Chorus Ltd Adr Stock Market Value
| CHRYY Stock | USD 29.50 1.85 6.69% |
| 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.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Chorus on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Chorus Ltd ADR or generate 0.0% return on investment in Chorus over 30 days. Chorus is related to or competes with Spark New, Spark New, Liberty Latin, NOS SGPS, Helios Towers, Cogeco Communications, and GMO Internet. 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 Ltd ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.99 | |||
| Information Ratio | 0.0331 | |||
| Maximum Drawdown | 12.62 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 5.04 |
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 | 0.0553 | |||
| Jensen Alpha | 0.1112 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0259 | |||
| Treynor Ratio | 0.2794 |
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 Ltd ADR Backtested Returns
At this stage we consider Chorus Pink Sheet to be very steady. Chorus Ltd ADR secures Sharpe Ratio (or Efficiency) of 0.0679, which signifies that the company had a 0.0679 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Chorus Ltd ADR, which you can use to evaluate the volatility of the firm. Please confirm Chorus' Mean Deviation of 1.41, risk adjusted performance of 0.0553, and Downside Deviation of 2.99 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Chorus has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. 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 Ltd ADR right now shows a risk of 2.39%. Please confirm Chorus Ltd ADR downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if Chorus Ltd ADR will be following its price patterns.
Auto-correlation | 0.35 |
Below average predictability
Chorus Ltd ADR has below average predictability. Overlapping area represents the amount of predictability between Chorus time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Chorus Ltd ADR price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Chorus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Chorus Ltd ADR 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 Ltd ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Chorus Pink Sheet Analysis
When running Chorus' price analysis, check to measure Chorus' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Chorus is operating at the current time. Most of Chorus' value examination focuses on studying past and present price action to predict the probability of Chorus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chorus' price. Additionally, you may evaluate how the addition of Chorus to your portfolios can decrease your overall portfolio volatility.