Standard Chartered's market value is the price at which a share of Standard Chartered trades on a public exchange. It measures the collective expectations of Standard Chartered PLC investors about its performance. Standard Chartered is trading at 23.59 as of the 18th of December 2025. This is a 2.25 percent increase since the beginning of the trading day. The stock's lowest day price was 23.11. With this module, you can estimate the performance of a buy and hold strategy of Standard Chartered PLC and determine expected loss or profit from investing in Standard Chartered over a given investment horizon. Check out Standard Chartered Correlation, Standard Chartered Volatility and Standard Chartered Alpha and Beta module to complement your research on Standard Chartered.
Please note, there is a significant difference between Standard Chartered's value and its price as these two are different measures arrived at by different means. Investors typically determine if Standard Chartered is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Standard Chartered'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.
Standard Chartered '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 Standard Chartered'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 Standard Chartered.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Standard Chartered'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 Standard Chartered PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Standard Chartered's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Standard Chartered's standard deviation. In reality, there are many statistical measures that can use Standard Chartered historical prices to predict the future Standard Chartered's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Standard Chartered. Your research has to be compared to or analyzed against Standard Chartered's peers to derive any actionable benefits. When done correctly, Standard Chartered's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Standard Chartered PLC.
Standard Chartered PLC Backtested Returns
Standard Chartered appears to be very steady, given 3 months investment horizon. Standard Chartered PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Standard Chartered PLC, which you can use to evaluate the volatility of the company. Please review Standard Chartered's Risk Adjusted Performance of 0.0979, semi deviation of 1.51, and Coefficient Of Variation of 767.77 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Standard Chartered holds a performance score of 12. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Standard Chartered's returns are expected to increase less than the market. However, during the bear market, the loss of holding Standard Chartered is expected to be smaller as well. Please check Standard Chartered's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Standard Chartered's existing price patterns will revert.
Auto-correlation
0.09
Virtually no predictability
Standard Chartered PLC has virtually no predictability. Overlapping area represents the amount of predictability between Standard Chartered time series from 19th of September 2025 to 3rd of November 2025 and 3rd of November 2025 to 18th 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 Standard Chartered PLC price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Standard Chartered price fluctuation can be explain by its past prices.
Correlation Coefficient
0.09
Spearman Rank Test
0.0
Residual Average
0.0
Price Variance
1.0
Standard Chartered PLC lagged returns against current returns
Autocorrelation, which is Standard Chartered 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 Standard Chartered's pink sheet expected returns. We can calculate the autocorrelation of Standard Chartered returns to help us make a trade decision. For example, suppose you find that Standard Chartered 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
Standard Chartered 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 Standard Chartered pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Standard Chartered pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Standard Chartered pink sheet over time.
Current vs Lagged Prices
Timeline
Standard Chartered Lagged Returns
When evaluating Standard Chartered's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Standard Chartered pink sheet have on its future price. Standard Chartered 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, Standard Chartered autocorrelation shows the relationship between Standard Chartered pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Standard Chartered PLC.
Other Information on Investing in Standard Pink Sheet
Standard Chartered financial ratios help investors to determine whether Standard 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 Standard with respect to the benefits of owning Standard Chartered security.