Cochlear Limited Stock Market Value
| CHEOF Stock | USD 202.69 0.73 0.36% |
| Symbol | Cochlear |
Cochlear '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 Cochlear'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 Cochlear.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Cochlear on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Cochlear Limited or generate 0.0% return on investment in Cochlear over 90 days. Cochlear is related to or competes with CochLear, Demant AS, GN Store, Sonova Holding, CSL, Sonova Holding, and Coloplast. Cochlear Limited provides implantable hearing solutions for children and adults worldwide More
Cochlear 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 Cochlear'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 Cochlear Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.85 | |||
| Information Ratio | 0.0523 | |||
| Maximum Drawdown | 16.31 | |||
| Value At Risk | (4.13) | |||
| Potential Upside | 4.84 |
Cochlear Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cochlear's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cochlear's standard deviation. In reality, there are many statistical measures that can use Cochlear historical prices to predict the future Cochlear's volatility.| Risk Adjusted Performance | 0.0903 | |||
| Jensen Alpha | 0.3233 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0255 | |||
| Treynor Ratio | (0.31) |
Cochlear Limited Backtested Returns
Cochlear appears to be very steady, given 3 months investment horizon. Cochlear Limited secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Cochlear Limited, which you can use to evaluate the volatility of the firm. Please makes use of Cochlear's risk adjusted performance of 0.0903, and Mean Deviation of 1.21 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cochlear holds a performance score of 8. The firm shows a Beta (market volatility) of -0.76, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cochlear are expected to decrease at a much lower rate. During the bear market, Cochlear is likely to outperform the market. Please check Cochlear's potential upside, day median price, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Cochlear's price patterns will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Cochlear Limited has virtually no predictability. Overlapping area represents the amount of predictability between Cochlear time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th 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 Cochlear Limited price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Cochlear price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 70.83 |
Cochlear Limited lagged returns against current returns
Autocorrelation, which is Cochlear 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 Cochlear's pink sheet expected returns. We can calculate the autocorrelation of Cochlear returns to help us make a trade decision. For example, suppose you find that Cochlear 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 |
Cochlear 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 Cochlear pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cochlear pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cochlear pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cochlear Lagged Returns
When evaluating Cochlear's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cochlear pink sheet have on its future price. Cochlear 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, Cochlear autocorrelation shows the relationship between Cochlear pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cochlear Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Cochlear Pink Sheet
Cochlear financial ratios help investors to determine whether Cochlear 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 Cochlear with respect to the benefits of owning Cochlear security.