Yue Yuen Industrial Stock Market Value
| YUEIF Stock | USD 2.26 0.00 0.00% |
| Symbol | Yue |
Yue Yuen '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 Yue Yuen'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 Yue Yuen.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Yue Yuen on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Yue Yuen Industrial or generate 0.0% return on investment in Yue Yuen over 30 days. Yue Yuen is related to or competes with Nike, Adidas AG, Deckers Outdoor, On Holding, Puma SE, PUMA SE, and Birkenstock Holding. Yue Yuen Industrial Limited, an investment holding company, engages in manufacturing, marketing, and retailing athletic ... More
Yue Yuen 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 Yue Yuen'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 Yue Yuen Industrial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.32 | |||
| Information Ratio | 0.25 | |||
| Maximum Drawdown | 17.79 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 7.38 |
Yue Yuen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yue Yuen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yue Yuen's standard deviation. In reality, there are many statistical measures that can use Yue Yuen historical prices to predict the future Yue Yuen's volatility.| Risk Adjusted Performance | 0.1924 | |||
| Jensen Alpha | 0.7679 | |||
| Total Risk Alpha | 0.7896 | |||
| Sortino Ratio | 0.2317 | |||
| Treynor Ratio | 0.9197 |
Yue Yuen Industrial Backtested Returns
At this point, Yue Yuen is somewhat reliable. Yue Yuen Industrial shows Sharpe Ratio of 0.0144, which attests that the company had a 0.0144 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Yue Yuen Industrial, which you can use to evaluate the volatility of the company. Please check out Yue Yuen's Downside Deviation of 3.32, mean deviation of 1.85, and Market Risk Adjusted Performance of 0.9297 to validate if the risk estimate we provide is consistent with the expected return of 0.0128%. Yue Yuen has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yue Yuen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yue Yuen is expected to be smaller as well. Yue Yuen Industrial right now maintains a risk of 0.89%. Please check out Yue Yuen Industrial value at risk, and the relationship between the total risk alpha and expected short fall , to decide if Yue Yuen Industrial will be following its historical returns.
Auto-correlation | 1.00 |
Perfect predictability
Yue Yuen Industrial has perfect predictability. Overlapping area represents the amount of predictability between Yue Yuen time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Yue Yuen Industrial price movement. The serial correlation of 1.0 indicates that 100.0% of current Yue Yuen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yue Yuen Industrial lagged returns against current returns
Autocorrelation, which is Yue Yuen 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 Yue Yuen's pink sheet expected returns. We can calculate the autocorrelation of Yue Yuen returns to help us make a trade decision. For example, suppose you find that Yue Yuen 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 |
Yue Yuen 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 Yue Yuen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yue Yuen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yue Yuen pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yue Yuen Lagged Returns
When evaluating Yue Yuen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yue Yuen pink sheet have on its future price. Yue Yuen 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, Yue Yuen autocorrelation shows the relationship between Yue Yuen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yue Yuen Industrial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Yue Pink Sheet
Yue Yuen financial ratios help investors to determine whether Yue 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 Yue with respect to the benefits of owning Yue Yuen security.