China Feihe Limited Stock Market Value
| CHFLF Stock | USD 0.65 0.08 10.96% |
| Symbol | China |
China Feihe '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 Feihe'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 Feihe.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in China Feihe on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding China Feihe Limited or generate 0.0% return on investment in China Feihe over 510 days. China Feihe is related to or competes with WH Group, BG Foods, JBS SA, Marfrig Global, Bridgford Foods, Central Garden, and Bellring Brands. China Feihe Limited, an investment holding company, produces and sells infant milk formula products in Mainland China an... More
China Feihe 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 Feihe'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 Feihe Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1584 | |||
| Maximum Drawdown | 88.17 | |||
| Potential Upside | 6.67 |
China Feihe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Feihe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Feihe's standard deviation. In reality, there are many statistical measures that can use China Feihe historical prices to predict the future China Feihe's volatility.| Risk Adjusted Performance | 0.138 | |||
| Jensen Alpha | 2.23 | |||
| Total Risk Alpha | 0.1598 | |||
| Treynor Ratio | (4.70) |
China Feihe Limited Backtested Returns
China Feihe is out of control given 3 months investment horizon. China Feihe Limited 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 break down and interpolate twenty different technical indicators, which can help you to evaluate if expected returns of 2.29% are justified by taking the suggested risk. Use China Feihe Standard Deviation of 12.98, risk adjusted performance of 0.138, and Mean Deviation of 5.12 to evaluate company specific risk that cannot be diversified away. China Feihe holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning China Feihe are expected to decrease at a much lower rate. During the bear market, China Feihe is likely to outperform the market. Use China Feihe information ratio and the relationship between the potential upside and day typical price , to analyze future returns on China Feihe.
Auto-correlation | -0.3 |
Weak reverse predictability
China Feihe Limited has weak reverse predictability. Overlapping area represents the amount of predictability between China Feihe 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 China Feihe Limited price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current China Feihe price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
China Feihe Limited lagged returns against current returns
Autocorrelation, which is China Feihe 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 Feihe's pink sheet expected returns. We can calculate the autocorrelation of China Feihe returns to help us make a trade decision. For example, suppose you find that China Feihe 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 Feihe 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 Feihe pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Feihe 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 Feihe pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Feihe Lagged Returns
When evaluating China Feihe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Feihe pink sheet have on its future price. China Feihe 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 Feihe autocorrelation shows the relationship between China Feihe pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Feihe Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Pink Sheet
China Feihe financial ratios help investors to determine whether China Pink Sheet 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 China with respect to the benefits of owning China Feihe security.