Cheviot Financial Corp Stock Market Value
| CHEV Stock | 5.00 0.09 1.77% |
| Symbol | Cheviot |
Cheviot Financial '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 Cheviot Financial'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 Cheviot Financial.
| 09/03/2025 |
| 12/02/2025 |
If you would invest 0.00 in Cheviot Financial on September 3, 2025 and sell it all today you would earn a total of 0.00 from holding Cheviot Financial Corp or generate 0.0% return on investment in Cheviot Financial over 90 days. Cheviot Financial is related to or competes with Waste Management, Algonquin Power, National Rural, and United Utilities. Cheviot Financial Corporation operates as the holding company for Cheviot Savings Bank that offer various banking solutions and services. More
Cheviot Financial 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 Cheviot Financial'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 Cheviot Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 8.14 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.49 |
Cheviot Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cheviot Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cheviot Financial's standard deviation. In reality, there are many statistical measures that can use Cheviot Financial historical prices to predict the future Cheviot Financial's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (1.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cheviot Financial'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.
Cheviot Financial Corp Backtested Returns
Cheviot Financial Corp secures Sharpe Ratio (or Efficiency) of -0.0456, which signifies that the company had a -0.0456 % return per unit of standard deviation over the last 3 months. Cheviot Financial Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cheviot Financial's mean deviation of 0.7751, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.046, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cheviot Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cheviot Financial is expected to be smaller as well. At this point, Cheviot Financial Corp has a negative expected return of -0.0623%. Please make sure to confirm Cheviot Financial's jensen alpha, as well as the relationship between the skewness and day median price , to decide if Cheviot Financial Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Cheviot Financial Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cheviot Financial time series from 3rd of September 2025 to 18th of October 2025 and 18th of October 2025 to 2nd of December 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 Cheviot Financial Corp price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Cheviot Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Cheviot Financial Corp lagged returns against current returns
Autocorrelation, which is Cheviot Financial 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 Cheviot Financial's pink sheet expected returns. We can calculate the autocorrelation of Cheviot Financial returns to help us make a trade decision. For example, suppose you find that Cheviot Financial 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 |
Cheviot Financial 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 Cheviot Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cheviot Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cheviot Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cheviot Financial Lagged Returns
When evaluating Cheviot Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cheviot Financial pink sheet have on its future price. Cheviot Financial 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, Cheviot Financial autocorrelation shows the relationship between Cheviot Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cheviot Financial Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Cheviot Pink Sheet Analysis
When running Cheviot Financial's price analysis, check to measure Cheviot Financial'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 Cheviot Financial is operating at the current time. Most of Cheviot Financial's value examination focuses on studying past and present price action to predict the probability of Cheviot Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cheviot Financial's price. Additionally, you may evaluate how the addition of Cheviot Financial to your portfolios can decrease your overall portfolio volatility.