China Reinsurance (Germany) Market Value
| C53 Stock | 0.11 0.02 15.38% |
| Symbol | China |
China Reinsurance '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 Reinsurance'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 Reinsurance.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in China Reinsurance on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding China Reinsurance Corp or generate 0.0% return on investment in China Reinsurance over 90 days.
China Reinsurance 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 Reinsurance'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 Reinsurance Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.69 | |||
| Information Ratio | 0.0873 | |||
| Maximum Drawdown | 33.57 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 16.4 |
China Reinsurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Reinsurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Reinsurance's standard deviation. In reality, there are many statistical measures that can use China Reinsurance historical prices to predict the future China Reinsurance's volatility.| Risk Adjusted Performance | 0.0637 | |||
| Jensen Alpha | 0.1683 | |||
| Total Risk Alpha | 1.29 | |||
| Sortino Ratio | 0.0753 | |||
| Treynor Ratio | (0.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of China Reinsurance's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
China Reinsurance Corp Backtested Returns
China Reinsurance appears to be out of control, given 3 months investment horizon. China Reinsurance Corp secures Sharpe Ratio (or Efficiency) of 0.0565, which signifies that the company had a 0.0565 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for China Reinsurance Corp, which you can use to evaluate the volatility of the firm. Please makes use of China Reinsurance's Risk Adjusted Performance of 0.0637, downside deviation of 6.69, and Mean Deviation of 3.02 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, China Reinsurance holds a performance score of 4. The firm shows a Beta (market volatility) of -1.54, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning China Reinsurance are expected to decrease by larger amounts. On the other hand, during market turmoil, China Reinsurance is expected to outperform it. Please check China Reinsurance's sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether China Reinsurance's price patterns will revert.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
China Reinsurance Corp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between China Reinsurance time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th of March 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 Reinsurance Corp price movement. The serial correlation of -0.71 indicates that around 71.0% of current China Reinsurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Reinsurance Corp lagged returns against current returns
Autocorrelation, which is China Reinsurance 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 Reinsurance's stock expected returns. We can calculate the autocorrelation of China Reinsurance returns to help us make a trade decision. For example, suppose you find that China Reinsurance 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 Reinsurance 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 Reinsurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Reinsurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Reinsurance stock over time.
Current vs Lagged Prices |
| Timeline |
China Reinsurance Lagged Returns
When evaluating China Reinsurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Reinsurance stock have on its future price. China Reinsurance 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 Reinsurance autocorrelation shows the relationship between China Reinsurance stock current value and its past values and can show if there is a momentum factor associated with investing in China Reinsurance Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for China Stock Analysis
When running China Reinsurance's price analysis, check to measure China Reinsurance'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 China Reinsurance is operating at the current time. Most of China Reinsurance's value examination focuses on studying past and present price action to predict the probability of China Reinsurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Reinsurance's price. Additionally, you may evaluate how the addition of China Reinsurance to your portfolios can decrease your overall portfolio volatility.