Hutchmed Limited Stock Market Value
| HMDCF Stock | USD 3.66 0.00 0.00% |
| Symbol | HUTCHMED |
HUTCHMED (China) '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 (China)'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 (China).
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in HUTCHMED (China) on November 25, 2025 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 (China) over 30 days. HUTCHMED (China) is related to or competes with Aspen Pharmacare, Sihuan Pharmaceutical, Curaleaf Holdings, Hypera SA, Dermapharm Holding, and Haw ParLtd. HUTCHMED Limited discovers, develops, and commercializes targeted therapeutics and immunotherapies for cancer and immuno... More
HUTCHMED (China) 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 (China)'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 | 0.0835 | |||
| Maximum Drawdown | 14.02 |
HUTCHMED (China) Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HUTCHMED (China)'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HUTCHMED (China)'s standard deviation. In reality, there are many statistical measures that can use HUTCHMED (China) historical prices to predict the future HUTCHMED (China)'s volatility.| Risk Adjusted Performance | 0.0923 | |||
| Jensen Alpha | 0.2018 | |||
| Total Risk Alpha | 0.0589 | |||
| Treynor Ratio | 18.57 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HUTCHMED (China)'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 (China) appears to be somewhat reliable, given 3 months investment horizon. 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. We have found sixteen technical indicators for HUTCHMED Limited, which you can use to evaluate the volatility of the firm. Please utilize HUTCHMED (China)'s risk adjusted performance of 0.0923, and Market Risk Adjusted Performance of 18.58 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HUTCHMED (China) holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.0109, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HUTCHMED (China)'s returns are expected to increase less than the market. However, during the bear market, the loss of holding HUTCHMED (China) is expected to be smaller as well. Please check HUTCHMED (China)'s information ratio, and the relationship between the coefficient of variation and skewness , to make a quick decision on whether HUTCHMED (China)'s current trending patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
HUTCHMED Limited has perfect predictability. Overlapping area represents the amount of predictability between HUTCHMED (China) time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 HUTCHMED Limited price movement. The serial correlation of 1.0 indicates that 100.0% of current HUTCHMED (China) price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
HUTCHMED Limited lagged returns against current returns
Autocorrelation, which is HUTCHMED (China) 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 (China)'s pink sheet expected returns. We can calculate the autocorrelation of HUTCHMED (China) returns to help us make a trade decision. For example, suppose you find that HUTCHMED (China) 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 (China) 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 (China) pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HUTCHMED (China) 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 (China) pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HUTCHMED (China) Lagged Returns
When evaluating HUTCHMED (China)'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HUTCHMED (China) pink sheet have on its future price. HUTCHMED (China) 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 (China) autocorrelation shows the relationship between HUTCHMED (China) 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 |
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Other Information on Investing in HUTCHMED Pink Sheet
HUTCHMED (China) 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 (China) security.