Cimb Group Holdings Stock Market Value
| CIMDF Stock | USD 2.20 0.26 13.40% |
| Symbol | CIMB |
CIMB Group '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 CIMB Group's 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 CIMB Group.
| 10/25/2025 |
| 12/24/2025 |
If you would invest 0.00 in CIMB Group on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding CIMB Group Holdings or generate 0.0% return on investment in CIMB Group over 60 days. CIMB Group is related to or competes with Standard Bank, Malayan Banking, Bank Mandiri, Powszechna Kasa, China Minsh, Bank Hapoalim, and Standard Bank. CIMB Group Holdings Berhad provides various banking products and services in Malaysia and internationally More
CIMB Group 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 CIMB Group's 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 CIMB Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.88 | |||
| Information Ratio | 0.0773 | |||
| Maximum Drawdown | 93.91 | |||
| Value At Risk | (20.16) | |||
| Potential Upside | 23.65 |
CIMB Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIMB Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CIMB Group's standard deviation. In reality, there are many statistical measures that can use CIMB Group historical prices to predict the future CIMB Group's volatility.| Risk Adjusted Performance | 0.0671 | |||
| Jensen Alpha | 1.06 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0845 | |||
| Treynor Ratio | 0.7544 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CIMB Group's 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.
CIMB Group Holdings Backtested Returns
CIMB Group is abnormally volatile given 3 months investment horizon. CIMB Group Holdings secures Sharpe Ratio (or Efficiency) of 0.0839, which signifies that the company had a 0.0839 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.2% are justified by taking the suggested risk. Use CIMB Group risk adjusted performance of 0.0671, and Mean Deviation of 9.38 to evaluate company specific risk that cannot be diversified away. CIMB Group holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.52, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CIMB Group will likely underperform. Use CIMB Group jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to analyze future returns on CIMB Group.
Auto-correlation | 0.04 |
Virtually no predictability
CIMB Group Holdings has virtually no predictability. Overlapping area represents the amount of predictability between CIMB Group time series from 25th of October 2025 to 24th of November 2025 and 24th of November 2025 to 24th 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 CIMB Group Holdings price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current CIMB Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
CIMB Group Holdings lagged returns against current returns
Autocorrelation, which is CIMB Group 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 CIMB Group's pink sheet expected returns. We can calculate the autocorrelation of CIMB Group returns to help us make a trade decision. For example, suppose you find that CIMB Group 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 |
CIMB Group 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 CIMB Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CIMB Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CIMB Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CIMB Group Lagged Returns
When evaluating CIMB Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CIMB Group pink sheet have on its future price. CIMB Group 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, CIMB Group autocorrelation shows the relationship between CIMB Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CIMB Group Holdings.
Regressed Prices |
| Timeline |
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Other Information on Investing in CIMB Pink Sheet
CIMB Group financial ratios help investors to determine whether CIMB 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 CIMB with respect to the benefits of owning CIMB Group security.