CK Infrastructure (Germany) Market Value
| CHH Stock | EUR 6.22 0.01 0.16% |
| Symbol | CHH |
CK Infrastructure '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 Infrastructure'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 CK Infrastructure.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in CK Infrastructure on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding CK Infrastructure Holdings or generate 0.0% return on investment in CK Infrastructure over 30 days. CK Infrastructure is related to or competes with Sumitomo Rubber, G-III Apparel, Pembina Pipeline, and EAGLE MATERIALS. CK Infrastructure Holdings Limited, an infrastructure company, develops, invests in, and operates infrastructure busines... More
CK Infrastructure 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 Infrastructure'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 CK Infrastructure Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.34 | |||
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 21.65 | |||
| Value At Risk | (5.37) | |||
| Potential Upside | 6.45 |
CK Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CK Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CK Infrastructure's standard deviation. In reality, there are many statistical measures that can use CK Infrastructure historical prices to predict the future CK Infrastructure's volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.0215 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | 0.0013 | |||
| Treynor Ratio | 0.1395 |
CK Infrastructure Backtested Returns
CK Infrastructure appears to be moderately volatile, given 3 months investment horizon. CK Infrastructure retains Efficiency (Sharpe Ratio) of 0.0649, which signifies that the company had a 0.0649% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for CK Infrastructure, which you can use to evaluate the volatility of the firm. Please makes use of CK Infrastructure's Standard Deviation of 3.62, market risk adjusted performance of 0.1495, and Coefficient Of Variation of 2815.66 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CK Infrastructure holds a performance score of 5. The firm owns a Beta (Systematic Risk) of 0.85, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CK Infrastructure's returns are expected to increase less than the market. However, during the bear market, the loss of holding CK Infrastructure is expected to be smaller as well. Please check CK Infrastructure's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether CK Infrastructure's current price history will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
CK Infrastructure Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between CK Infrastructure time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 2024. 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 Infrastructure price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current CK Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CK Infrastructure lagged returns against current returns
Autocorrelation, which is CK Infrastructure 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 CK Infrastructure's stock expected returns. We can calculate the autocorrelation of CK Infrastructure returns to help us make a trade decision. For example, suppose you find that CK Infrastructure 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 |
CK Infrastructure 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 Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CK Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CK Infrastructure stock over time.
Current vs Lagged Prices |
| Timeline |
CK Infrastructure Lagged Returns
When evaluating CK Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CK Infrastructure stock have on its future price. CK Infrastructure 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 Infrastructure autocorrelation shows the relationship between CK Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in CK Infrastructure Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CHH Stock
CK Infrastructure financial ratios help investors to determine whether CHH Stock 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 CHH with respect to the benefits of owning CK Infrastructure security.