Charter Hall Group Stock Market Value
| CTOUF Stock | USD 15.98 0.16 1.01% |
| Symbol | Charter |
Charter Hall '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 Charter Hall'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 Charter Hall.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Charter Hall on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Charter Hall Group or generate 0.0% return on investment in Charter Hall over 90 days. Charter Hall is related to or competes with British Land, LondonMetric Property, GPT, Fibra UNO, British Land, Warehouses, and DEXUS. With over 30 years experience in property investment and funds management, were one of Australias leading fully integrat... More
Charter Hall 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 Charter Hall'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 Charter Hall Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1307 | |||
| Maximum Drawdown | 15.38 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 2.21 |
Charter Hall Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Charter Hall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Charter Hall's standard deviation. In reality, there are many statistical measures that can use Charter Hall historical prices to predict the future Charter Hall's volatility.| Risk Adjusted Performance | 0.1226 | |||
| Jensen Alpha | 0.2692 | |||
| Total Risk Alpha | 0.1893 | |||
| Treynor Ratio | 1.68 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Charter Hall'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.
Charter Hall February 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1226 | |||
| Market Risk Adjusted Performance | 1.69 | |||
| Mean Deviation | 0.7097 | |||
| Coefficient Of Variation | 644.19 | |||
| Standard Deviation | 1.84 | |||
| Variance | 3.37 | |||
| Information Ratio | 0.1307 | |||
| Jensen Alpha | 0.2692 | |||
| Total Risk Alpha | 0.1893 | |||
| Treynor Ratio | 1.68 | |||
| Maximum Drawdown | 15.38 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 2.21 | |||
| Skewness | 5.56 | |||
| Kurtosis | 36.77 |
Charter Hall Group Backtested Returns
Charter Hall appears to be very steady, given 3 months investment horizon. Charter Hall Group secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Charter Hall Group, which you can use to evaluate the volatility of the firm. Please makes use of Charter Hall's mean deviation of 0.7097, and Risk Adjusted Performance of 0.1226 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Charter Hall holds a performance score of 12. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Charter Hall's returns are expected to increase less than the market. However, during the bear market, the loss of holding Charter Hall is expected to be smaller as well. Please check Charter Hall's variance, as well as the relationship between the potential upside and day median price , to make a quick decision on whether Charter Hall's price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Charter Hall Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Charter Hall time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 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 Charter Hall Group price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Charter Hall price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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Other Information on Investing in Charter Pink Sheet
Charter Hall financial ratios help investors to determine whether Charter 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 Charter with respect to the benefits of owning Charter Hall security.