Iat Automobile (China) Market Value
| 300825 Stock | 12.24 0.12 0.99% |
| Symbol | Iat |
Iat Automobile '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 Iat Automobile's stock 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 Iat Automobile.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in Iat Automobile on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding Iat Automobile Technology or generate 0.0% return on investment in Iat Automobile over 30 days. Iat Automobile is related to or competes with Tibet Huayu, Rongcheer Industrial, Fuzhou Rockchip, Suzhou Industrial, Gem Year, and Ningbo Fujia. More
Iat Automobile 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 Iat Automobile's stock 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 Iat Automobile Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.49 | |||
| Value At Risk | (6.15) | |||
| Potential Upside | 5.31 |
Iat Automobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iat Automobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iat Automobile's standard deviation. In reality, there are many statistical measures that can use Iat Automobile historical prices to predict the future Iat Automobile's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.2883 |
Iat Automobile Technology Backtested Returns
Iat Automobile Technology holds Efficiency (Sharpe) Ratio of -0.0498, which attests that the entity had a -0.0498 % return per unit of risk over the last 3 months. Iat Automobile Technology exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Iat Automobile's Standard Deviation of 3.19, market risk adjusted performance of 0.2983, and Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Iat Automobile are expected to decrease at a much lower rate. During the bear market, Iat Automobile is likely to outperform the market. At this point, Iat Automobile Technology has a negative expected return of -0.16%. Please make sure to check out Iat Automobile's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Iat Automobile Technology performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Iat Automobile Technology has modest reverse predictability. Overlapping area represents the amount of predictability between Iat Automobile time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th 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 Iat Automobile Technology price movement. The serial correlation of -0.48 indicates that about 48.0% of current Iat Automobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Iat Automobile Technology lagged returns against current returns
Autocorrelation, which is Iat Automobile stock'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 Iat Automobile's stock expected returns. We can calculate the autocorrelation of Iat Automobile returns to help us make a trade decision. For example, suppose you find that Iat Automobile has exhibited high autocorrelation historically, and you observe that the stock 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 |
Iat Automobile 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 Iat Automobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iat Automobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iat Automobile stock over time.
Current vs Lagged Prices |
| Timeline |
Iat Automobile Lagged Returns
When evaluating Iat Automobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iat Automobile stock have on its future price. Iat Automobile 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, Iat Automobile autocorrelation shows the relationship between Iat Automobile stock current value and its past values and can show if there is a momentum factor associated with investing in Iat Automobile Technology.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Iat Stock
Iat Automobile financial ratios help investors to determine whether Iat Stock 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 Iat with respect to the benefits of owning Iat Automobile security.