China Renaissance Holdings Stock Market Value
| CSCHF Stock | USD 0.60 0.00 0.00% |
| Symbol | China |
China Renaissance '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 China Renaissance'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 China Renaissance.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in China Renaissance on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding China Renaissance Holdings or generate 0.0% return on investment in China Renaissance over 30 days. China Renaissance is related to or competes with Bank of the, EGuarantee, International Personal, Financial, Fiera Capital, G Resources, and Addiko Bank. China Renaissance Holdings Limited, an investment holding company, engages in investment banking and investment manageme... More
China Renaissance 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 China Renaissance'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 China Renaissance Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 49.41 | |||
| Value At Risk | (5.68) |
China Renaissance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Renaissance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Renaissance's standard deviation. In reality, there are many statistical measures that can use China Renaissance historical prices to predict the future China Renaissance's volatility.| Risk Adjusted Performance | 0.0038 | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.04) |
China Renaissance Backtested Returns
China Renaissance secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. China Renaissance Holdings exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm China Renaissance's Mean Deviation of 1.27, risk adjusted performance of 0.0038, and Standard Deviation of 5.07 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.16, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, China Renaissance will likely underperform. At this point, China Renaissance has a negative expected return of -0.036%. Please make sure to confirm China Renaissance's information ratio, as well as the relationship between the value at risk and rate of daily change , to decide if China Renaissance performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
China Renaissance Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between China Renaissance time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 China Renaissance price movement. The serial correlation of 0.0 indicates that just 0.0% of current China Renaissance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Renaissance lagged returns against current returns
Autocorrelation, which is China Renaissance 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 China Renaissance's pink sheet expected returns. We can calculate the autocorrelation of China Renaissance returns to help us make a trade decision. For example, suppose you find that China Renaissance 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 |
China Renaissance 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 China Renaissance pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Renaissance pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Renaissance pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Renaissance Lagged Returns
When evaluating China Renaissance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Renaissance pink sheet have on its future price. China Renaissance 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, China Renaissance autocorrelation shows the relationship between China Renaissance pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Renaissance Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Pink Sheet
China Renaissance financial ratios help investors to determine whether China 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 China with respect to the benefits of owning China Renaissance security.