Tsingtao Brewery Stock Market Value
| TSGTF Stock | USD 6.52 0.39 6.36% |
| Symbol | Tsingtao |
Tsingtao Brewery '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 Tsingtao Brewery'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 Tsingtao Brewery.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Tsingtao Brewery on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Tsingtao Brewery or generate 0.0% return on investment in Tsingtao Brewery over 90 days. Tsingtao Brewery is related to or competes with China Resources, China Resources, Kirin Holdings, Budweiser Brewing, Suntory Beverage, Coca Cola, and Jernimo Martins. Tsingtao Brewery Company Limited, together with its subsidiaries, engages in the production, distribution, wholesale, an... More
Tsingtao Brewery 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 Tsingtao Brewery'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 Tsingtao Brewery upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.74 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.11 | |||
| Value At Risk | (6.58) | |||
| Potential Upside | 6.27 |
Tsingtao Brewery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tsingtao Brewery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tsingtao Brewery's standard deviation. In reality, there are many statistical measures that can use Tsingtao Brewery historical prices to predict the future Tsingtao Brewery's volatility.| Risk Adjusted Performance | 0.0202 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0512 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tsingtao Brewery'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.
Tsingtao Brewery January 23, 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 | 0.0202 | |||
| Market Risk Adjusted Performance | 0.0612 | |||
| Mean Deviation | 1.73 | |||
| Semi Deviation | 2.41 | |||
| Downside Deviation | 4.74 | |||
| Coefficient Of Variation | 5822.28 | |||
| Standard Deviation | 3.01 | |||
| Variance | 9.04 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0512 | |||
| Maximum Drawdown | 15.11 | |||
| Value At Risk | (6.58) | |||
| Potential Upside | 6.27 | |||
| Downside Variance | 22.45 | |||
| Semi Variance | 5.78 | |||
| Expected Short fall | (3.86) | |||
| Skewness | (0.09) | |||
| Kurtosis | 1.41 |
Tsingtao Brewery Backtested Returns
Tsingtao Brewery owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0252, which indicates the firm had a -0.0252 % return per unit of risk over the last 3 months. Tsingtao Brewery exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tsingtao Brewery's Semi Deviation of 2.41, coefficient of variation of 5822.28, and Risk Adjusted Performance of 0.0202 to confirm the risk estimate we provide. The entity has a beta of 0.81, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tsingtao Brewery's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tsingtao Brewery is expected to be smaller as well. At this point, Tsingtao Brewery has a negative expected return of -0.0691%. Please make sure to validate Tsingtao Brewery's treynor ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Tsingtao Brewery performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Tsingtao Brewery has virtually no predictability. Overlapping area represents the amount of predictability between Tsingtao Brewery time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Tsingtao Brewery price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Tsingtao Brewery price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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Other Information on Investing in Tsingtao Pink Sheet
Tsingtao Brewery financial ratios help investors to determine whether Tsingtao 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 Tsingtao with respect to the benefits of owning Tsingtao Brewery security.