Chemring Group's market value is the price at which a share of Chemring Group trades on a public exchange. It measures the collective expectations of Chemring Group PLC investors about its performance. Chemring Group is trading at 6.05 as of the 28th of December 2025. This is a 1.68 percent increase since the beginning of the trading day. The stock's lowest day price was 6.05. With this module, you can estimate the performance of a buy and hold strategy of Chemring Group PLC and determine expected loss or profit from investing in Chemring Group over a given investment horizon. Check out Chemring Group Correlation, Chemring Group Volatility and Chemring Group Alpha and Beta module to complement your research on Chemring Group.
Please note, there is a significant difference between Chemring Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chemring Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chemring Group'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.
Chemring 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 Chemring 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 Chemring Group.
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11/28/2025
No Change 0.00
0.0
In 30 days
12/28/2025
0.00
If you would invest 0.00 in Chemring Group on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Chemring Group PLC or generate 0.0% return on investment in Chemring Group over 30 days. Chemring Group is related to or competes with Austal, Lisi SA, MDA, Vossloh AG, Park24 Co, Relo Group,, and Beijing Capital. Chemring Group PLC supplies countermeasures, sensors, and energetic solutions to aerospace, defense, and security indust... More
Chemring 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 Chemring 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 Chemring Group PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chemring Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chemring Group's standard deviation. In reality, there are many statistical measures that can use Chemring Group historical prices to predict the future Chemring Group's volatility.
Chemring Group PLC secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the company had a -0.2 % return per unit of standard deviation over the last 3 months. Chemring Group PLC exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chemring Group's mean deviation of 0.755, and Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Chemring Group are expected to decrease at a much lower rate. During the bear market, Chemring Group is likely to outperform the market. At this point, Chemring Group PLC has a negative expected return of -0.36%. Please make sure to confirm Chemring Group's value at risk, and the relationship between the variance and rate of daily change , to decide if Chemring Group PLC performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.5
Modest reverse predictability
Chemring Group PLC has modest reverse predictability. Overlapping area represents the amount of predictability between Chemring Group time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Chemring Group PLC price movement. The serial correlation of -0.5 indicates that about 50.0% of current Chemring Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.5
Spearman Rank Test
0.03
Residual Average
0.0
Price Variance
0.0
Chemring Group PLC lagged returns against current returns
Autocorrelation, which is Chemring 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 Chemring Group's pink sheet expected returns. We can calculate the autocorrelation of Chemring Group returns to help us make a trade decision. For example, suppose you find that Chemring 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
Chemring 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 Chemring Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chemring 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 Chemring Group pink sheet over time.
Current vs Lagged Prices
Timeline
Chemring Group Lagged Returns
When evaluating Chemring Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chemring Group pink sheet have on its future price. Chemring 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, Chemring Group autocorrelation shows the relationship between Chemring Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Chemring Group PLC.
Other Information on Investing in Chemring Pink Sheet
Chemring Group financial ratios help investors to determine whether Chemring 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 Chemring with respect to the benefits of owning Chemring Group security.