Chiyoda (Germany) Market Value
| CYA Stock | EUR 7.65 0.35 4.37% |
| Symbol | Chiyoda |
Chiyoda '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 Chiyoda's 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 Chiyoda.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Chiyoda on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Chiyoda or generate 0.0% return on investment in Chiyoda over 90 days. Chiyoda is related to or competes with Samsung Electronics, Samsung Electronics, ASTRA INTERNATIONAL, PT Astra, ASTRA INTERNATIONAL, ASTRA INTERNATIONAL, and Samsung Electronics. Chiyoda Corporation operates as an integrated engineering company in Japan, Australia, the United States, Russia, and in... More
Chiyoda 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 Chiyoda's 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 Chiyoda upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.67 | |||
| Information Ratio | 0.256 | |||
| Maximum Drawdown | 33.78 | |||
| Value At Risk | (6.40) | |||
| Potential Upside | 14.35 |
Chiyoda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chiyoda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chiyoda's standard deviation. In reality, there are many statistical measures that can use Chiyoda historical prices to predict the future Chiyoda's volatility.| Risk Adjusted Performance | 0.2172 | |||
| Jensen Alpha | 1.65 | |||
| Total Risk Alpha | 1.36 | |||
| Sortino Ratio | 0.4412 | |||
| Treynor Ratio | 719.19 |
Chiyoda 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 | 0.2172 | |||
| Market Risk Adjusted Performance | 719.2 | |||
| Mean Deviation | 4.72 | |||
| Semi Deviation | 2.98 | |||
| Downside Deviation | 3.67 | |||
| Coefficient Of Variation | 379.66 | |||
| Standard Deviation | 6.32 | |||
| Variance | 39.92 | |||
| Information Ratio | 0.256 | |||
| Jensen Alpha | 1.65 | |||
| Total Risk Alpha | 1.36 | |||
| Sortino Ratio | 0.4412 | |||
| Treynor Ratio | 719.19 | |||
| Maximum Drawdown | 33.78 | |||
| Value At Risk | (6.40) | |||
| Potential Upside | 14.35 | |||
| Downside Variance | 13.44 | |||
| Semi Variance | 8.89 | |||
| Expected Short fall | (6.55) | |||
| Skewness | 1.47 | |||
| Kurtosis | 3.08 |
Chiyoda Backtested Returns
Chiyoda is unstable given 3 months investment horizon. Chiyoda secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.39% are justified by taking the suggested risk. Use Chiyoda Risk Adjusted Performance of 0.2172, downside deviation of 3.67, and Mean Deviation of 4.72 to evaluate company specific risk that cannot be diversified away. Chiyoda holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.0023, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chiyoda's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chiyoda is expected to be smaller as well. Use Chiyoda downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Chiyoda.
Auto-correlation | 0.45 |
Average predictability
Chiyoda has average predictability. Overlapping area represents the amount of predictability between Chiyoda 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 Chiyoda price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Chiyoda price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 1.64 |
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Other Information on Investing in Chiyoda Stock
Chiyoda financial ratios help investors to determine whether Chiyoda 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 Chiyoda with respect to the benefits of owning Chiyoda security.