China Rare Earth Stock Market Value
| CREQF Stock | USD 0.05 0.01 16.67% |
| Symbol | China |
China Rare '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 Rare'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 Rare.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in China Rare on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding China Rare Earth or generate 0.0% return on investment in China Rare over 720 days. China Rare is related to or competes with South Star, and Mundoro Capital. China Rare Earth Holdings Limited, an investment holding company, engages in manufacturing and selling rare earth produc... More
China Rare 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 Rare'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 Rare Earth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1735 | |||
| Maximum Drawdown | 266.67 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 33.33 |
China Rare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Rare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Rare's standard deviation. In reality, there are many statistical measures that can use China Rare historical prices to predict the future China Rare's volatility.| Risk Adjusted Performance | 0.1461 | |||
| Jensen Alpha | 6.55 | |||
| Total Risk Alpha | 0.6041 | |||
| Treynor Ratio | (0.55) |
China Rare Earth Backtested Returns
China Rare is out of control given 3 months investment horizon. China Rare Earth secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We were able to break down and collect data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 5.46% are justified by taking the suggested risk. Use China Rare Standard Deviation of 30.26, risk adjusted performance of 0.1461, and Mean Deviation of 13.19 to evaluate company specific risk that cannot be diversified away. China Rare holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -9.82, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning China Rare are expected to decrease by larger amounts. On the other hand, during market turmoil, China Rare is expected to outperform it. Use China Rare total risk alpha and the relationship between the skewness and relative strength index , to analyze future returns on China Rare.
Auto-correlation | -0.1 |
Very weak reverse predictability
China Rare Earth has very weak reverse predictability. Overlapping area represents the amount of predictability between China Rare time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Rare Earth price movement. The serial correlation of -0.1 indicates that less than 10.0% of current China Rare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Rare Earth lagged returns against current returns
Autocorrelation, which is China Rare 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 Rare's pink sheet expected returns. We can calculate the autocorrelation of China Rare returns to help us make a trade decision. For example, suppose you find that China Rare 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 Rare 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 Rare pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Rare 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 Rare pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Rare Lagged Returns
When evaluating China Rare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Rare pink sheet have on its future price. China Rare 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 Rare autocorrelation shows the relationship between China Rare pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Rare Earth.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Pink Sheet
China Rare 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 Rare security.