Compagnie Financire Richemont Stock Market Value
| CFRHF Stock | USD 170.13 3.13 1.87% |
| Symbol | Compagnie |
Compagnie Financière '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 Compagnie Financière'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 Compagnie Financière.
| 05/24/2025 |
| 08/22/2025 |
If you would invest 0.00 in Compagnie Financière on May 24, 2025 and sell it all today you would earn a total of 0.00 from holding Compagnie Financire Richemont or generate 0.0% return on investment in Compagnie Financière over 90 days. Compagnie Financière is related to or competes with Christian Dior, Kering SA, Prada SpA, Compagnie Financiere, Burberry Group, Swatch Group, and Prada Spa. Compagnie Financire Richemont SA engages in the luxury goods business in Europe, the Middle East, Africa, Asia, and the ... More
Compagnie Financière 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 Compagnie Financière'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 Compagnie Financire Richemont upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.72 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 3.48 |
Compagnie Financière Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Financière's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Financière's standard deviation. In reality, there are many statistical measures that can use Compagnie Financière historical prices to predict the future Compagnie Financière's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.24) |
Compagnie Financière Backtested Returns
Compagnie Financière secures Sharpe Ratio (or Efficiency) of -0.0725, which signifies that the company had a -0.0725 % return per unit of risk over the last 3 months. Compagnie Financire Richemont exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Compagnie Financière's Mean Deviation of 1.36, risk adjusted performance of (0.05), and Standard Deviation of 1.82 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Compagnie Financière's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie Financière is expected to be smaller as well. At this point, Compagnie Financière has a negative expected return of -0.13%. Please make sure to confirm Compagnie Financière's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Compagnie Financière performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Compagnie Financire Richemont has very weak predictability. Overlapping area represents the amount of predictability between Compagnie Financière time series from 24th of May 2025 to 8th of July 2025 and 8th of July 2025 to 22nd of August 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 Compagnie Financière price movement. The serial correlation of 0.16 indicates that over 16.0% of current Compagnie Financière price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 105.27 |
Compagnie Financière lagged returns against current returns
Autocorrelation, which is Compagnie Financière 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 Compagnie Financière's pink sheet expected returns. We can calculate the autocorrelation of Compagnie Financière returns to help us make a trade decision. For example, suppose you find that Compagnie Financière 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 |
Compagnie Financière 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 Compagnie Financière pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Financière pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Financière pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Compagnie Financière Lagged Returns
When evaluating Compagnie Financière's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Financière pink sheet have on its future price. Compagnie Financière 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, Compagnie Financière autocorrelation shows the relationship between Compagnie Financière pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Financire Richemont.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Compagnie Pink Sheet
Compagnie Financière financial ratios help investors to determine whether Compagnie 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 Compagnie with respect to the benefits of owning Compagnie Financière security.