Chunghwa Telecom Co Ltd (CHT), an SEC filer in Radiotelephone Communications, closed at $42.99, +0.0%, on 2026-08-28, with a return on equity of 9.7%, a net margin of 16.2% and 3-year sales growth of 3.0%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 14.67% | Sharpe | 0.61 |
| Sortino | 0.91 |
| Beta | 0.46 | Correlation | 0.55 |
| Up capture | 37.45% | Down capture | 25.44% |
Relative Value shows 0.29 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −11.03% | Ulcer Index | 4.88 |
| MTD | 0.89% | QTD | −2.87% |
| YTD | 3.07% | Window (ann., 3.0y) | 8.10% |
| Skewness | 0.39 | Excess Kurtosis | 5.30 |
| Omega (θ=0) | 1.11 | Tail Ratio | 0.94 |
| Gain/Pain | 0.11 | Hit Rate | 52.80% |
| Win/Loss | 0.97 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.31% | -2.31% | -1.48% | -2.11% |
| CVaR (ES) | -1.95% | -3.19% | -1.87% | -2.43% |
| VaR (Cornish-Fisher) | — | — | -1.28% | -2.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -11.03% | 2025-08-19 | 2025-12-18 | 2026-06-11 | 85 | 117 |
| -10.44% | 2026-06-16 | 2026-07-10 | ongoing | 16 | — |
| -9.39% | 2024-09-26 | 2025-01-10 | 2025-05-02 | 72 | 77 |
| -6.82% | 2024-06-05 | 2024-07-02 | 2024-08-19 | 18 | 33 |
| -4.76% | 2025-05-05 | 2025-05-08 | 2025-05-22 | 3 | 10 |
| -4.70% | 2024-04-02 | 2024-04-30 | 2024-05-31 | 20 | 22 |
| -4.64% | 2025-07-03 | 2025-07-30 | 2025-08-19 | 18 | 14 |
| -4.08% | 2023-08-29 | 2023-10-27 | 2023-11-20 | 42 | 16 |
| -3.99% | 2023-12-29 | 2024-01-17 | 2024-03-26 | 11 | 48 |
| -2.65% | 2023-12-05 | 2023-12-15 | 2023-12-28 | 8 | 8 |
Worst depth first · lengths in trading days.
