Chesapeake Finl Shs Stock Market Value
| CPKF Stock | USD 19.04 0.10 0.53% |
| Symbol | Chesapeake |
Chesapeake Finl '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 Chesapeake Finl's otc 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 Chesapeake Finl.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in Chesapeake Finl on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Chesapeake Finl Shs or generate 0.0% return on investment in Chesapeake Finl over 300 days. Chesapeake Finl is related to or competes with Invesco High, Blackrock Muniholdings, Nuveen California, MFS Investment, and Federated Premier. Chesapeake Financial Shares, Inc. operates as the bank holding company for Chesapeake Bank that provides various banking... More
Chesapeake Finl 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 Chesapeake Finl's otc 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 Chesapeake Finl Shs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.12 |
Chesapeake Finl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chesapeake Finl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chesapeake Finl's standard deviation. In reality, there are many statistical measures that can use Chesapeake Finl historical prices to predict the future Chesapeake Finl's volatility.| Risk Adjusted Performance | 0.057 | |||
| Jensen Alpha | 0.0625 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.7858 |
Chesapeake Finl Shs Backtested Returns
At this point, Chesapeake Finl is very steady. Chesapeake Finl Shs secures Sharpe Ratio (or Efficiency) of 0.0834, which signifies that the company had a 0.0834% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Chesapeake Finl Shs, which you can use to evaluate the volatility of the firm. Please confirm Chesapeake Finl's risk adjusted performance of 0.057, and Mean Deviation of 0.7865 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Chesapeake Finl has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.094, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chesapeake Finl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chesapeake Finl is expected to be smaller as well. Chesapeake Finl Shs right now shows a risk of 1.21%. Please confirm Chesapeake Finl Shs potential upside, day median price, and the relationship between the sortino ratio and skewness , to decide if Chesapeake Finl Shs will be following its price patterns.
Auto-correlation | -0.36 |
Poor reverse predictability
Chesapeake Finl Shs has poor reverse predictability. Overlapping area represents the amount of predictability between Chesapeake Finl time series from 1st of February 2024 to 30th of June 2024 and 30th of June 2024 to 27th 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 Chesapeake Finl Shs price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Chesapeake Finl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Chesapeake Finl Shs lagged returns against current returns
Autocorrelation, which is Chesapeake Finl otc 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 Chesapeake Finl's otc stock expected returns. We can calculate the autocorrelation of Chesapeake Finl returns to help us make a trade decision. For example, suppose you find that Chesapeake Finl has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Chesapeake Finl 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 Chesapeake Finl otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chesapeake Finl otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chesapeake Finl otc stock over time.
Current vs Lagged Prices |
| Timeline |
Chesapeake Finl Lagged Returns
When evaluating Chesapeake Finl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chesapeake Finl otc stock have on its future price. Chesapeake Finl 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, Chesapeake Finl autocorrelation shows the relationship between Chesapeake Finl otc stock current value and its past values and can show if there is a momentum factor associated with investing in Chesapeake Finl Shs.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Chesapeake OTC Stock
Chesapeake Finl financial ratios help investors to determine whether Chesapeake OTC Stock 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 Chesapeake with respect to the benefits of owning Chesapeake Finl security.