China Auto Logistics Stock Market Value
| CALIQ Stock | USD 0.0001 0.00 0.00% |
| Symbol | China |
China Auto '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 China Auto'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 China Auto.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in China Auto on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding China Auto Logistics or generate 0.0% return on investment in China Auto over 570 days. China Auto is related to or competes with First Hydrogen, Margo Caribe, IFabric Corp, PARKSON Retail, Boss Holdings, Parks America, and Goodfood Market. China Auto Logistics Inc., together with its subsidiaries, sells and trades in imported automobiles in the Peoples Repub... More
China Auto 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 China Auto'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 China Auto Logistics upside and downside potential and time the market with a certain degree of confidence.
China Auto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Auto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Auto's standard deviation. In reality, there are many statistical measures that can use China Auto historical prices to predict the future China Auto's volatility.China Auto Logistics Backtested Returns
China Auto is out of control given 3 months investment horizon. China Auto Logistics secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We were able to collect and analyze data for six different technical indicators, which can help you to evaluate if expected returns of 30.16% are justified by taking the suggested risk. Use China Auto Day Median Price of 1.0E-4, daily balance of power of 9.2 T, and Price Action Indicator of 1.0E-4 to evaluate company specific risk that cannot be diversified away. China Auto holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and China Auto are completely uncorrelated. Use China Auto rate of daily change , to analyze future returns on China Auto.
Auto-correlation | -0.57 |
Good reverse predictability
China Auto Logistics has good reverse predictability. Overlapping area represents the amount of predictability between China Auto time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 China Auto Logistics price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current China Auto price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Auto Logistics lagged returns against current returns
Autocorrelation, which is China Auto 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 China Auto's pink sheet expected returns. We can calculate the autocorrelation of China Auto returns to help us make a trade decision. For example, suppose you find that China Auto 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 |
China Auto 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 China Auto pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Auto pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Auto pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Auto Lagged Returns
When evaluating China Auto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Auto pink sheet have on its future price. China Auto 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, China Auto autocorrelation shows the relationship between China Auto pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Auto Logistics.
Regressed Prices |
| Timeline |
Pair Trading with China Auto
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if China Auto position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in China Auto will appreciate offsetting losses from the drop in the long position's value.Moving against China Pink Sheet
The ability to find closely correlated positions to China Auto could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace China Auto when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back China Auto - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling China Auto Logistics to buy it.
The correlation of China Auto is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as China Auto moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if China Auto Logistics moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for China Auto can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for China Pink Sheet Analysis
When running China Auto's price analysis, check to measure China Auto'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 China Auto is operating at the current time. Most of China Auto's value examination focuses on studying past and present price action to predict the probability of China Auto's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Auto's price. Additionally, you may evaluate how the addition of China Auto to your portfolios can decrease your overall portfolio volatility.