Cheetah Mobile Stock Market Value
| CMCM Stock | USD 5.00 0.09 1.83% |
| Symbol | Cheetah |
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cheetah Mobile. If investors know Cheetah will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cheetah Mobile listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Cheetah Mobile is measured differently than its book value, which is the value of Cheetah that is recorded on the company's balance sheet. Investors also form their own opinion of Cheetah Mobile's value that differs from its market value or its book value, called intrinsic value, which is Cheetah Mobile's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cheetah Mobile's market value can be influenced by many factors that don't directly affect Cheetah Mobile's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cheetah Mobile's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cheetah Mobile is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cheetah Mobile'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.
Cheetah Mobile '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 Cheetah Mobile'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 Cheetah Mobile.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Cheetah Mobile on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Cheetah Mobile or generate 0.0% return on investment in Cheetah Mobile over 90 days. Cheetah Mobile is related to or competes with Tuniu Corp, Yirendai, Xunlei, and Phoenix New. Cheetah Mobile Inc. operates as an internet company in the Peoples Republic of China, the United States, Japan, and inte... More
Cheetah Mobile 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 Cheetah Mobile'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 Cheetah Mobile upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 23.97 | |||
| Value At Risk | (6.77) | |||
| Potential Upside | 9.21 |
Cheetah Mobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cheetah Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cheetah Mobile's standard deviation. In reality, there are many statistical measures that can use Cheetah Mobile historical prices to predict the future Cheetah Mobile's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.1051 | |||
| Total Risk Alpha | 0.5491 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cheetah Mobile'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.
Cheetah Mobile Backtested Returns
Cheetah Mobile secures Sharpe Ratio (or Efficiency) of -0.0289, which signifies that the company had a -0.0289 % return per unit of standard deviation over the last 3 months. Cheetah Mobile exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cheetah Mobile's mean deviation of 4.08, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.59, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cheetah Mobile will likely underperform. At this point, Cheetah Mobile has a negative expected return of -0.17%. Please make sure to confirm Cheetah Mobile's value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if Cheetah Mobile performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.35 |
Poor reverse predictability
Cheetah Mobile has poor reverse predictability. Overlapping area represents the amount of predictability between Cheetah Mobile time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Cheetah Mobile price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Cheetah Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Cheetah Mobile lagged returns against current returns
Autocorrelation, which is Cheetah Mobile 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 Cheetah Mobile's stock expected returns. We can calculate the autocorrelation of Cheetah Mobile returns to help us make a trade decision. For example, suppose you find that Cheetah Mobile 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 |
Cheetah Mobile 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 Cheetah Mobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cheetah Mobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cheetah Mobile stock over time.
Current vs Lagged Prices |
| Timeline |
Cheetah Mobile Lagged Returns
When evaluating Cheetah Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cheetah Mobile stock have on its future price. Cheetah Mobile 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, Cheetah Mobile autocorrelation shows the relationship between Cheetah Mobile stock current value and its past values and can show if there is a momentum factor associated with investing in Cheetah Mobile.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Cheetah Mobile Correlation, Cheetah Mobile Volatility and Cheetah Mobile Alpha and Beta module to complement your research on Cheetah Mobile. To learn how to invest in Cheetah Stock, please use our How to Invest in Cheetah Mobile guide.You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Cheetah Mobile technical 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, stock market cycles, or different charting patterns.