CITIC (Germany) Technical Analysis
| CPF Stock | EUR 1.31 0.01 0.76% |
As of the 25th of February, CITIC shows the risk adjusted performance of 0.008, and Mean Deviation of 1.38. CITIC Limited technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm CITIC Limited information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if CITIC Limited is priced favorably, providing market reflects its regular price of 1.31 per share.
CITIC Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as CITIC, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CITICCITIC |
CITIC '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 CITIC'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 CITIC.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in CITIC on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding CITIC Limited or generate 0.0% return on investment in CITIC over 90 days. CITIC is related to or competes with BANK MANDIRI, PT Bank, BANK MANDIRI, BANK MANDIRI, BK NEGARA, PT Bank, and BK NEGARA. CITIC Limited operates in the financial services, resources and energy, manufacturing, engineering contracting, and real... More
CITIC 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 CITIC'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 CITIC Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.81 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 3.03 |
CITIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CITIC's standard deviation. In reality, there are many statistical measures that can use CITIC historical prices to predict the future CITIC's volatility.| Risk Adjusted Performance | 0.008 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.01) |
CITIC February 25, 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 | 0.008 | |||
| Market Risk Adjusted Performance | 1.0E-4 | |||
| Mean Deviation | 1.38 | |||
| Semi Deviation | 1.63 | |||
| Downside Deviation | 2.11 | |||
| Coefficient Of Variation | 35946.65 | |||
| Standard Deviation | 1.84 | |||
| Variance | 3.38 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 9.81 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 3.03 | |||
| Downside Variance | 4.44 | |||
| Semi Variance | 2.66 | |||
| Expected Short fall | (1.83) | |||
| Skewness | 0.1455 | |||
| Kurtosis | 0.2885 |
CITIC Limited Backtested Returns
CITIC Limited secures Sharpe Ratio (or Efficiency) of -0.0106, which signifies that the company had a -0.0106 % return per unit of volatility over the last 3 months. CITIC Limited exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CITIC's risk adjusted performance of 0.008, and Mean Deviation of 1.38 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CITIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIC is expected to be smaller as well. At this point, CITIC Limited has a negative expected return of -0.0201%. Please make sure to confirm CITIC's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if CITIC Limited performance from the past will be repeated in the future.
Auto-correlation | 0.15 |
Insignificant predictability
CITIC Limited has insignificant predictability. Overlapping area represents the amount of predictability between CITIC time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 CITIC Limited price movement. The serial correlation of 0.15 indicates that less than 15.0% of current CITIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CITIC technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
CITIC Limited Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Normalized Average True Range is used to analyze tradable apportunities for CITIC Limited across different markets.
About CITIC Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of CITIC Limited on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of CITIC Limited based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on CITIC Limited price pattern first instead of the macroeconomic environment surrounding CITIC Limited. By analyzing CITIC's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of CITIC's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to CITIC specific price patterns or momentum indicators. Please read more on our technical analysis page.
CITIC February 25, 2026 Technical Indicators
Most technical analysis of CITIC help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for CITIC from various momentum indicators to cycle indicators. When you analyze CITIC charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.008 | |||
| Market Risk Adjusted Performance | 1.0E-4 | |||
| Mean Deviation | 1.38 | |||
| Semi Deviation | 1.63 | |||
| Downside Deviation | 2.11 | |||
| Coefficient Of Variation | 35946.65 | |||
| Standard Deviation | 1.84 | |||
| Variance | 3.38 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 9.81 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 3.03 | |||
| Downside Variance | 4.44 | |||
| Semi Variance | 2.66 | |||
| Expected Short fall | (1.83) | |||
| Skewness | 0.1455 | |||
| Kurtosis | 0.2885 |
CITIC February 25, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as CITIC stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 1.31 | ||
| Day Typical Price | 1.31 | ||
| Price Action Indicator | (0.01) |
Complementary Tools for CITIC Stock analysis
When running CITIC's price analysis, check to measure CITIC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CITIC is operating at the current time. Most of CITIC's value examination focuses on studying past and present price action to predict the probability of CITIC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CITIC's price. Additionally, you may evaluate how the addition of CITIC to your portfolios can decrease your overall portfolio volatility.
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