China Foods (Germany) Market Value
| CFH Stock | EUR 0.35 0.01 2.94% |
| 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' 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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in China Foods on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding China Foods Limited or generate 0.0% return on investment in China Foods over 90 days. China Foods is related to or competes with Coca Cola, Coca-Cola European, COCA A, National Beverage, and Embotelladora Andina. 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' 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 Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.42 | |||
| Information Ratio | 0.0173 | |||
| Maximum Drawdown | 17.95 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 6.45 |
China Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Foods' standard deviation. In reality, there are many statistical measures that can use China Foods historical prices to predict the future China Foods' volatility.| Risk Adjusted Performance | 0.0585 | |||
| Jensen Alpha | 0.3788 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0121 | |||
| Treynor Ratio | (0.14) |
China Foods Limited Backtested Returns
At this point, China Foods is out of control. China Foods Limited secures Sharpe Ratio (or Efficiency) of 0.0309, which signifies that the company had a 0.0309 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for China Foods Limited, which you can use to evaluate the volatility of the firm. Please confirm China Foods' Mean Deviation of 2.62, downside deviation of 5.42, and Risk Adjusted Performance of 0.0585 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. China Foods has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -1.4, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning China Foods are expected to decrease by larger amounts. On the other hand, during market turmoil, China Foods is expected to outperform it. China Foods Limited right now shows a risk of 3.83%. Please confirm China Foods Limited information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if China Foods Limited will be following its price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
China Foods Limited has weak reverse predictability. Overlapping area represents the amount of predictability between China Foods 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 China Foods Limited price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current China Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Foods Limited 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' 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' 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 Limited.
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.