Chorus Limited Stock Market Value
| CHRUF Stock | USD 5.53 0.00 0.00% |
| Symbol | Chorus |
Chorus '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 Chorus' 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 Chorus.
| 10/15/2025 |
| 01/13/2026 |
If you would invest 0.00 in Chorus on October 15, 2025 and sell it all today you would earn a total of 0.00 from holding Chorus Limited or generate 0.0% return on investment in Chorus over 90 days. Chorus is related to or competes with Orange Polska, Strer SE, and Gamma Communications. Chorus Limited, together with its subsidiaries, provides fixed line communications infrastructure services in New Zealan... More
Chorus 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 Chorus' 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 Chorus Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.36 |
Chorus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chorus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chorus' standard deviation. In reality, there are many statistical measures that can use Chorus historical prices to predict the future Chorus' volatility.| Risk Adjusted Performance | 0.0836 | |||
| Jensen Alpha | 0.04 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 3.63 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chorus' 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.
Chorus Limited Backtested Returns
At this point, Chorus is very steady. Chorus Limited secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Chorus Limited, which you can use to evaluate the volatility of the firm. Please confirm Chorus' Standard Deviation of 0.4141, mean deviation of 0.1004, and Risk Adjusted Performance of 0.0836 to double-check if the risk estimate we provide is consistent with the expected return of 0.0534%. Chorus has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0113, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chorus' returns are expected to increase less than the market. However, during the bear market, the loss of holding Chorus is expected to be smaller as well. Chorus Limited right now shows a risk of 0.42%. Please confirm Chorus Limited variance and kurtosis , to decide if Chorus Limited will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Chorus Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Chorus time series from 15th of October 2025 to 29th of November 2025 and 29th of November 2025 to 13th 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 Chorus Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Chorus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Chorus Limited lagged returns against current returns
Autocorrelation, which is Chorus 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 Chorus' pink sheet expected returns. We can calculate the autocorrelation of Chorus returns to help us make a trade decision. For example, suppose you find that Chorus 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 |
Chorus 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 Chorus pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chorus pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chorus pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Chorus Lagged Returns
When evaluating Chorus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chorus pink sheet have on its future price. Chorus 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, Chorus autocorrelation shows the relationship between Chorus pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Chorus Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Chorus Pink Sheet
Chorus financial ratios help investors to determine whether Chorus 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 Chorus with respect to the benefits of owning Chorus security.