Ck Hutchison Holdings Stock Market Value
| CKHUF Stock | USD 5.05 0.05 0.98% |
| Symbol | CKHUF |
CK Hutchison '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 CK Hutchison'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 CK Hutchison.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in CK Hutchison on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding CK Hutchison Holdings or generate 0.0% return on investment in CK Hutchison over 30 days. CK Hutchison is related to or competes with Jardine Cycle, CK Hutchison, 3M, Swire Pacific, Jardine Matheson, and Teijin. CK Hutchison Holdings Limited, an investment holding company, operates in ports and related services, retail, infrastruc... More
CK Hutchison 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 CK Hutchison'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 CK Hutchison Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 15.45 | |||
| Value At Risk | (5.33) | |||
| Potential Upside | 6.65 |
CK Hutchison Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CK Hutchison's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CK Hutchison's standard deviation. In reality, there are many statistical measures that can use CK Hutchison historical prices to predict the future CK Hutchison's volatility.| Risk Adjusted Performance | 0.0059 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0038 | |||
| Treynor Ratio | 0.0125 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CK Hutchison'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.
CK Hutchison Holdings Backtested Returns
At this point, CK Hutchison is moderately volatile. CK Hutchison Holdings retains Efficiency (Sharpe Ratio) of 0.0106, which signifies that the company had a 0.0106 % return per unit of price deviation over the last 3 months. We have found twenty-one technical indicators for CK Hutchison, which you can use to evaluate the volatility of the firm. Please confirm CK Hutchison's Variance of 12.46, insignificant information ratio, and Market Risk Adjusted Performance of 0.0225 to double-check if the risk estimate we provide is consistent with the expected return of 0.0365%. The firm owns a Beta (Systematic Risk) of -1.57, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CK Hutchison are expected to decrease by larger amounts. On the other hand, during market turmoil, CK Hutchison is expected to outperform it. CK Hutchison Holdings today owns a risk of 3.44%. Please confirm CK Hutchison Holdings total risk alpha, and the relationship between the standard deviation and kurtosis , to decide if CK Hutchison Holdings will be following its current price history.
Auto-correlation | -0.17 |
Insignificant reverse predictability
CK Hutchison Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between CK Hutchison time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 CK Hutchison Holdings price movement. The serial correlation of -0.17 indicates that over 17.0% of current CK Hutchison price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
CK Hutchison Holdings lagged returns against current returns
Autocorrelation, which is CK Hutchison 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 CK Hutchison's pink sheet expected returns. We can calculate the autocorrelation of CK Hutchison returns to help us make a trade decision. For example, suppose you find that CK Hutchison 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 |
CK Hutchison 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 CK Hutchison pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CK Hutchison pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CK Hutchison pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CK Hutchison Lagged Returns
When evaluating CK Hutchison's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CK Hutchison pink sheet have on its future price. CK Hutchison 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, CK Hutchison autocorrelation shows the relationship between CK Hutchison pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CK Hutchison Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CKHUF Pink Sheet
CK Hutchison financial ratios help investors to determine whether CKHUF 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 CKHUF with respect to the benefits of owning CK Hutchison security.