Citic Limited Stock Market Value
| CTPCF Stock | USD 1.56 0.06 3.70% |
| Symbol | CITIC |
CITIC '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 CITIC'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 CITIC.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in CITIC on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding CITIC Limited or generate 0.0% return on investment in CITIC over 90 days. CITIC is related to or competes with Marubeni, Marubeni Corp, Sumitomo, Sumitomo Corp, Deutsche Post, Mitsui Co, and Mitsui Company. CITIC Limited operates in the financial services, manufacturing, engineering contracting, advances materials, consumptio... More
CITIC 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 CITIC'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 CITIC Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0471 | |||
| Maximum Drawdown | 46.54 |
CITIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CITIC's standard deviation. In reality, there are many statistical measures that can use CITIC historical prices to predict the future CITIC's volatility.| Risk Adjusted Performance | 0.0536 | |||
| Jensen Alpha | 0.263 | |||
| Total Risk Alpha | 0.0404 | |||
| Treynor Ratio | (1.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CITIC'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.
CITIC February 19, 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 | 0.0536 | |||
| Market Risk Adjusted Performance | (1.10) | |||
| Mean Deviation | 1.29 | |||
| Coefficient Of Variation | 1747.13 | |||
| Standard Deviation | 4.62 | |||
| Variance | 21.37 | |||
| Information Ratio | 0.0471 | |||
| Jensen Alpha | 0.263 | |||
| Total Risk Alpha | 0.0404 | |||
| Treynor Ratio | (1.11) | |||
| Maximum Drawdown | 46.54 | |||
| Skewness | 2.2 | |||
| Kurtosis | 23.16 |
CITIC Limited Backtested Returns
CITIC appears to be dangerous, given 3 months investment horizon. CITIC Limited secures Sharpe Ratio (or Efficiency) of 0.0605, which signifies that the company had a 0.0605 % return per unit of volatility over the last 3 months. We have found nineteen technical indicators for CITIC Limited, which you can use to evaluate the volatility of the firm. Please makes use of CITIC's mean deviation of 1.29, and Risk Adjusted Performance of 0.0536 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CITIC holds a performance score of 4. The firm shows a Beta (market volatility) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CITIC are expected to decrease at a much lower rate. During the bear market, CITIC is likely to outperform the market. Please check CITIC's kurtosis, as well as the relationship between the day typical price and relative strength index , to make a quick decision on whether CITIC's price patterns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
CITIC Limited has poor reverse predictability. Overlapping area represents the amount of predictability between CITIC time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 CITIC Limited price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current CITIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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Other Information on Investing in CITIC Pink Sheet
CITIC financial ratios help investors to determine whether CITIC 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 CITIC with respect to the benefits of owning CITIC security.