Casio Computer could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Casio Computer 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 Casio Computer - 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 Casio Computer Co to buy it.
The correlation of Casio Computer is a statistical measure of how it moves in relation to other equities. 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 Casio Computer moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Casio Computer 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 Casio Computer 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.
Pair CorrelationCorrelation Matching
Continue to Casio Computer Correlation, Casio Computer Volatility and Casio Computer Alpha and Beta module to complement your research on Casio Computer. You can also try Equity Valuation module to check real value of public entities based on technical and fundamental data.

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When running Casio Computer price analysis, check to measure Casio Computer'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 Casio Computer is operating at the current time. Most of Casio Computer's value examination focuses on studying past and present price action to predict the probability of Casio Computer's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Casio Computer's price. Additionally, you may evaluate how the addition of Casio Computer to your portfolios can decrease your overall portfolio volatility.
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Casio Computer technical otc stock 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, otc market cycles, or different charting patterns.
A focus of Casio Computer technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Casio Computer trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...