CHINA FOODS (Germany) Market Value
| CFH0 Stock | EUR 6.05 0.15 2.54% |
| Symbol | CHINA |
CHINA FOODS '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 FOODS'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 FOODS.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in CHINA FOODS on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding CHINA FOODS UNSPADR20 or generate 0.0% return on investment in CHINA FOODS over 90 days. CHINA FOODS is related to or competes with PennyMac Mortgage, Japan Asia, SWISS WATER, ALLFUNDS GROUP, AGNC INVESTMENT, PennantPark Investment, and Luckin Coffee. China Foods Limited, an investment holding company, manufactures, distributes, markets, and sells Coca-Cola series produ... More
CHINA FOODS 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 FOODS'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 FOODS UNSPADR20 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.97 | |||
| Information Ratio | 0.1128 | |||
| Maximum Drawdown | 10.96 | |||
| Value At Risk | (4.10) | |||
| Potential Upside | 3.57 |
CHINA FOODS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHINA FOODS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CHINA FOODS's standard deviation. In reality, there are many statistical measures that can use CHINA FOODS historical prices to predict the future CHINA FOODS's volatility.| Risk Adjusted Performance | 0.0689 | |||
| Jensen Alpha | 0.1471 | |||
| Total Risk Alpha | 0.4656 | |||
| Sortino Ratio | 0.0918 | |||
| Treynor Ratio | (1.10) |
CHINA FOODS UNSPADR20 Backtested Returns
At this point, CHINA FOODS is somewhat reliable. CHINA FOODS UNSPADR20 secures Sharpe Ratio (or Efficiency) of 0.0706, which signifies that the company had a 0.0706 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for CHINA FOODS UNSPADR20, which you can use to evaluate the volatility of the firm. Please confirm CHINA FOODS's Risk Adjusted Performance of 0.0689, mean deviation of 1.87, and Semi Deviation of 2.23 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. CHINA FOODS has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CHINA FOODS are expected to decrease at a much lower rate. During the bear market, CHINA FOODS is likely to outperform the market. CHINA FOODS UNSPADR20 at this time shows a risk of 2.41%. Please confirm CHINA FOODS UNSPADR20 downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if CHINA FOODS UNSPADR20 will be following its price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
CHINA FOODS UNSPADR20 has virtually no predictability. Overlapping area represents the amount of predictability between CHINA FOODS time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 FOODS UNSPADR20 price movement. The serial correlation of 0.07 indicates that barely 7.0% of current CHINA FOODS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
CHINA FOODS UNSPADR20 lagged returns against current returns
Autocorrelation, which is CHINA FOODS 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 FOODS's stock expected returns. We can calculate the autocorrelation of CHINA FOODS returns to help us make a trade decision. For example, suppose you find that CHINA FOODS 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 FOODS 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 FOODS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CHINA FOODS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CHINA FOODS stock over time.
Current vs Lagged Prices |
| Timeline |
CHINA FOODS Lagged Returns
When evaluating CHINA FOODS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CHINA FOODS stock have on its future price. CHINA FOODS 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 FOODS autocorrelation shows the relationship between CHINA FOODS stock current value and its past values and can show if there is a momentum factor associated with investing in CHINA FOODS UNSPADR20.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CHINA Stock
CHINA FOODS 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 FOODS security.