Challenger's market value is the price at which a share of Challenger trades on a public exchange. It measures the collective expectations of Challenger Limited investors about its performance. Challenger is trading at 5.40 as of the 25th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 5.4. With this module, you can estimate the performance of a buy and hold strategy of Challenger Limited and determine expected loss or profit from investing in Challenger over a given investment horizon. Check out Challenger Correlation, Challenger Volatility and Challenger Alpha and Beta module to complement your research on Challenger.
Please note, there is a significant difference between Challenger's value and its price as these two are different measures arrived at by different means. Investors typically determine if Challenger is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Challenger'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.
Challenger '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 Challenger'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 Challenger.
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11/25/2025
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In 30 days
12/25/2025
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If you would invest 0.00 in Challenger on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Challenger Limited or generate 0.0% return on investment in Challenger over 30 days. Challenger is related to or competes with E L, Wüstenrot Württembergische, Grupo De, Discovery, Old Mutual, China Taiping, and Bank Of Cyprus Holdings P. The company also provides retirement services to its clients More
Challenger 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 Challenger'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 Challenger Limited 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 Challenger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Challenger's standard deviation. In reality, there are many statistical measures that can use Challenger historical prices to predict the future Challenger's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Challenger. Your research has to be compared to or analyzed against Challenger's peers to derive any actionable benefits. When done correctly, Challenger'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 Challenger Limited.
Challenger Limited Backtested Returns
Challenger Limited secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16 % return per unit of standard deviation over the last 3 months. Challenger Limited exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Challenger's mean deviation of 0.2024, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0943, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Challenger's returns are expected to increase less than the market. However, during the bear market, the loss of holding Challenger is expected to be smaller as well. At this point, Challenger Limited has a negative expected return of -0.11%. Please make sure to confirm Challenger's information ratio, and the relationship between the coefficient of variation and skewness , to decide if Challenger Limited performance from the past will be repeated at some point in the near future.
Auto-correlation
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Perfect predictability
Challenger Limited has perfect predictability. Overlapping area represents the amount of predictability between Challenger time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Challenger Limited price movement. The serial correlation of 1.0 indicates that 100.0% of current Challenger price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Challenger Limited lagged returns against current returns
Autocorrelation, which is Challenger 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 Challenger's pink sheet expected returns. We can calculate the autocorrelation of Challenger returns to help us make a trade decision. For example, suppose you find that Challenger 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
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Challenger 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 Challenger pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Challenger pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Challenger pink sheet over time.
Current vs Lagged Prices
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Challenger Lagged Returns
When evaluating Challenger's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Challenger pink sheet have on its future price. Challenger 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, Challenger autocorrelation shows the relationship between Challenger pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Challenger Limited.
Other Information on Investing in Challenger Pink Sheet
Challenger financial ratios help investors to determine whether Challenger 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 Challenger with respect to the benefits of owning Challenger security.