Beijing Capital International Stock Market Value
| BJCHY Stock | USD 2.00 0.38 23.46% |
| Symbol | Beijing |
Beijing Capital '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 Beijing Capital'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 Beijing Capital.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Beijing Capital on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Beijing Capital International or generate 0.0% return on investment in Beijing Capital over 720 days. Beijing Capital is related to or competes with Norwegian Air, Wizz Air, Aegean Airlines, Landis+Gyr Group, El Al, Pagegroup PLC, and Guangshen Railway. Beijing Capital International Airport Company Limited engages in the aeronautical and non-aeronautical businesses at the... More
Beijing Capital 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 Beijing Capital'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 Beijing Capital International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.46 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 43.25 | |||
| Value At Risk | (6.38) | |||
| Potential Upside | 2.5 |
Beijing Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beijing Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beijing Capital's standard deviation. In reality, there are many statistical measures that can use Beijing Capital historical prices to predict the future Beijing Capital's volatility.| Risk Adjusted Performance | 0.0184 | |||
| Jensen Alpha | 0.059 | |||
| Total Risk Alpha | (0.55) | |||
| Sortino Ratio | (0.0006) | |||
| Treynor Ratio | 0.5018 |
Beijing Capital Inte Backtested Returns
Beijing Capital appears to be extremely dangerous, given 3 months investment horizon. Beijing Capital Inte secures Sharpe Ratio (or Efficiency) of 0.0684, which signifies that the company had a 0.0684 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Beijing Capital International, which you can use to evaluate the volatility of the firm. Please makes use of Beijing Capital's Mean Deviation of 1.92, downside deviation of 10.46, and Risk Adjusted Performance of 0.0184 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Beijing Capital holds a performance score of 5. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beijing Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beijing Capital is expected to be smaller as well. Please check Beijing Capital's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Beijing Capital's price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Beijing Capital International has weak reverse predictability. Overlapping area represents the amount of predictability between Beijing Capital time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th 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 Beijing Capital Inte price movement. The serial correlation of -0.24 indicates that over 24.0% of current Beijing Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Beijing Capital Inte lagged returns against current returns
Autocorrelation, which is Beijing Capital 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 Beijing Capital's pink sheet expected returns. We can calculate the autocorrelation of Beijing Capital returns to help us make a trade decision. For example, suppose you find that Beijing Capital 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 |
Beijing Capital 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 Beijing Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beijing Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beijing Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Beijing Capital Lagged Returns
When evaluating Beijing Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beijing Capital pink sheet have on its future price. Beijing Capital 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, Beijing Capital autocorrelation shows the relationship between Beijing Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Beijing Capital International.
Regressed Prices |
| Timeline |
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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.Additional Tools for Beijing Pink Sheet Analysis
When running Beijing Capital's price analysis, check to measure Beijing Capital'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 Beijing Capital is operating at the current time. Most of Beijing Capital's value examination focuses on studying past and present price action to predict the probability of Beijing Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Beijing Capital's price. Additionally, you may evaluate how the addition of Beijing Capital to your portfolios can decrease your overall portfolio volatility.