Chimeric Therapeutics (Australia) Market Value
| CHM Stock | 0.01 0 16.67% |
| Symbol | Chimeric |
Chimeric Therapeutics '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 Chimeric Therapeutics' stock 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 Chimeric Therapeutics.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Chimeric Therapeutics on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Chimeric Therapeutics or generate 0.0% return on investment in Chimeric Therapeutics over 90 days. Chimeric Therapeutics is related to or competes with Betr Entertainment, Kip Mcgrath, Mirrabooka Investments, Arn Media, Steamships Trading, and Acorn Capital. Chimeric Therapeutics is entity of Australia More
Chimeric Therapeutics 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 Chimeric Therapeutics' stock 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 Chimeric Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.26 | |||
| Information Ratio | 0.0772 | |||
| Maximum Drawdown | 97.5 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 22.22 |
Chimeric Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chimeric Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chimeric Therapeutics' standard deviation. In reality, there are many statistical measures that can use Chimeric Therapeutics historical prices to predict the future Chimeric Therapeutics' volatility.| Risk Adjusted Performance | 0.0912 | |||
| Jensen Alpha | 1.13 | |||
| Total Risk Alpha | (0.71) | |||
| Sortino Ratio | 0.0601 | |||
| Treynor Ratio | 3.95 |
Chimeric Therapeutics Backtested Returns
Chimeric Therapeutics is out of control given 3 months investment horizon. Chimeric Therapeutics secures Sharpe Ratio (or Efficiency) of 0.0747, which signifies that the company had a 0.0747 % return per unit of risk over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.0% are justified by taking the suggested risk. Use Chimeric Therapeutics Mean Deviation of 8.2, risk adjusted performance of 0.0912, and Downside Deviation of 17.26 to evaluate company specific risk that cannot be diversified away. Chimeric Therapeutics holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chimeric Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Chimeric Therapeutics is expected to be smaller as well. Use Chimeric Therapeutics downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Chimeric Therapeutics.
Auto-correlation | -0.44 |
Modest reverse predictability
Chimeric Therapeutics has modest reverse predictability. Overlapping area represents the amount of predictability between Chimeric Therapeutics time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Chimeric Therapeutics price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Chimeric Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Chimeric Therapeutics lagged returns against current returns
Autocorrelation, which is Chimeric Therapeutics stock'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 Chimeric Therapeutics' stock expected returns. We can calculate the autocorrelation of Chimeric Therapeutics returns to help us make a trade decision. For example, suppose you find that Chimeric Therapeutics has exhibited high autocorrelation historically, and you observe that the stock 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 |
Chimeric Therapeutics 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 Chimeric Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chimeric Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chimeric Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Chimeric Therapeutics Lagged Returns
When evaluating Chimeric Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chimeric Therapeutics stock have on its future price. Chimeric Therapeutics 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, Chimeric Therapeutics autocorrelation shows the relationship between Chimeric Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Chimeric Therapeutics.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Chimeric Stock Analysis
When running Chimeric Therapeutics' price analysis, check to measure Chimeric Therapeutics' 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 Chimeric Therapeutics is operating at the current time. Most of Chimeric Therapeutics' value examination focuses on studying past and present price action to predict the probability of Chimeric Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chimeric Therapeutics' price. Additionally, you may evaluate how the addition of Chimeric Therapeutics to your portfolios can decrease your overall portfolio volatility.