AviChina Industry (Germany) Market Value
| AVT Stock | EUR 0.48 0.02 4.35% |
| Symbol | AviChina |
AviChina Industry '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 AviChina Industry'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 AviChina Industry.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in AviChina Industry on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding AviChina Industry Technology or generate 0.0% return on investment in AviChina Industry over 90 days. AviChina Industry is related to or competes with Japan Steel, BW OFFSHORE, ULTRA CLEAN, MOUNT GIBSON, CVW CLEANTECH, and Tencent Music. AviChina Industry Technology Company Limited, through its subsidiaries, engages in the research, development, manufactur... More
AviChina Industry 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 AviChina Industry'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 AviChina Industry Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.9 | |||
| Information Ratio | 0.0695 | |||
| Maximum Drawdown | 16.42 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 6.82 |
AviChina Industry Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AviChina Industry's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AviChina Industry's standard deviation. In reality, there are many statistical measures that can use AviChina Industry historical prices to predict the future AviChina Industry's volatility.| Risk Adjusted Performance | 0.1126 | |||
| Jensen Alpha | 0.3502 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0579 | |||
| Treynor Ratio | 7.28 |
AviChina Industry Backtested Returns
AviChina Industry appears to be abnormally volatile, given 3 months investment horizon. AviChina Industry secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AviChina Industry Technology, which you can use to evaluate the volatility of the firm. Please makes use of AviChina Industry's Downside Deviation of 3.9, mean deviation of 2.37, and Risk Adjusted Performance of 0.1126 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AviChina Industry holds a performance score of 9. The firm shows a Beta (market volatility) of 0.049, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AviChina Industry's returns are expected to increase less than the market. However, during the bear market, the loss of holding AviChina Industry is expected to be smaller as well. Please check AviChina Industry's coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether AviChina Industry's price patterns will revert.
Auto-correlation | 0.17 |
Very weak predictability
AviChina Industry Technology has very weak predictability. Overlapping area represents the amount of predictability between AviChina Industry time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 AviChina Industry price movement. The serial correlation of 0.17 indicates that over 17.0% of current AviChina Industry price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AviChina Industry lagged returns against current returns
Autocorrelation, which is AviChina Industry 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 AviChina Industry's stock expected returns. We can calculate the autocorrelation of AviChina Industry returns to help us make a trade decision. For example, suppose you find that AviChina Industry 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 |
AviChina Industry 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 AviChina Industry stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AviChina Industry stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AviChina Industry stock over time.
Current vs Lagged Prices |
| Timeline |
AviChina Industry Lagged Returns
When evaluating AviChina Industry's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AviChina Industry stock have on its future price. AviChina Industry 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, AviChina Industry autocorrelation shows the relationship between AviChina Industry stock current value and its past values and can show if there is a momentum factor associated with investing in AviChina Industry Technology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AviChina Stock
AviChina Industry financial ratios help investors to determine whether AviChina 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 AviChina with respect to the benefits of owning AviChina Industry security.