Chow Tai Fook Stock Market Value
| CJEWF Stock | USD 1.59 0.16 9.14% |
| Symbol | Chow |
Chow Tai '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 Chow Tai'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 Chow Tai.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Chow Tai on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Chow Tai Fook or generate 0.0% return on investment in Chow Tai over 360 days. Chow Tai is related to or competes with BANDAI NAMCO, Sands China, InterContinental, Prada SpA, Prada Spa, Amcor Plc, and Z Holdings. Chow Tai Fook Jewellery Group Limited, an investment holding company, manufactures and sells jewelry products More
Chow Tai 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 Chow Tai'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 Chow Tai Fook upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 19.55 | |||
| Value At Risk | (2.23) |
Chow Tai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chow Tai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chow Tai's standard deviation. In reality, there are many statistical measures that can use Chow Tai historical prices to predict the future Chow Tai's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | 0.4041 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chow Tai'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.
Chow Tai Fook Backtested Returns
Chow Tai Fook secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. Chow Tai Fook exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chow Tai's Risk Adjusted Performance of (0.06), standard deviation of 2.4, and Mean Deviation of 0.9027 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Chow Tai are expected to decrease at a much lower rate. During the bear market, Chow Tai is likely to outperform the market. At this point, Chow Tai Fook has a negative expected return of -0.35%. Please make sure to confirm Chow Tai's value at risk, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Chow Tai Fook performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.78 |
Good predictability
Chow Tai Fook has good predictability. Overlapping area represents the amount of predictability between Chow Tai time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Chow Tai Fook price movement. The serial correlation of 0.78 indicates that around 78.0% of current Chow Tai price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Chow Tai Fook lagged returns against current returns
Autocorrelation, which is Chow Tai 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 Chow Tai's pink sheet expected returns. We can calculate the autocorrelation of Chow Tai returns to help us make a trade decision. For example, suppose you find that Chow Tai 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 |
Chow Tai 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 Chow Tai pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chow Tai pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chow Tai pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Chow Tai Lagged Returns
When evaluating Chow Tai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chow Tai pink sheet have on its future price. Chow Tai 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, Chow Tai autocorrelation shows the relationship between Chow Tai pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Chow Tai Fook.
Regressed Prices |
| Timeline |
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Other Information on Investing in Chow Pink Sheet
Chow Tai financial ratios help investors to determine whether Chow 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 Chow with respect to the benefits of owning Chow Tai security.