Cheetah Mobile Stock Market Value
| CMCM Stock | USD 4.61 0.07 1.50% |
| Symbol | Cheetah |
Cheetah Mobile Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cheetah Mobile. If investors know Cheetah will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cheetah Mobile listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.99) | Earnings Share (2.46) | Revenue Per Share 23.754 | Quarterly Revenue Growth 0.123 | Return On Assets (0.03) |
The market value of Cheetah Mobile is measured differently than its book value, which is the value of Cheetah that is recorded on the company's balance sheet. Investors also form their own opinion of Cheetah Mobile's value that differs from its market value or its book value, called intrinsic value, which is Cheetah Mobile's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cheetah Mobile's market value can be influenced by many factors that don't directly affect Cheetah Mobile's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cheetah Mobile's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cheetah Mobile is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cheetah Mobile's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cheetah Mobile '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 Cheetah Mobile's 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 Cheetah Mobile.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Cheetah Mobile on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Cheetah Mobile or generate 0.0% return on investment in Cheetah Mobile over 720 days. Cheetah Mobile is related to or competes with Tuniu Corp, Yirendai, Xunlei, and Phoenix New. Cheetah Mobile Inc. operates as an internet company in the Peoples Republic of China, the United States, Japan, and inte... More
Cheetah Mobile 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 Cheetah Mobile's 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 Cheetah Mobile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.57 | |||
| Information Ratio | 0.0602 | |||
| Maximum Drawdown | 26.43 | |||
| Value At Risk | (7.53) | |||
| Potential Upside | 9.14 |
Cheetah Mobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cheetah Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cheetah Mobile's standard deviation. In reality, there are many statistical measures that can use Cheetah Mobile historical prices to predict the future Cheetah Mobile's volatility.| Risk Adjusted Performance | 0.0703 | |||
| Jensen Alpha | 0.3968 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0694 | |||
| Treynor Ratio | 2.1 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cheetah Mobile'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.
Cheetah Mobile Backtested Returns
Cheetah Mobile appears to be very risky, given 3 months investment horizon. Cheetah Mobile secures Sharpe Ratio (or Efficiency) of 0.0769, which signifies that the company had a 0.0769% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Cheetah Mobile, which you can use to evaluate the volatility of the firm. Please makes use of Cheetah Mobile's mean deviation of 3.89, and Risk Adjusted Performance of 0.0703 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cheetah Mobile holds a performance score of 6. The firm shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cheetah Mobile's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cheetah Mobile is expected to be smaller as well. Please check Cheetah Mobile's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Cheetah Mobile's price patterns will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
Cheetah Mobile has poor reverse predictability. Overlapping area represents the amount of predictability between Cheetah Mobile time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cheetah Mobile price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Cheetah Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.22 |
Cheetah Mobile lagged returns against current returns
Autocorrelation, which is Cheetah Mobile stock'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 Cheetah Mobile's stock expected returns. We can calculate the autocorrelation of Cheetah Mobile returns to help us make a trade decision. For example, suppose you find that Cheetah Mobile has exhibited high autocorrelation historically, and you observe that the stock 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 |
Cheetah Mobile 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 Cheetah Mobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cheetah Mobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cheetah Mobile stock over time.
Current vs Lagged Prices |
| Timeline |
Cheetah Mobile Lagged Returns
When evaluating Cheetah Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cheetah Mobile stock have on its future price. Cheetah Mobile 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, Cheetah Mobile autocorrelation shows the relationship between Cheetah Mobile stock current value and its past values and can show if there is a momentum factor associated with investing in Cheetah Mobile.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Cheetah Mobile Correlation, Cheetah Mobile Volatility and Cheetah Mobile Alpha and Beta module to complement your research on Cheetah Mobile. To learn how to invest in Cheetah Stock, please use our How to Invest in Cheetah Mobile guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Cheetah Mobile technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.