Yue Yuen Industrial Stock Market Value
| YUEIY Stock | USD 11.33 0.55 4.63% |
| 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.
| 07/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in Yue Yuen on July 20, 2023 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 510 days. Yue Yuen is related to or competes with Crocs, On Holding, Deckers Outdoor, Adidas AG, and Skechers USA. 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 | 2.99 | |||
| Information Ratio | 0.12 | |||
| Maximum Drawdown | 15.34 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 6.51 |
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 | 0.1213 | |||
| Jensen Alpha | 0.4624 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1345 | |||
| Treynor Ratio | 1.08 |
Yue Yuen Industrial Backtested Returns
Yue Yuen appears to be out of control, given 3 months investment horizon. Yue Yuen Industrial 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 Yue Yuen's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Yue Yuen's Market Risk Adjusted Performance of 1.09, downside deviation of 2.99, and Mean Deviation of 2.57 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yue Yuen holds a performance score of 11. The firm maintains a market beta of 0.48, 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. Please check Yue Yuen's treynor ratio, as well as the relationship between the expected short fall and day typical price , to make a quick decision on whether Yue Yuen's historical returns will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Yue Yuen Industrial has insignificant reverse predictability. Overlapping area represents the amount of predictability between Yue Yuen time series from 20th of July 2023 to 31st of March 2024 and 31st of March 2024 to 11th of December 2024. 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 -0.2 indicates that over 20.0% of current Yue Yuen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.46 |
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 |
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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 Yue Pink Sheet Analysis
When running Yue Yuen's price analysis, check to measure Yue Yuen'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 Yue Yuen is operating at the current time. Most of Yue Yuen's value examination focuses on studying past and present price action to predict the probability of Yue Yuen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yue Yuen's price. Additionally, you may evaluate how the addition of Yue Yuen to your portfolios can decrease your overall portfolio volatility.