China International (China) Market Value
| 601995 Stock | 36.43 3.31 9.99% |
| Symbol | China |
China International '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 China International'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 China International.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in China International on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding China International Capital or generate 0.0% return on investment in China International over 30 days. China International is related to or competes with Sanbo Hospital, YLZ Information, AVCON Information, SI TECH, and Longmaster Information. More
China International 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 China International'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 China International Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.14 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 2.68 |
China International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China International's standard deviation. In reality, there are many statistical measures that can use China International historical prices to predict the future China International's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.2228 |
China International Backtested Returns
At this point, China International is very steady. China International secures Sharpe Ratio (or Efficiency) of 0.0327, which signifies that the company had a 0.0327 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for China International Capital, which you can use to evaluate the volatility of the firm. Please confirm China International's Mean Deviation of 1.14, standard deviation of 1.56, and Risk Adjusted Performance of (0.03) to double-check if the risk estimate we provide is consistent with the expected return of 0.0669%. China International has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning China International are expected to decrease at a much lower rate. During the bear market, China International is likely to outperform the market. China International right now shows a risk of 2.04%. Please confirm China International mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if China International will be following its price patterns.
Auto-correlation | 0.73 |
Good predictability
China International Capital has good predictability. Overlapping area represents the amount of predictability between China International 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 China International price movement. The serial correlation of 0.73 indicates that around 73.0% of current China International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
China International lagged returns against current returns
Autocorrelation, which is China International 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 China International's stock expected returns. We can calculate the autocorrelation of China International returns to help us make a trade decision. For example, suppose you find that China International 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 |
China International 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 China International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China International stock over time.
Current vs Lagged Prices |
| Timeline |
China International Lagged Returns
When evaluating China International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China International stock have on its future price. China International 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, China International autocorrelation shows the relationship between China International stock current value and its past values and can show if there is a momentum factor associated with investing in China International Capital.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Stock
China International financial ratios help investors to determine whether China 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 China with respect to the benefits of owning China International security.