BOC Hong's market value is the price at which a share of BOC Hong trades on a public exchange. It measures the collective expectations of BOC Hong Kong investors about its performance. BOC Hong is trading at 5.15 as of the 28th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 5.15. With this module, you can estimate the performance of a buy and hold strategy of BOC Hong Kong and determine expected loss or profit from investing in BOC Hong over a given investment horizon. Check out BOC Hong Correlation, BOC Hong Volatility and BOC Hong Alpha and Beta module to complement your research on BOC Hong.
Please note, there is a significant difference between BOC Hong's value and its price as these two are different measures arrived at by different means. Investors typically determine if BOC Hong is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BOC Hong'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.
BOC Hong '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 BOC Hong'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 BOC Hong.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure BOC Hong'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 BOC Hong Kong upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BOC Hong's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BOC Hong's standard deviation. In reality, there are many statistical measures that can use BOC Hong historical prices to predict the future BOC Hong's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BOC Hong. Your research has to be compared to or analyzed against BOC Hong's peers to derive any actionable benefits. When done correctly, BOC Hong's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in BOC Hong Kong.
BOC Hong Kong Backtested Returns
BOC Hong appears to be somewhat reliable, given 3 months investment horizon. BOC Hong Kong retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for BOC Hong, which you can use to evaluate the volatility of the firm. Please makes use of BOC Hong's variance of 3.1, and Market Risk Adjusted Performance of 0.8514 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BOC Hong holds a performance score of 11. The firm owns a Beta (Systematic Risk) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BOC Hong's returns are expected to increase less than the market. However, during the bear market, the loss of holding BOC Hong is expected to be smaller as well. Please check BOC Hong's information ratio, and the relationship between the coefficient of variation and potential upside , to make a quick decision on whether BOC Hong's current price history will revert.
Auto-correlation
0.35
Below average predictability
BOC Hong Kong has below average predictability. Overlapping area represents the amount of predictability between BOC Hong time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 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 BOC Hong Kong price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current BOC Hong price fluctuation can be explain by its past prices.
Correlation Coefficient
0.35
Spearman Rank Test
0.46
Residual Average
0.0
Price Variance
0.07
BOC Hong Kong lagged returns against current returns
Autocorrelation, which is BOC Hong 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 BOC Hong's pink sheet expected returns. We can calculate the autocorrelation of BOC Hong returns to help us make a trade decision. For example, suppose you find that BOC Hong 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
BOC Hong 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 BOC Hong pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BOC Hong pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BOC Hong pink sheet over time.
Current vs Lagged Prices
Timeline
BOC Hong Lagged Returns
When evaluating BOC Hong's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BOC Hong pink sheet have on its future price. BOC Hong 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, BOC Hong autocorrelation shows the relationship between BOC Hong pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BOC Hong Kong.
BOC Hong financial ratios help investors to determine whether BOC 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 BOC with respect to the benefits of owning BOC Hong security.