Clp Holdings Stock Market Value
| CLPHF Stock | USD 8.78 0.00 0.00% |
| Symbol | CLP |
CLP Holdings '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 CLP Holdings' 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 CLP Holdings.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in CLP Holdings on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding CLP Holdings or generate 0.0% return on investment in CLP Holdings over 30 days. CLP Holdings is related to or competes with CK Infrastructure, Terna Rete, Hydro One, Terna Rete, Tenaga Nasional, Snam SpA, and Tenaga Nasional. CLP Holdings Limited, an investment holding company, engages in the generation, transmission, and distribution of electr... More
CLP Holdings 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 CLP Holdings' 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 CLP Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.0001) | |||
| Maximum Drawdown | 5.44 |
CLP Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CLP Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CLP Holdings' standard deviation. In reality, there are many statistical measures that can use CLP Holdings historical prices to predict the future CLP Holdings' volatility.| Risk Adjusted Performance | 0.1024 | |||
| Jensen Alpha | 0.079 | |||
| Total Risk Alpha | 0.002 | |||
| Treynor Ratio | 0.7255 |
CLP Holdings Backtested Returns
At this point, CLP Holdings is very steady. CLP Holdings secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for CLP Holdings, which you can use to evaluate the volatility of the firm. Please confirm CLP Holdings' mean deviation of 0.215, and Risk Adjusted Performance of 0.1024 to double-check if the risk estimate we provide is consistent with the expected return of 0.0684%. CLP Holdings has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CLP Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding CLP Holdings is expected to be smaller as well. CLP Holdings now shows a risk of 0.63%. Please confirm CLP Holdings maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to decide if CLP Holdings will be following its price patterns.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
CLP Holdings has near perfect reversele predictability. Overlapping area represents the amount of predictability between CLP Holdings time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 CLP Holdings price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current CLP Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CLP Holdings lagged returns against current returns
Autocorrelation, which is CLP Holdings 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 CLP Holdings' pink sheet expected returns. We can calculate the autocorrelation of CLP Holdings returns to help us make a trade decision. For example, suppose you find that CLP Holdings 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 |
CLP Holdings 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 CLP Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CLP Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CLP Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CLP Holdings Lagged Returns
When evaluating CLP Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CLP Holdings pink sheet have on its future price. CLP Holdings 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, CLP Holdings autocorrelation shows the relationship between CLP Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CLP Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CLP Pink Sheet
CLP Holdings financial ratios help investors to determine whether CLP 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 CLP with respect to the benefits of owning CLP Holdings security.