New China (Germany) Market Value
| NCL Stock | EUR 6.75 0.15 2.27% |
| Symbol | New |
New 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 New China's stock 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 New China.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in New China on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding New China Life or generate 0.0% return on investment in New China over 30 days. New China is related to or competes with CAREER EDUCATION, Perdoceo Education, Adtalem Global, IDP EDUCATION, Easy Software, and ACCSYS TECHPLC. New China Life Insurance Company Ltd. provides life insurance products and services to individuals and institutions in t... More
New 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 New China's stock 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 New China Life upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.15 | |||
| Information Ratio | 0.1091 | |||
| Maximum Drawdown | 19.58 | |||
| Value At Risk | (5.29) | |||
| Potential Upside | 6.61 |
New China Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for New China's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as New China's standard deviation. In reality, there are many statistical measures that can use New China historical prices to predict the future New China's volatility.| Risk Adjusted Performance | 0.1029 | |||
| Jensen Alpha | 0.4406 | |||
| Total Risk Alpha | 0.0135 | |||
| Sortino Ratio | 0.1251 | |||
| Treynor Ratio | 0.9966 |
New China Life Backtested Returns
New China appears to be slightly risky, given 3 months investment horizon. New China Life has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for New China, which you can use to evaluate the volatility of the firm. Please exercise New China's Mean Deviation of 2.58, risk adjusted performance of 0.1029, and Downside Deviation of 3.15 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, New China holds a performance score of 11. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, New China's returns are expected to increase less than the market. However, during the bear market, the loss of holding New China is expected to be smaller as well. Please check New China's semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to make a quick decision on whether New China's current price movements will revert.
Auto-correlation | 0.66 |
Good predictability
New China Life has good predictability. Overlapping area represents the amount of predictability between New China time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 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 New China Life price movement. The serial correlation of 0.66 indicates that around 66.0% of current New China price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
New China Life lagged returns against current returns
Autocorrelation, which is New China stock'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 New China's stock expected returns. We can calculate the autocorrelation of New China returns to help us make a trade decision. For example, suppose you find that New China has exhibited high autocorrelation historically, and you observe that the stock 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 |
New 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 New China stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if New China stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in New China stock over time.
Current vs Lagged Prices |
| Timeline |
New China Lagged Returns
When evaluating New China's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of New China stock have on its future price. New 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, New China autocorrelation shows the relationship between New China stock current value and its past values and can show if there is a momentum factor associated with investing in New China Life.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in New Stock
New China financial ratios help investors to determine whether New Stock 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 New with respect to the benefits of owning New China security.