Chiba Bank Ltd Stock Market Value

CHBAY Stock  USD 37.68  0.00  0.00%   
Chiba Bank's market value is the price at which a share of Chiba Bank trades on a public exchange. It measures the collective expectations of Chiba Bank Ltd investors about its performance. Chiba Bank is trading at 37.68 as of the 5th of December 2024; that is No Change since the beginning of the trading day. The stock's open price was 37.68.
With this module, you can estimate the performance of a buy and hold strategy of Chiba Bank Ltd and determine expected loss or profit from investing in Chiba Bank over a given investment horizon. Check out Chiba Bank Correlation, Chiba Bank Volatility and Chiba Bank Alpha and Beta module to complement your research on Chiba Bank.
Symbol

Please note, there is a significant difference between Chiba Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chiba Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chiba Bank'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.

Chiba Bank '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 Chiba Bank'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 Chiba Bank.
0.00
10/12/2023
No Change 0.00  0.0 
In 1 year 1 month and 24 days
12/05/2024
0.00
If you would invest  0.00  in Chiba Bank on October 12, 2023 and sell it all today you would earn a total of 0.00 from holding Chiba Bank Ltd or generate 0.0% return on investment in Chiba Bank over 420 days. Chiba Bank is related to or competes with First Hawaiian, Central Pacific, Territorial Bancorp, Comerica, Bank of Hawaii, Lloyds Banking, and Zions Bancorporation. The Chiba Bank, Ltd., together with its subsidiaries, provides banking products and services in Japan and internationall... More

Chiba Bank 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 Chiba Bank'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 Chiba Bank Ltd upside and downside potential and time the market with a certain degree of confidence.

Chiba Bank Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Chiba Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chiba Bank's standard deviation. In reality, there are many statistical measures that can use Chiba Bank historical prices to predict the future Chiba Bank's volatility.
Hype
Prediction
LowEstimatedHigh
36.6937.6838.67
Details
Intrinsic
Valuation
LowRealHigh
37.0238.0139.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Chiba Bank. Your research has to be compared to or analyzed against Chiba Bank's peers to derive any actionable benefits. When done correctly, Chiba Bank'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 Chiba Bank.

Chiba Bank Backtested Returns

At this stage we consider Chiba Pink Sheet to be very steady. Chiba Bank secures Sharpe Ratio (or Efficiency) of 0.0324, which signifies that the company had a 0.0324% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Chiba Bank Ltd, which you can use to evaluate the volatility of the firm. Please confirm Chiba Bank's Mean Deviation of 0.2075, standard deviation of 0.964, and Risk Adjusted Performance of 0.0257 to double-check if the risk estimate we provide is consistent with the expected return of 0.0319%. Chiba Bank has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0557, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chiba Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chiba Bank is expected to be smaller as well. Chiba Bank right now shows a risk of 0.99%. Please confirm Chiba Bank coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day typical price , to decide if Chiba Bank will be following its price patterns.

Auto-correlation

    
  0.26  

Poor predictability

Chiba Bank Ltd has poor predictability. Overlapping area represents the amount of predictability between Chiba Bank time series from 12th of October 2023 to 9th of May 2024 and 9th of May 2024 to 5th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chiba Bank price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Chiba Bank price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test0.61
Residual Average0.0
Price Variance0.36

Chiba Bank lagged returns against current returns

Autocorrelation, which is Chiba Bank 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 Chiba Bank's pink sheet expected returns. We can calculate the autocorrelation of Chiba Bank returns to help us make a trade decision. For example, suppose you find that Chiba Bank 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  

Chiba Bank 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 Chiba Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chiba Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chiba Bank pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

Chiba Bank Lagged Returns

When evaluating Chiba Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chiba Bank pink sheet have on its future price. Chiba Bank 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, Chiba Bank autocorrelation shows the relationship between Chiba Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Chiba Bank Ltd.
   Regressed Prices   
       Timeline  

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Additional Tools for Chiba Pink Sheet Analysis

When running Chiba Bank's price analysis, check to measure Chiba Bank'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 Chiba Bank is operating at the current time. Most of Chiba Bank's value examination focuses on studying past and present price action to predict the probability of Chiba Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chiba Bank's price. Additionally, you may evaluate how the addition of Chiba Bank to your portfolios can decrease your overall portfolio volatility.