Shun Tak's market value is the price at which a share of Shun Tak trades on a public exchange. It measures the collective expectations of Shun Tak Holdings investors about its performance. Shun Tak is trading at 0.085 as of the 25th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.085. With this module, you can estimate the performance of a buy and hold strategy of Shun Tak Holdings and determine expected loss or profit from investing in Shun Tak over a given investment horizon. Check out Shun Tak Correlation, Shun Tak Volatility and Shun Tak Alpha and Beta module to complement your research on Shun Tak.
Please note, there is a significant difference between Shun Tak's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shun Tak is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shun Tak's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Shun Tak '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 Shun Tak'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 Shun Tak.
0.00
06/28/2025
No Change 0.00
0.0
In 5 months and 30 days
12/25/2025
0.00
If you would invest 0.00 in Shun Tak on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Shun Tak Holdings or generate 0.0% return on investment in Shun Tak over 180 days. Shun Tak is related to or competes with Tokyu Fudosan, Tokyo Tatemono, Frasers Property, Aedifica, Lend Lease, Lend Lease, and Hang Lung. Shun Tak Holdings Limited, an investment holding company, engages in property, transportation, hospitality, and investme... More
Shun Tak 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 Shun Tak'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 Shun Tak Holdings upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shun Tak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shun Tak's standard deviation. In reality, there are many statistical measures that can use Shun Tak historical prices to predict the future Shun Tak's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Shun Tak. Your research has to be compared to or analyzed against Shun Tak's peers to derive any actionable benefits. When done correctly, Shun Tak's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Shun Tak Holdings.
Shun Tak Holdings Backtested Returns
Shun Tak Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.062, which indicates the firm had a -0.062 % return per unit of risk over the last 3 months. Shun Tak Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Shun Tak's Variance of 4.17, coefficient of variation of (1,650), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of -0.0029, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shun Tak are expected to decrease at a much lower rate. During the bear market, Shun Tak is likely to outperform the market. At this point, Shun Tak Holdings has a negative expected return of -0.13%. Please make sure to validate Shun Tak's variance, as well as the relationship between the skewness and day typical price , to decide if Shun Tak Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.82
Excellent reverse predictability
Shun Tak Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between Shun Tak time series from 28th of June 2025 to 26th of September 2025 and 26th of September 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 Shun Tak Holdings price movement. The serial correlation of -0.82 indicates that around 82.0% of current Shun Tak price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.82
Spearman Rank Test
-0.43
Residual Average
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Price Variance
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Shun Tak Holdings lagged returns against current returns
Autocorrelation, which is Shun Tak 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 Shun Tak's pink sheet expected returns. We can calculate the autocorrelation of Shun Tak returns to help us make a trade decision. For example, suppose you find that Shun Tak 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
Shun Tak 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 Shun Tak pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shun Tak pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shun Tak pink sheet over time.
Current vs Lagged Prices
Timeline
Shun Tak Lagged Returns
When evaluating Shun Tak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shun Tak pink sheet have on its future price. Shun Tak 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, Shun Tak autocorrelation shows the relationship between Shun Tak pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shun Tak Holdings.
Shun Tak financial ratios help investors to determine whether Shun 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 Shun with respect to the benefits of owning Shun Tak security.