Metallurgical Of Stock Market Value
| MLLUY Stock | USD 5.41 0.02 0.37% |
| Symbol | Metallurgicalof |
Metallurgicalof China '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 Metallurgicalof China'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 Metallurgicalof China.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Metallurgicalof China on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Metallurgical of or generate 0.0% return on investment in Metallurgicalof China over 180 days. Metallurgicalof China is related to or competes with Skanska AB, Skanska AB, Strabag SE, Taisei, Eiffage SA, ANA Holdings, and Obayashi. Metallurgical Corporation of China Ltd., together with its subsidiaries, engages in the engineering contracting, propert... More
Metallurgicalof China 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 Metallurgicalof China'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 Metallurgical of upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 17.02 |
Metallurgicalof China Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metallurgicalof China's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metallurgicalof China's standard deviation. In reality, there are many statistical measures that can use Metallurgicalof China historical prices to predict the future Metallurgicalof China's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Metallurgicalof China'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.
Metallurgicalof China Backtested Returns
Metallurgicalof China has Sharpe Ratio of -0.0686, which conveys that the firm had a -0.0686 % return per unit of risk over the last 3 months. Metallurgicalof China exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Metallurgicalof China's Risk Adjusted Performance of (0.04), standard deviation of 1.74, and Mean Deviation of 0.4141 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Metallurgicalof China's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metallurgicalof China is expected to be smaller as well. At this point, Metallurgicalof China has a negative expected return of -0.12%. Please make sure to verify Metallurgicalof China's total risk alpha and day typical price , to decide if Metallurgicalof China performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Metallurgical of has very good reverse predictability. Overlapping area represents the amount of predictability between Metallurgicalof China time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Metallurgicalof China price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Metallurgicalof China price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Metallurgicalof China lagged returns against current returns
Autocorrelation, which is Metallurgicalof China 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 Metallurgicalof China's pink sheet expected returns. We can calculate the autocorrelation of Metallurgicalof China returns to help us make a trade decision. For example, suppose you find that Metallurgicalof China 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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Metallurgicalof China 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 Metallurgicalof China pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metallurgicalof China pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metallurgicalof China pink sheet over time.
Current vs Lagged Prices |
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Metallurgicalof China Lagged Returns
When evaluating Metallurgicalof China's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metallurgicalof China pink sheet have on its future price. Metallurgicalof China 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, Metallurgicalof China autocorrelation shows the relationship between Metallurgicalof China pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Metallurgical of.
Regressed Prices |
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Also Currently Popular
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 Metallurgicalof Pink Sheet Analysis
When running Metallurgicalof China's price analysis, check to measure Metallurgicalof China'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 Metallurgicalof China is operating at the current time. Most of Metallurgicalof China's value examination focuses on studying past and present price action to predict the probability of Metallurgicalof China's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metallurgicalof China's price. Additionally, you may evaluate how the addition of Metallurgicalof China to your portfolios can decrease your overall portfolio volatility.