Chugai Pharmaceutical Co Stock Market Value
| CHGCF Stock | USD 61.83 3.54 5.42% |
| Symbol | Chugai |
Chugai Pharmaceutical '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 Chugai Pharmaceutical'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 Chugai Pharmaceutical.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Chugai Pharmaceutical on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Chugai Pharmaceutical Co or generate 0.0% return on investment in Chugai Pharmaceutical over 90 days. Chugai Pharmaceutical is related to or competes with GSK Plc, Daiichi Sankyo, Daiichi Sankyo, Siemens Healthineers, MERCK Kommanditgesells, Merck KGaA, and Sartorius Aktiengesellscha. Chugai Pharmaceutical Co., Ltd., together with its subsidiaries, engages in the research, development, manufacturing, sa... More
Chugai Pharmaceutical 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 Chugai Pharmaceutical'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 Chugai Pharmaceutical Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.05 | |||
| Information Ratio | 0.0567 | |||
| Maximum Drawdown | 17.3 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 6.3 |
Chugai Pharmaceutical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chugai Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chugai Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use Chugai Pharmaceutical historical prices to predict the future Chugai Pharmaceutical's volatility.| Risk Adjusted Performance | 0.0601 | |||
| Jensen Alpha | 0.2403 | |||
| Total Risk Alpha | 0.0666 | |||
| Sortino Ratio | 0.053 | |||
| Treynor Ratio | 0.8403 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chugai Pharmaceutical'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.
Chugai Pharmaceutical March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0601 | |||
| Market Risk Adjusted Performance | 0.8503 | |||
| Mean Deviation | 2.94 | |||
| Semi Deviation | 3.67 | |||
| Downside Deviation | 4.05 | |||
| Coefficient Of Variation | 1446.86 | |||
| Standard Deviation | 3.78 | |||
| Variance | 14.3 | |||
| Information Ratio | 0.0567 | |||
| Jensen Alpha | 0.2403 | |||
| Total Risk Alpha | 0.0666 | |||
| Sortino Ratio | 0.053 | |||
| Treynor Ratio | 0.8403 | |||
| Maximum Drawdown | 17.3 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 6.3 | |||
| Downside Variance | 16.39 | |||
| Semi Variance | 13.47 | |||
| Expected Short fall | (3.03) | |||
| Skewness | (0.1) | |||
| Kurtosis | (0.01) |
Chugai Pharmaceutical Backtested Returns
Chugai Pharmaceutical appears to be very steady, given 3 months investment horizon. Chugai Pharmaceutical secures Sharpe Ratio (or Efficiency) of 0.0728, which signifies that the company had a 0.0728 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Chugai Pharmaceutical Co, which you can use to evaluate the volatility of the firm. Please makes use of Chugai Pharmaceutical's Downside Deviation of 4.05, mean deviation of 2.94, and Risk Adjusted Performance of 0.0601 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Chugai Pharmaceutical holds a performance score of 5. The firm shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chugai Pharmaceutical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chugai Pharmaceutical is expected to be smaller as well. Please check Chugai Pharmaceutical's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Chugai Pharmaceutical's price patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
Chugai Pharmaceutical Co has very weak predictability. Overlapping area represents the amount of predictability between Chugai Pharmaceutical time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chugai Pharmaceutical price movement. The serial correlation of 0.16 indicates that over 16.0% of current Chugai Pharmaceutical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 18.72 |
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Other Information on Investing in Chugai Pink Sheet
Chugai Pharmaceutical financial ratios help investors to determine whether Chugai 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 Chugai with respect to the benefits of owning Chugai Pharmaceutical security.