China Pharma Holdings Stock Market Value
| CPHI Stock | USD 0.33 0.01 3.13% |
| Symbol | China |
China Pharma Holdings Price To Book Ratio
Is China Pharma's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of China Pharma. If investors know China will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about China Pharma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.91) | Revenue Per Share 2.072 | Quarterly Revenue Growth (0.26) | Return On Assets (0.10) | Return On Equity (0.52) |
The market value of China Pharma Holdings is measured differently than its book value, which is the value of China that is recorded on the company's balance sheet. Investors also form their own opinion of China Pharma's value that differs from its market value or its book value, called intrinsic value, which is China Pharma's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because China Pharma's market value can be influenced by many factors that don't directly affect China Pharma's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between China Pharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if China Pharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, China Pharma's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
China Pharma '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 China Pharma's 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 China Pharma.
| 04/17/2024 |
| 05/17/2024 |
If you would invest 0.00 in China Pharma on April 17, 2024 and sell it all today you would earn a total of 0.00 from holding China Pharma Holdings or generate 0.0% return on investment in China Pharma over 30 days. China Pharma is related to or competes with Universe Pharmaceuticals, Sonoma Pharmaceuticals, Akanda Corp, Alimera Sciences, China SXT, Petros Pharmaceuticals, and Biofrontera. China Pharma Holdings, Inc. develops, manufactures, and markets generic and branded pharmaceutical, and biochemical prod... More
China Pharma 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 China Pharma's 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 China Pharma Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 33.4 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.81 |
China Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Pharma's standard deviation. In reality, there are many statistical measures that can use China Pharma historical prices to predict the future China Pharma's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (1.38) | |||
| Treynor Ratio | (2.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of China Pharma'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.
China Pharma Holdings Backtested Returns
China Pharma Holdings secures Sharpe Ratio (or Efficiency) of -0.0888, which signifies that the company had a -0.0888% return per unit of risk over the last 3 months. China Pharma Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm China Pharma's Risk Adjusted Performance of (0.03), standard deviation of 6.14, and Mean Deviation of 4.3 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, China Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Pharma is expected to be smaller as well. China Pharma Holdings has an expected return of -0.51%. Please make sure to confirm China Pharma Holdings jensen alpha, as well as the relationship between the skewness and day median price , to decide if China Pharma Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
China Pharma Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between China Pharma time series from 17th of April 2024 to 2nd of May 2024 and 2nd of May 2024 to 17th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of China Pharma Holdings price movement. The serial correlation of -0.73 indicates that around 73.0% of current China Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Pharma Holdings lagged returns against current returns
Autocorrelation, which is China Pharma 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 China Pharma's stock expected returns. We can calculate the autocorrelation of China Pharma returns to help us make a trade decision. For example, suppose you find that China Pharma 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 |
China Pharma 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 China Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
China Pharma Lagged Returns
When evaluating China Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Pharma stock have on its future price. China Pharma 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, China Pharma autocorrelation shows the relationship between China Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in China Pharma Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether China Pharma Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of China Pharma's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of China Pharma Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on China Pharma Holdings Stock:Check out China Pharma Correlation, China Pharma Volatility and China Pharma Alpha and Beta module to complement your research on China Pharma. Note that the China Pharma Holdings information on this page should be used as a complementary analysis to other China Pharma's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Complementary Tools for China Stock analysis
When running China Pharma's price analysis, check to measure China Pharma'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 China Pharma is operating at the current time. Most of China Pharma's value examination focuses on studying past and present price action to predict the probability of China Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Pharma's price. Additionally, you may evaluate how the addition of China Pharma to your portfolios can decrease your overall portfolio volatility.
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China Pharma technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.