Yulong Eco Materials Stock Market Value
| YECO Stock | USD 0.08 0.00 0.00% |
| Symbol | Yulong |
Yulong Eco-Materials '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 Yulong Eco-Materials' 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 Yulong Eco-Materials.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Yulong Eco-Materials on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Yulong Eco Materials or generate 0.0% return on investment in Yulong Eco-Materials over 30 days. Yulong Eco-Materials is related to or competes with Intact Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Sydbank A/S, AmTrust Financial, and AmTrust Financial. EV Biologics, Inc., a biotechnology company, engages in the commercial development of extracellular vesicles as biologic... More
Yulong Eco-Materials 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 Yulong Eco-Materials' 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 Yulong Eco Materials upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 42.46 | |||
| Value At Risk | (4.71) |
Yulong Eco-Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yulong Eco-Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yulong Eco-Materials' standard deviation. In reality, there are many statistical measures that can use Yulong Eco-Materials historical prices to predict the future Yulong Eco-Materials' volatility.| Risk Adjusted Performance | 0.0064 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yulong Eco-Materials' 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.
Yulong Eco Materials Backtested Returns
Yulong Eco Materials shows Sharpe Ratio of -0.041, which attests that the company had a -0.041 % return per unit of risk over the last 3 months. Yulong Eco Materials exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yulong Eco-Materials' Mean Deviation of 1.27, standard deviation of 4.43, and Market Risk Adjusted Performance of (0.16) to validate the risk estimate we provide. The firm maintains a market beta of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yulong Eco-Materials' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yulong Eco-Materials is expected to be smaller as well. At this point, Yulong Eco Materials has a negative expected return of -0.18%. Please make sure to check out Yulong Eco-Materials' jensen alpha and rate of daily change , to decide if Yulong Eco Materials performance from the past will be repeated at some point in the near future.
Auto-correlation | Huge |
Perfect predictability
Yulong Eco Materials has perfect predictability. Overlapping area represents the amount of predictability between Yulong Eco-Materials time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Yulong Eco Materials price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Yulong Eco-Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yulong Eco Materials lagged returns against current returns
Autocorrelation, which is Yulong Eco-Materials 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 Yulong Eco-Materials' pink sheet expected returns. We can calculate the autocorrelation of Yulong Eco-Materials returns to help us make a trade decision. For example, suppose you find that Yulong Eco-Materials 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 |
Yulong Eco-Materials 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 Yulong Eco-Materials pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yulong Eco-Materials pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yulong Eco-Materials pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yulong Eco-Materials Lagged Returns
When evaluating Yulong Eco-Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yulong Eco-Materials pink sheet have on its future price. Yulong Eco-Materials 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, Yulong Eco-Materials autocorrelation shows the relationship between Yulong Eco-Materials pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yulong Eco Materials.
Regressed Prices |
| Timeline |
Pair Trading with Yulong Eco-Materials
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Yulong Eco-Materials position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Yulong Eco-Materials will appreciate offsetting losses from the drop in the long position's value.Moving against Yulong Pink Sheet
| 0.59 | GWW | WW Grainger | PairCorr |
| 0.53 | 26442TAG2 | US26442TAG22 | PairCorr |
| 0.52 | ALVLF | Big Ridge Gold | PairCorr |
| 0.48 | TSLA | Tesla Inc Sell-off Trend | PairCorr |
| 0.43 | ZPTA | Zapata Computing Holdings Tech Boost | PairCorr |
The ability to find closely correlated positions to Yulong Eco-Materials could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Yulong Eco-Materials when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Yulong Eco-Materials - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Yulong Eco Materials to buy it.
The correlation of Yulong Eco-Materials is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Yulong Eco-Materials moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Yulong Eco Materials moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Yulong Eco-Materials can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Yulong Pink Sheet
Yulong Eco-Materials financial ratios help investors to determine whether Yulong 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 Yulong with respect to the benefits of owning Yulong Eco-Materials security.