China Aircraft Leasing Pink Sheet Volatility
| CFRLF Pink Sheet | USD 0.64 0.00 0.00% |
Sharpe Ratio = 0.0
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China Aircraft Leasing (CFRLF) operates as a public company with notable risk indicators data points. Based on monthly moving averages, the stock is not performing at its full potential.
Key indicators related to China Aircraft's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Pink Sheet Volatility Analysis
China Aircraft pink sheet volatility is a key input for most investment risk models. When China Aircraft's volatility is elevated, prices swing by several percentage points in a single session. Understanding China Aircraft volatility quantifies the risk of holding China Aircraft's pink sheet. These price changes indicate the level of risk and return variability associated with China Aircraft's.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of China Aircraft Leasing's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Based on a 90-day horizon, China Aircraft has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and China Aircraft do not appear to be reactive.China Aircraft combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. China Aircraft Leasing (CFRLF) operates as a public company with notable key financial metrics data points.
Predicted Return Distribution |
| Density |
What Drives China Aircraft's Price Volatility?
Industry Dynamics
Competitive pressure, margin shifts, or structural changes in the Industrials sector can alter China Aircraft's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for China Aircraft.China Aircraft's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in China Aircraft's stock.Pink Sheet Return Volatility
Volatility for China Aircraft quantifies the day-to-day dispersion of pink sheet returns around their historical average. The company carries 0.0% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.924% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Headline performance for China Aircraft Pink Sheet may not fully reflect how the business compares across its competitive set. Risk-adjusted metrics help compare China Aircraft's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AYAG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TSMTF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ITEPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ICHHF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VRRM | 1.48 | -0.47 | 0.00 | -1.11 | 0.00 | 2.56 | 16.23 | |||
| SILDF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BPOSF | 1.87 | -0.92 | 0.00 | 0.53 | 0.00 | 0.00 | 60.67 | |||
| IGPPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MRLWF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| KMAAF | 0.54 | -0.17 | 0.00 | -12.76 | 0.00 | 0.00 | 17.33 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for China Aircraft identifies whether current dispersion is elevated, compressed, or transitioning between states. Elevated volatility regimes increase the cost of hedging and widen the range of expected outcomes. China Aircraft has a market cap of 517.11 million, P/E of 10.18, ROE of 3.48%.
China Aircraft Leasing values are built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that China Aircraft Leasing is less volatile than Dow Jones Industrial by approximately 0.0x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 0% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.China Aircraft Leasing exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward fluctuation with elevated hype risk. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View China Aircraft probability analysis.
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China Aircraft Suggested Diversification Pairs
Pair trading with China Aircraft hedges company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. China Aircraft's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing China Aircraft's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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