Chartwell Retirement Residences Stock Market Value
| CWSRF Stock | USD 12.99 0.13 1.01% |
| Symbol | Chartwell |
Chartwell Retirement '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 Chartwell Retirement'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 Chartwell Retirement.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Chartwell Retirement on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Chartwell Retirement Residences or generate 0.0% return on investment in Chartwell Retirement over 90 days. Chartwell Retirement is related to or competes with Artis REIT, Boardwalk Real, Community Healthcare, Global Medical, Healthcare Realty, Medical Properties, and Omega Healthcare. Chartwell is an unincorporated, open-ended real estate trust which indirectly owns and operates a complete range of seni... More
Chartwell Retirement 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 Chartwell Retirement'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 Chartwell Retirement Residences upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.38 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.19 |
Chartwell Retirement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chartwell Retirement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chartwell Retirement's standard deviation. In reality, there are many statistical measures that can use Chartwell Retirement historical prices to predict the future Chartwell Retirement's volatility.| Risk Adjusted Performance | 0.0331 | |||
| Jensen Alpha | 0.0608 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.18) |
Chartwell Retirement Backtested Returns
At this point, Chartwell Retirement is not too volatile. Chartwell Retirement secures Sharpe Ratio (or Efficiency) of 0.0504, which signifies that the company had a 0.0504 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Chartwell Retirement Residences, which you can use to evaluate the volatility of the firm. Please confirm Chartwell Retirement's risk adjusted performance of 0.0331, and Mean Deviation of 0.7976 to double-check if the risk estimate we provide is consistent with the expected return of 0.0668%. Chartwell Retirement has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Chartwell Retirement are expected to decrease at a much lower rate. During the bear market, Chartwell Retirement is likely to outperform the market. Chartwell Retirement right now shows a risk of 1.33%. Please confirm Chartwell Retirement coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Chartwell Retirement will be following its price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Chartwell Retirement Residences has poor reverse predictability. Overlapping area represents the amount of predictability between Chartwell Retirement time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Chartwell Retirement price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Chartwell Retirement price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Chartwell Retirement lagged returns against current returns
Autocorrelation, which is Chartwell Retirement 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 Chartwell Retirement's pink sheet expected returns. We can calculate the autocorrelation of Chartwell Retirement returns to help us make a trade decision. For example, suppose you find that Chartwell Retirement 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 |
Chartwell Retirement 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 Chartwell Retirement pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chartwell Retirement pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chartwell Retirement pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Chartwell Retirement Lagged Returns
When evaluating Chartwell Retirement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chartwell Retirement pink sheet have on its future price. Chartwell Retirement 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, Chartwell Retirement autocorrelation shows the relationship between Chartwell Retirement pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Chartwell Retirement Residences.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Chartwell Pink Sheet
Chartwell Retirement financial ratios help investors to determine whether Chartwell 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 Chartwell with respect to the benefits of owning Chartwell Retirement security.