Weichai Power Co Stock Market Value
| WEICF Stock | USD 2.68 0.14 5.51% |
| Symbol | Weichai |
Weichai Power '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 Weichai Power'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 Weichai Power.
| 07/16/2025 |
| 01/12/2026 |
If you would invest 0.00 in Weichai Power on July 16, 2025 and sell it all today you would earn a total of 0.00 from holding Weichai Power Co or generate 0.0% return on investment in Weichai Power over 180 days. Weichai Power is related to or competes with Wartsila Oyj, Mitsubishi Heavy, Atlas Copco, Atlas Copco, Atlas Copco, Atlas Copco, and Mitsubishi Corp. Weichai Power Co., Ltd. manufactures and sells diesel engines, automobiles, and other automobile components in China and... More
Weichai Power 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 Weichai Power'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 Weichai Power Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.47 | |||
| Information Ratio | 0.13 | |||
| Maximum Drawdown | 37.32 | |||
| Value At Risk | (4.42) | |||
| Potential Upside | 5.63 |
Weichai Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Weichai Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Weichai Power's standard deviation. In reality, there are many statistical measures that can use Weichai Power historical prices to predict the future Weichai Power's volatility.| Risk Adjusted Performance | 0.1204 | |||
| Jensen Alpha | 0.7345 | |||
| Total Risk Alpha | 0.1606 | |||
| Sortino Ratio | 0.1715 | |||
| Treynor Ratio | (1.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Weichai Power'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.
Weichai Power Backtested Returns
Weichai Power appears to be very risky, given 3 months investment horizon. Weichai Power shows Sharpe Ratio of 0.15, which attests that the company had a 0.15 % return per unit of risk over the last 3 months. By examining Weichai Power's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please utilize Weichai Power's Downside Deviation of 3.47, mean deviation of 2.54, and Market Risk Adjusted Performance of (1.03) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Weichai Power holds a performance score of 11. The firm maintains a market beta of -0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Weichai Power are expected to decrease at a much lower rate. During the bear market, Weichai Power is likely to outperform the market. Please check Weichai Power's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Weichai Power's historical returns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
Weichai Power Co has modest reverse predictability. Overlapping area represents the amount of predictability between Weichai Power time series from 16th of July 2025 to 14th of October 2025 and 14th of October 2025 to 12th 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 Weichai Power price movement. The serial correlation of -0.48 indicates that about 48.0% of current Weichai Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Weichai Power lagged returns against current returns
Autocorrelation, which is Weichai Power 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 Weichai Power's pink sheet expected returns. We can calculate the autocorrelation of Weichai Power returns to help us make a trade decision. For example, suppose you find that Weichai Power 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 |
Weichai Power 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 Weichai Power pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Weichai Power pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Weichai Power pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Weichai Power Lagged Returns
When evaluating Weichai Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Weichai Power pink sheet have on its future price. Weichai Power 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, Weichai Power autocorrelation shows the relationship between Weichai Power pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Weichai Power Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Weichai Pink Sheet
Weichai Power financial ratios help investors to determine whether Weichai 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 Weichai with respect to the benefits of owning Weichai Power security.