Citic Securities Co Stock Market Value
| CIIHY Stock | USD 36.25 0.00 0.00% |
| Symbol | CITIC |
CITIC Securities '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 Securities' 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 CITIC Securities.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in CITIC Securities on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding CITIC Securities Co or generate 0.0% return on investment in CITIC Securities over 90 days. CITIC Securities is related to or competes with CITIC Securities, Up Fintech, Circle Internet, PICC Property, China Overseas, China Merchants, and China Mengniu. CITIC Securities Company Limited provides various financial products and services in Mainland China and internationally More
CITIC Securities 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 Securities' 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 CITIC Securities Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.28 | |||
| Information Ratio | 0.1624 | |||
| Maximum Drawdown | 17.15 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 7.81 |
CITIC Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CITIC Securities' standard deviation. In reality, there are many statistical measures that can use CITIC Securities historical prices to predict the future CITIC Securities' volatility.| Risk Adjusted Performance | 0.1695 | |||
| Jensen Alpha | 0.6117 | |||
| Total Risk Alpha | 0.1655 | |||
| Sortino Ratio | 0.1601 | |||
| Treynor Ratio | 2.38 |
CITIC Securities Backtested Returns
CITIC Securities appears to be very steady, given 3 months investment horizon. CITIC Securities secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of volatility over the last 3 months. By reviewing CITIC Securities' technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please makes use of CITIC Securities' mean deviation of 1.9, and Risk Adjusted Performance of 0.1695 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CITIC Securities holds a performance score of 15. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CITIC Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIC Securities is expected to be smaller as well. Please check CITIC Securities' jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to make a quick decision on whether CITIC Securities' price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
CITIC Securities Co has below average predictability. Overlapping area represents the amount of predictability between CITIC Securities 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 CITIC Securities price movement. The serial correlation of 0.36 indicates that just about 36.0% of current CITIC Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 10.5 |
CITIC Securities lagged returns against current returns
Autocorrelation, which is CITIC Securities 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 CITIC Securities' pink sheet expected returns. We can calculate the autocorrelation of CITIC Securities returns to help us make a trade decision. For example, suppose you find that CITIC Securities 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 |
CITIC Securities 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 CITIC Securities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CITIC Securities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CITIC Securities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CITIC Securities Lagged Returns
When evaluating CITIC Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CITIC Securities pink sheet have on its future price. CITIC Securities 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, CITIC Securities autocorrelation shows the relationship between CITIC Securities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CITIC Securities Co.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for CITIC Pink Sheet Analysis
When running CITIC Securities' price analysis, check to measure CITIC Securities' 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 Securities is operating at the current time. Most of CITIC Securities' value examination focuses on studying past and present price action to predict the probability of CITIC Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CITIC Securities' price. Additionally, you may evaluate how the addition of CITIC Securities to your portfolios can decrease your overall portfolio volatility.