Vanfund Urban (China) Market Value
| 000638 Stock | 5.45 0.08 1.49% |
| Symbol | Vanfund |
Vanfund Urban '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 Vanfund Urban'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 Vanfund Urban.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Vanfund Urban on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Vanfund Urban Investment or generate 0.0% return on investment in Vanfund Urban over 510 days. Vanfund Urban is related to or competes with HaiXin Foods, Juewei Food, Touchstone International, Jiajia Food, Ligao Foods, and Nanjing Medlander. Vanfund Urban is entity of China. It is traded as Stock on SHE exchange. More
Vanfund Urban 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 Vanfund Urban'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 Vanfund Urban Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.25 | |||
| Information Ratio | 0.1565 | |||
| Maximum Drawdown | 18.86 | |||
| Value At Risk | (4.38) | |||
| Potential Upside | 6.42 |
Vanfund Urban Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanfund Urban's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanfund Urban's standard deviation. In reality, there are many statistical measures that can use Vanfund Urban historical prices to predict the future Vanfund Urban's volatility.| Risk Adjusted Performance | 0.1552 | |||
| Jensen Alpha | 0.7862 | |||
| Total Risk Alpha | 0.123 | |||
| Sortino Ratio | 0.1705 | |||
| Treynor Ratio | (0.71) |
Vanfund Urban Investment Backtested Returns
Vanfund Urban appears to be relatively risky, given 3 months investment horizon. Vanfund Urban Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23% return per unit of risk over the last 3 months. By inspecting Vanfund Urban's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please review Vanfund Urban's Coefficient Of Variation of 518.76, semi deviation of 2.96, and Risk Adjusted Performance of 0.1552 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vanfund Urban holds a performance score of 18. The entity has a beta of -0.95, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Vanfund Urban are expected to decrease slowly. On the other hand, during market turmoil, Vanfund Urban is expected to outperform it slightly. Please check Vanfund Urban's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Vanfund Urban's existing price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
Vanfund Urban Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Vanfund Urban time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 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 Vanfund Urban Investment price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Vanfund Urban price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.73 |
Vanfund Urban Investment lagged returns against current returns
Autocorrelation, which is Vanfund Urban 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 Vanfund Urban's stock expected returns. We can calculate the autocorrelation of Vanfund Urban returns to help us make a trade decision. For example, suppose you find that Vanfund Urban 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 |
Vanfund Urban 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 Vanfund Urban stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanfund Urban stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanfund Urban stock over time.
Current vs Lagged Prices |
| Timeline |
Vanfund Urban Lagged Returns
When evaluating Vanfund Urban's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanfund Urban stock have on its future price. Vanfund Urban 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, Vanfund Urban autocorrelation shows the relationship between Vanfund Urban stock current value and its past values and can show if there is a momentum factor associated with investing in Vanfund Urban Investment.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanfund Stock
Vanfund Urban financial ratios help investors to determine whether Vanfund Stock 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 Vanfund with respect to the benefits of owning Vanfund Urban security.