Vatti Corp (China) Market Value
| 002035 Stock | 7.47 0.01 0.13% |
| Symbol | Vatti |
Vatti Corp '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 Vatti Corp'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 Vatti Corp.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in Vatti Corp on January 7, 2023 and sell it all today you would earn a total of 0.00 from holding Vatti Corp or generate 0.0% return on investment in Vatti Corp over 720 days. Vatti Corp is related to or competes with Industrial, Kweichow Moutai, Agricultural Bank, China Mobile, China Construction, PetroChina, and Bank of China. Vatti Corp is entity of China. It is traded as Stock on SHE exchange. More
Vatti Corp 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 Vatti Corp'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 Vatti Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | 0.075 | |||
| Maximum Drawdown | 17.23 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 5.06 |
Vatti Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vatti Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vatti Corp's standard deviation. In reality, there are many statistical measures that can use Vatti Corp historical prices to predict the future Vatti Corp's volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 0.228 | |||
| Total Risk Alpha | 0.1008 | |||
| Sortino Ratio | 0.083 | |||
| Treynor Ratio | 0.4274 |
Vatti Corp Backtested Returns
Vatti Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0316, which indicates the firm had a -0.0316% return per unit of risk over the last 3 months. Vatti Corp exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vatti Corp's Semi Deviation of 2.33, risk adjusted performance of 0.0818, and Coefficient Of Variation of 1064.23 to confirm the risk estimate we provide. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vatti Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vatti Corp is expected to be smaller as well. At this point, Vatti Corp has a negative expected return of -0.0813%. Please make sure to validate Vatti Corp's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Vatti Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Vatti Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Vatti Corp time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 2024 to 27th of December 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 Vatti Corp price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Vatti Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
Vatti Corp lagged returns against current returns
Autocorrelation, which is Vatti Corp 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 Vatti Corp's stock expected returns. We can calculate the autocorrelation of Vatti Corp returns to help us make a trade decision. For example, suppose you find that Vatti Corp 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 |
Vatti Corp 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 Vatti Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vatti Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vatti Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Vatti Corp Lagged Returns
When evaluating Vatti Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vatti Corp stock have on its future price. Vatti Corp 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, Vatti Corp autocorrelation shows the relationship between Vatti Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Vatti Corp.
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 Vatti Stock
Vatti Corp financial ratios help investors to determine whether Vatti 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 Vatti with respect to the benefits of owning Vatti Corp security.