Chlitina Holding (Taiwan) Market Value

4137 Stock  TWD 119.50  0.50  0.42%   
Chlitina Holding's market value is the price at which a share of Chlitina Holding trades on a public exchange. It measures the collective expectations of Chlitina Holding investors about its performance. Chlitina Holding is selling for under 119.50 as of the 5th of March 2025; that is 0.42 percent decrease since the beginning of the trading day. The stock's lowest day price was 117.0.
With this module, you can estimate the performance of a buy and hold strategy of Chlitina Holding and determine expected loss or profit from investing in Chlitina Holding over a given investment horizon. Check out Chlitina Holding Correlation, Chlitina Holding Volatility and Chlitina Holding Alpha and Beta module to complement your research on Chlitina Holding.
Symbol

Please note, there is a significant difference between Chlitina Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chlitina Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chlitina Holding'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.

Chlitina Holding '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 Chlitina Holding'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 Chlitina Holding.
0.00
02/03/2025
No Change 0.00  0.0 
In 30 days
03/05/2025
0.00
If you would invest  0.00  in Chlitina Holding on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Chlitina Holding or generate 0.0% return on investment in Chlitina Holding over 30 days. Chlitina Holding is related to or competes with Grape King, BizLink Holding, Gourmet Master, Merida Industry, and Makalot Industrial. Chlitina Holding Limited, together with its subsidiaries, researches, develops, manufactures, and markets beauty skincar... More

Chlitina Holding 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 Chlitina Holding'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 Chlitina Holding upside and downside potential and time the market with a certain degree of confidence.

Chlitina Holding Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Chlitina Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chlitina Holding's standard deviation. In reality, there are many statistical measures that can use Chlitina Holding historical prices to predict the future Chlitina Holding's volatility.
Hype
Prediction
LowEstimatedHigh
117.45119.50121.55
Details
Intrinsic
Valuation
LowRealHigh
114.03116.08131.45
Details
Naive
Forecast
LowNextHigh
123.06125.12127.17
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
102.96112.24121.53
Details

Chlitina Holding Backtested Returns

At this stage we consider Chlitina Stock to be very steady. Chlitina Holding secures Sharpe Ratio (or Efficiency) of 0.0324, which signifies that the company had a 0.0324 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Chlitina Holding, which you can use to evaluate the volatility of the firm. Please confirm Chlitina Holding's Risk Adjusted Performance of 0.0159, downside deviation of 1.81, and Mean Deviation of 1.52 to double-check if the risk estimate we provide is consistent with the expected return of 0.0672%. Chlitina Holding has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Chlitina Holding are expected to decrease at a much lower rate. During the bear market, Chlitina Holding is likely to outperform the market. Chlitina Holding right now shows a risk of 2.07%. Please confirm Chlitina Holding semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Chlitina Holding will be following its price patterns.

Auto-correlation

    
  0.58  

Modest predictability

Chlitina Holding has modest predictability. Overlapping area represents the amount of predictability between Chlitina Holding time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th of March 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 Chlitina Holding price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Chlitina Holding price fluctuation can be explain by its past prices.
Correlation Coefficient0.58
Spearman Rank Test0.56
Residual Average0.0
Price Variance12.97

Chlitina Holding lagged returns against current returns

Autocorrelation, which is Chlitina Holding 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 Chlitina Holding's stock expected returns. We can calculate the autocorrelation of Chlitina Holding returns to help us make a trade decision. For example, suppose you find that Chlitina Holding 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  

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

Chlitina Holding Lagged Returns

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

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Additional Tools for Chlitina Stock Analysis

When running Chlitina Holding's price analysis, check to measure Chlitina Holding'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 Chlitina Holding is operating at the current time. Most of Chlitina Holding's value examination focuses on studying past and present price action to predict the probability of Chlitina Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chlitina Holding's price. Additionally, you may evaluate how the addition of Chlitina Holding to your portfolios can decrease your overall portfolio volatility.