Chervon Holdings Limited Stock Market Value
| CHRHF Stock | USD 3.19 0.11 3.57% |
| Symbol | Chervon |
Chervon Holdings '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 Chervon Holdings' 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 Chervon Holdings.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Chervon Holdings on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Chervon Holdings Limited or generate 0.0% return on investment in Chervon Holdings over 30 days. Chervon Holdings is related to or competes with Glory, Krones AG, OC Oerlikon, Savaria, Ushio, Lonking Holdings, and Transcontinental. Chervon Holdings Limited engages in the research, development, manufacture, testing, sale, and after-sale servicing of p... More
Chervon Holdings 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 Chervon Holdings' 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 Chervon Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 28.38 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 1.99 |
Chervon Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chervon Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chervon Holdings' standard deviation. In reality, there are many statistical measures that can use Chervon Holdings historical prices to predict the future Chervon Holdings' volatility.| Risk Adjusted Performance | 0.0025 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | (0.09) |
Chervon Holdings Backtested Returns
Chervon Holdings appears to be risky, given 3 months investment horizon. Chervon Holdings secures Sharpe Ratio (or Efficiency) of 0.0924, which signifies that the company had a 0.0924 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Chervon Holdings Limited, which you can use to evaluate the volatility of the firm. Please makes use of Chervon Holdings' mean deviation of 1.36, and Risk Adjusted Performance of 0.0025 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Chervon Holdings holds a performance score of 7. The firm shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Chervon Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Chervon Holdings is expected to be smaller as well. Please check Chervon Holdings' potential upside, day typical price, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Chervon Holdings' price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
Chervon Holdings Limited has perfect predictability. Overlapping area represents the amount of predictability between Chervon Holdings time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th of January 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 Chervon Holdings price movement. The serial correlation of 1.0 indicates that 100.0% of current Chervon Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Chervon Holdings lagged returns against current returns
Autocorrelation, which is Chervon Holdings 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 Chervon Holdings' pink sheet expected returns. We can calculate the autocorrelation of Chervon Holdings returns to help us make a trade decision. For example, suppose you find that Chervon Holdings 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 |
Chervon Holdings 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 Chervon Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chervon Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chervon Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Chervon Holdings Lagged Returns
When evaluating Chervon Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chervon Holdings pink sheet have on its future price. Chervon Holdings 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, Chervon Holdings autocorrelation shows the relationship between Chervon Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Chervon Holdings Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Chervon Pink Sheet
Chervon Holdings financial ratios help investors to determine whether Chervon 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 Chervon with respect to the benefits of owning Chervon Holdings security.