China Feihe's market value is the price at which a share of China Feihe trades on a public exchange. It measures the collective expectations of China Feihe Limited investors about its performance. China Feihe is trading at 0.62 as of the 1st of February 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.62. With this module, you can estimate the performance of a buy and hold strategy of China Feihe Limited and determine expected loss or profit from investing in China Feihe over a given investment horizon. Check out China Feihe Correlation, China Feihe Volatility and China Feihe Alpha and Beta module to complement your research on China Feihe.
Please note, there is a significant difference between China Feihe's value and its price as these two are different measures arrived at by different means. Investors typically determine if China Feihe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, China Feihe's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
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01/02/2025
No Change 0.00
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In 31 days
02/01/2025
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If you would invest 0.00 in China Feihe on January 2, 2025 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 30 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.
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.
China Feihe Limited secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. China Feihe Limited exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm China Feihe's Mean Deviation of 1.31, standard deviation of 4.15, and insignificant Risk Adjusted Performance to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.47, 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. At this point, China Feihe Limited has a negative expected return of -0.42%. Please make sure to confirm China Feihe's information ratio, as well as the relationship between the value at risk and rate of daily change , to decide if China Feihe Limited performance from the past will be repeated at some point in the near future.
Auto-correlation
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No correlation between past and present
China Feihe Limited has no correlation between past and present. Overlapping area represents the amount of predictability between China Feihe time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Feihe Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current China Feihe price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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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
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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
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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.
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.