CITIC Securities (Germany) Market Value
| CI9 Stock | EUR 3.10 0.04 1.31% |
| Symbol | CITIC |
CITIC Securities '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 CITIC Securities' 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 CITIC Securities.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in CITIC Securities on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding CITIC Securities or generate 0.0% return on investment in CITIC Securities over 90 days. CITIC Securities is related to or competes with BK MANDIRI, PT Bank, PT Bank, Grupo Aval, SHINHAN FINL, KB Financial, and WOORI FIN. CITIC Securities Company Limited provides various financial products and services in Mainland China and internationally More
CITIC Securities 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 CITIC Securities' 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 CITIC Securities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 3.29 |
CITIC Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CITIC Securities' standard deviation. In reality, there are many statistical measures that can use CITIC Securities historical prices to predict the future CITIC Securities' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.22) |
CITIC Securities February 19, 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 | (0.03) | |||
| Market Risk Adjusted Performance | (0.21) | |||
| Mean Deviation | 1.23 | |||
| Coefficient Of Variation | (2,550) | |||
| Standard Deviation | 1.8 | |||
| Variance | 3.25 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.22) | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 3.29 | |||
| Skewness | 0.4565 | |||
| Kurtosis | 2.03 |
CITIC Securities Backtested Returns
At this point, CITIC Securities is slightly risky. CITIC Securities secures Sharpe Ratio (or Efficiency) of 0.0792, which signifies that the company had a 0.0792 % return per unit of volatility over the last 3 months. We have found twenty-two technical indicators for CITIC Securities, which you can use to evaluate the volatility of the firm. Please confirm CITIC Securities' risk adjusted performance of (0.03), and Mean Deviation of 1.23 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. CITIC Securities has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CITIC Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIC Securities is expected to be smaller as well. CITIC Securities now shows a risk of 1.67%. Please confirm CITIC Securities potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if CITIC Securities will be following its price patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
CITIC Securities has very weak reverse predictability. Overlapping area represents the amount of predictability between CITIC Securities time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 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 CITIC Securities price movement. The serial correlation of -0.03 indicates that only 3.0% of current CITIC Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Other Information on Investing in CITIC Stock
CITIC Securities financial ratios help investors to determine whether CITIC 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 CITIC with respect to the benefits of owning CITIC Securities security.