China Shenhua Energy Stock Market Value
| CUAEF Stock | USD 5.32 0.00 0.00% |
| Symbol | China |
China Shenhua '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 Shenhua'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 Shenhua.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in China Shenhua on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding China Shenhua Energy or generate 0.0% return on investment in China Shenhua over 90 days. China Shenhua is related to or competes with Royal Energy, Hillcrest Energy, Strathmore Plus, and Baselode Energy. China Shenhua Energy Company Limited and its subsidiaries engage in the production and sales of coal and power railway, ... More
China Shenhua 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 Shenhua'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 Shenhua Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0386 | |||
| Maximum Drawdown | 5.14 |
China Shenhua Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Shenhua's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Shenhua's standard deviation. In reality, there are many statistical measures that can use China Shenhua historical prices to predict the future China Shenhua's volatility.| Risk Adjusted Performance | 0.1121 | |||
| Jensen Alpha | 0.0813 | |||
| Total Risk Alpha | 0.0356 | |||
| Treynor Ratio | 1.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of China Shenhua's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
China Shenhua February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1121 | |||
| Market Risk Adjusted Performance | 1.06 | |||
| Mean Deviation | 0.2306 | |||
| Coefficient Of Variation | 708.6 | |||
| Standard Deviation | 0.6822 | |||
| Variance | 0.4655 | |||
| Information Ratio | 0.0386 | |||
| Jensen Alpha | 0.0813 | |||
| Total Risk Alpha | 0.0356 | |||
| Treynor Ratio | 1.05 | |||
| Maximum Drawdown | 5.14 | |||
| Skewness | 4.72 | |||
| Kurtosis | 25.83 |
China Shenhua Energy Backtested Returns
At this point, China Shenhua is not too volatile. China Shenhua Energy secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for China Shenhua Energy, which you can use to evaluate the volatility of the firm. Please confirm China Shenhua's Risk Adjusted Performance of 0.1121, mean deviation of 0.2306, and Standard Deviation of 0.6822 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. China Shenhua has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0824, which signifies not very significant fluctuations relative to the market. As returns on the market increase, China Shenhua's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Shenhua is expected to be smaller as well. China Shenhua Energy right now shows a risk of 0.71%. Please confirm China Shenhua Energy information ratio, as well as the relationship between the skewness and day median price , to decide if China Shenhua Energy will be following its price patterns.
Auto-correlation | 0.50 |
Modest predictability
China Shenhua Energy has modest predictability. Overlapping area represents the amount of predictability between China Shenhua time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 2026. 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 Shenhua Energy price movement. The serial correlation of 0.5 indicates that about 50.0% of current China Shenhua price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Other Information on Investing in China Pink Sheet
China Shenhua 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 Shenhua security.