China Vanke Co Stock Market Value
| CHVKY Stock | USD 0.36 0.02 5.88% |
| Symbol | China |
China Vanke '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 Vanke'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 Vanke.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in China Vanke on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding China Vanke Co or generate 0.0% return on investment in China Vanke over 30 days. China Vanke is related to or competes with Agile Group, and China Resources. China Vanke Co., Ltd., together with its subsidiaries, engages in the development and sale of properties in the Mainland... More
China Vanke 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 Vanke'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 Vanke Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.7 | |||
| Information Ratio | 0.0769 | |||
| Maximum Drawdown | 90.17 | |||
| Value At Risk | (13.73) | |||
| Potential Upside | 26.32 |
China Vanke Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Vanke's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Vanke's standard deviation. In reality, there are many statistical measures that can use China Vanke historical prices to predict the future China Vanke's volatility.| Risk Adjusted Performance | 0.0757 | |||
| Jensen Alpha | 1.3 | |||
| Total Risk Alpha | (0.90) | |||
| Sortino Ratio | 0.0534 | |||
| Treynor Ratio | (0.72) |
China Vanke Backtested Returns
China Vanke is out of control given 3 months investment horizon. China Vanke secures Sharpe Ratio (or Efficiency) of 0.0968, which signifies that the company had a 0.0968% return per unit of risk over the last 3 months. We were able to collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use China Vanke Mean Deviation of 6.94, risk adjusted performance of 0.0757, and Downside Deviation of 18.7 to evaluate company specific risk that cannot be diversified away. China Vanke holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.55, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning China Vanke are expected to decrease by larger amounts. On the other hand, during market turmoil, China Vanke is expected to outperform it. Use China Vanke sortino ratio, as well as the relationship between the semi variance and day median price , to analyze future returns on China Vanke.
Auto-correlation | -0.42 |
Modest reverse predictability
China Vanke Co has modest reverse predictability. Overlapping area represents the amount of predictability between China Vanke time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Vanke price movement. The serial correlation of -0.42 indicates that just about 42.0% of current China Vanke price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
China Vanke lagged returns against current returns
Autocorrelation, which is China Vanke 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 Vanke's pink sheet expected returns. We can calculate the autocorrelation of China Vanke returns to help us make a trade decision. For example, suppose you find that China Vanke 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 Vanke 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 Vanke pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Vanke 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 Vanke pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Vanke Lagged Returns
When evaluating China Vanke's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Vanke pink sheet have on its future price. China Vanke 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 Vanke autocorrelation shows the relationship between China Vanke pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Vanke Co.
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 China Pink Sheet Analysis
When running China Vanke's price analysis, check to measure China Vanke'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 Vanke is operating at the current time. Most of China Vanke's value examination focuses on studying past and present price action to predict the probability of China Vanke'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 Vanke's price. Additionally, you may evaluate how the addition of China Vanke to your portfolios can decrease your overall portfolio volatility.