Hutchmed Limited Stock Market Value
| HMDCF Stock | USD 3.19 0.47 12.84% |
| Symbol | HUTCHMED |
HUTCHMED '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 HUTCHMED'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 HUTCHMED.
| 12/21/2024 |
| 01/15/2026 |
If you would invest 0.00 in HUTCHMED on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding HUTCHMED Limited or generate 0.0% return on investment in HUTCHMED over 390 days. HUTCHMED is related to or competes with Aspen Pharmacare, Sihuan Pharmaceutical, Curaleaf Holdings, Hypera SA, Dermapharm Holding, and Haw Par. HUTCHMED Limited discovers, develops, and commercializes targeted therapeutics and immunotherapies for cancer and immuno... More
HUTCHMED 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 HUTCHMED'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 HUTCHMED Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 12.84 |
HUTCHMED Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HUTCHMED's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HUTCHMED's standard deviation. In reality, there are many statistical measures that can use HUTCHMED historical prices to predict the future HUTCHMED's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HUTCHMED'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.
HUTCHMED Limited Backtested Returns
HUTCHMED Limited holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of volatility over the last 3 months. HUTCHMED Limited exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HUTCHMED's risk adjusted performance of (0.08), and Market Risk Adjusted Performance of (0.48) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HUTCHMED's returns are expected to increase less than the market. However, during the bear market, the loss of holding HUTCHMED is expected to be smaller as well. At this point, HUTCHMED Limited has a negative expected return of -0.21%. Please make sure to check out HUTCHMED's total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and day typical price , to decide if HUTCHMED Limited performance from the past will be repeated at some future point.
Auto-correlation | 0.00 |
No correlation between past and present
HUTCHMED Limited has no correlation between past and present. Overlapping area represents the amount of predictability between HUTCHMED time series from 21st of December 2024 to 4th of July 2025 and 4th of July 2025 to 15th 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 HUTCHMED Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current HUTCHMED price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
HUTCHMED Limited lagged returns against current returns
Autocorrelation, which is HUTCHMED 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 HUTCHMED's pink sheet expected returns. We can calculate the autocorrelation of HUTCHMED returns to help us make a trade decision. For example, suppose you find that HUTCHMED 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 |
HUTCHMED 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 HUTCHMED pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HUTCHMED pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HUTCHMED pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HUTCHMED Lagged Returns
When evaluating HUTCHMED's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HUTCHMED pink sheet have on its future price. HUTCHMED 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, HUTCHMED autocorrelation shows the relationship between HUTCHMED pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HUTCHMED Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HUTCHMED Pink Sheet
HUTCHMED financial ratios help investors to determine whether HUTCHMED 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 HUTCHMED with respect to the benefits of owning HUTCHMED security.