Charter Hall Group Stock Market Value
| CTOUF Stock | USD 15.75 0.00 0.00% |
| 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.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Charter Hall on November 26, 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 30 days. Charter Hall is related to or competes with British Land, British Land, Keppel DC, DEXUS, Tokyu Fudosan, Japan Metropolitan, and Mapletree Industrial. 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 | (0.01) | |||
| Maximum Drawdown | 15.47 |
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 | 0.0237 | |||
| Jensen Alpha | 0.0375 | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 0.3632 |
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 Group Backtested Returns
At this point, Charter Hall is not too volatile. Charter Hall Group secures Sharpe Ratio (or Efficiency) of 0.0238, which signifies that the company had a 0.0238 % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for Charter Hall Group, which you can use to evaluate the volatility of the firm. Please confirm Charter Hall's risk adjusted performance of 0.0237, and Mean Deviation of 0.4671 to double-check if the risk estimate we provide is consistent with the expected return of 0.0574%. Charter Hall has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, 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. Charter Hall Group right now shows a risk of 2.41%. Please confirm Charter Hall Group risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if Charter Hall Group will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Charter Hall Group has no correlation between past and present. Overlapping area represents the amount of predictability between Charter Hall time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Charter Hall Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Charter Hall price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Charter Hall Group lagged returns against current returns
Autocorrelation, which is Charter Hall 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 Charter Hall's pink sheet expected returns. We can calculate the autocorrelation of Charter Hall returns to help us make a trade decision. For example, suppose you find that Charter Hall 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 |
Charter Hall 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 Charter Hall pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Charter Hall pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Charter Hall pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Charter Hall Lagged Returns
When evaluating Charter Hall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Charter Hall pink sheet have on its future price. Charter Hall 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, Charter Hall autocorrelation shows the relationship between Charter Hall pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Charter Hall Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
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.