CHINA PACINGRGDR5 (Germany) Market Value
| 75CB Stock | EUR 21.20 0.40 1.85% |
| Symbol | CHINA |
CHINA PACINGRGDR5 '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 PACINGRGDR5'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 PACINGRGDR5.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in CHINA PACINGRGDR5 on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding CHINA PACINGRGDR5 YC1 or generate 0.0% return on investment in CHINA PACINGRGDR5 over 90 days. CHINA PACINGRGDR5 is related to or competes with TITAN MACHINERY, Canadian Utilities, Australian Agricultural, UNITED RENTALS, North American, Tokyu Construction, and GRENKELEASING Dusseldorf. China Pacific Insurance Co., Ltd., together with its subsidiaries, offers insurance products in the Peoples Republic of ... More
CHINA PACINGRGDR5 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 PACINGRGDR5'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 PACINGRGDR5 YC1 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.1355 | |||
| Maximum Drawdown | 10.81 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.79 |
CHINA PACINGRGDR5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHINA PACINGRGDR5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CHINA PACINGRGDR5's standard deviation. In reality, there are many statistical measures that can use CHINA PACINGRGDR5 historical prices to predict the future CHINA PACINGRGDR5's volatility.| Risk Adjusted Performance | 0.2095 | |||
| Jensen Alpha | 0.3745 | |||
| Total Risk Alpha | 0.1232 | |||
| Sortino Ratio | 0.1642 | |||
| Treynor Ratio | (2.75) |
CHINA PACINGRGDR5 YC1 Backtested Returns
CHINA PACINGRGDR5 appears to be very steady, given 3 months investment horizon. CHINA PACINGRGDR5 YC1 secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for CHINA PACINGRGDR5 YC1, which you can use to evaluate the volatility of the firm. Please makes use of CHINA PACINGRGDR5's Risk Adjusted Performance of 0.2095, mean deviation of 1.26, and Semi Deviation of 0.9246 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CHINA PACINGRGDR5 holds a performance score of 16. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CHINA PACINGRGDR5 are expected to decrease at a much lower rate. During the bear market, CHINA PACINGRGDR5 is likely to outperform the market. Please check CHINA PACINGRGDR5's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether CHINA PACINGRGDR5's price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
CHINA PACINGRGDR5 YC1 has very good predictability. Overlapping area represents the amount of predictability between CHINA PACINGRGDR5 time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 PACINGRGDR5 YC1 price movement. The serial correlation of 0.81 indicates that around 81.0% of current CHINA PACINGRGDR5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
CHINA PACINGRGDR5 YC1 lagged returns against current returns
Autocorrelation, which is CHINA PACINGRGDR5 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 PACINGRGDR5's stock expected returns. We can calculate the autocorrelation of CHINA PACINGRGDR5 returns to help us make a trade decision. For example, suppose you find that CHINA PACINGRGDR5 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 |
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CHINA PACINGRGDR5 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 PACINGRGDR5 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CHINA PACINGRGDR5 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CHINA PACINGRGDR5 stock over time.
Current vs Lagged Prices |
| Timeline |
CHINA PACINGRGDR5 Lagged Returns
When evaluating CHINA PACINGRGDR5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CHINA PACINGRGDR5 stock have on its future price. CHINA PACINGRGDR5 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 PACINGRGDR5 autocorrelation shows the relationship between CHINA PACINGRGDR5 stock current value and its past values and can show if there is a momentum factor associated with investing in CHINA PACINGRGDR5 YC1.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in CHINA Stock
CHINA PACINGRGDR5 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 PACINGRGDR5 security.