Cspc Pharmaceutical Group Stock Market Value
| CSPCY Stock | USD 5.32 0.03 0.56% |
| Symbol | CSPC |
CSPC Pharmaceutical '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 CSPC Pharmaceutical'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 CSPC Pharmaceutical.
| 05/25/2025 |
| 08/23/2025 |
If you would invest 0.00 in CSPC Pharmaceutical on May 25, 2025 and sell it all today you would earn a total of 0.00 from holding CSPC Pharmaceutical Group or generate 0.0% return on investment in CSPC Pharmaceutical over 90 days. CSPC Pharmaceutical is related to or competes with Sanofi ADR, Organon, GlaxoSmithKline PLC, AstraZeneca PLC, Roche Holding, Novartis, and Merck. CSPC Pharmaceutical Group Limited, an investment holding company, engages in the research and development, manufacture, ... More
CSPC Pharmaceutical 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 CSPC Pharmaceutical'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 CSPC Pharmaceutical Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.56 | |||
| Information Ratio | 0.2046 | |||
| Maximum Drawdown | 25.37 | |||
| Value At Risk | (4.75) | |||
| Potential Upside | 7.68 |
CSPC Pharmaceutical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSPC Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSPC Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use CSPC Pharmaceutical historical prices to predict the future CSPC Pharmaceutical's volatility.| Risk Adjusted Performance | 0.1773 | |||
| Jensen Alpha | 1.06 | |||
| Total Risk Alpha | 0.4238 | |||
| Sortino Ratio | 0.246 | |||
| Treynor Ratio | (1.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CSPC Pharmaceutical's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CSPC Pharmaceutical Backtested Returns
CSPC Pharmaceutical appears to be unstable, given 3 months investment horizon. CSPC Pharmaceutical secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. By analyzing CSPC Pharmaceutical's technical indicators, you can evaluate if the expected return of 0.8% is justified by implied risk. Please makes use of CSPC Pharmaceutical's mean deviation of 3.19, and Risk Adjusted Performance of 0.1773 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CSPC Pharmaceutical holds a performance score of 14. The firm shows a Beta (market volatility) of -0.91, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning CSPC Pharmaceutical are expected to decrease slowly. On the other hand, during market turmoil, CSPC Pharmaceutical is expected to outperform it slightly. Please check CSPC Pharmaceutical's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether CSPC Pharmaceutical's price patterns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
CSPC Pharmaceutical Group has insignificant predictability. Overlapping area represents the amount of predictability between CSPC Pharmaceutical time series from 25th of May 2025 to 9th of July 2025 and 9th of July 2025 to 23rd 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 CSPC Pharmaceutical price movement. The serial correlation of 0.11 indicates that less than 11.0% of current CSPC Pharmaceutical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
CSPC Pharmaceutical lagged returns against current returns
Autocorrelation, which is CSPC Pharmaceutical 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 CSPC Pharmaceutical's pink sheet expected returns. We can calculate the autocorrelation of CSPC Pharmaceutical returns to help us make a trade decision. For example, suppose you find that CSPC Pharmaceutical 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 |
CSPC Pharmaceutical 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 CSPC Pharmaceutical pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSPC Pharmaceutical pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSPC Pharmaceutical pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CSPC Pharmaceutical Lagged Returns
When evaluating CSPC Pharmaceutical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSPC Pharmaceutical pink sheet have on its future price. CSPC Pharmaceutical 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, CSPC Pharmaceutical autocorrelation shows the relationship between CSPC Pharmaceutical pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CSPC Pharmaceutical Group.
Regressed Prices |
| Timeline |
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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 CSPC Pink Sheet Analysis
When running CSPC Pharmaceutical's price analysis, check to measure CSPC Pharmaceutical'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 CSPC Pharmaceutical is operating at the current time. Most of CSPC Pharmaceutical's value examination focuses on studying past and present price action to predict the probability of CSPC Pharmaceutical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CSPC Pharmaceutical's price. Additionally, you may evaluate how the addition of CSPC Pharmaceutical to your portfolios can decrease your overall portfolio volatility.