China Longyuan Power Stock Market Value
| CLPXY Stock | USD 8.85 0.12 1.37% |
| Symbol | China |
China Longyuan '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 Longyuan's pink sheet 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 Longyuan.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in China Longyuan on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding China Longyuan Power or generate 0.0% return on investment in China Longyuan over 90 days. China Longyuan is related to or competes with Mass Megawat. China Longyuan Power Group Corporation Limited generates and sells wind and coal power in the Peoples Republic of China More
China Longyuan 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 Longyuan's pink sheet 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 Longyuan Power upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0246 | |||
| Maximum Drawdown | 11.18 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 3.73 |
China Longyuan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Longyuan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Longyuan's standard deviation. In reality, there are many statistical measures that can use China Longyuan historical prices to predict the future China Longyuan's volatility.| Risk Adjusted Performance | 0.0902 | |||
| Jensen Alpha | 0.1351 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.023 | |||
| Treynor Ratio | 0.498 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of China Longyuan'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 Longyuan Power Backtested Returns
China Longyuan appears to be somewhat reliable, given 3 months investment horizon. China Longyuan Power secures Sharpe Ratio (or Efficiency) of 0.0966, which signifies that the company had a 0.0966 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for China Longyuan Power, which you can use to evaluate the volatility of the firm. Please makes use of China Longyuan's Downside Deviation of 2.28, mean deviation of 1.49, and Risk Adjusted Performance of 0.0902 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, China Longyuan holds a performance score of 7. The firm shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, China Longyuan's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Longyuan is expected to be smaller as well. Please check China Longyuan's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether China Longyuan's price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
China Longyuan Power has modest predictability. Overlapping area represents the amount of predictability between China Longyuan time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Longyuan Power price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current China Longyuan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
China Longyuan Power lagged returns against current returns
Autocorrelation, which is China Longyuan pink sheet'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 Longyuan's pink sheet expected returns. We can calculate the autocorrelation of China Longyuan returns to help us make a trade decision. For example, suppose you find that China Longyuan has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Longyuan 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 Longyuan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Longyuan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Longyuan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Longyuan Lagged Returns
When evaluating China Longyuan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Longyuan pink sheet have on its future price. China Longyuan 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 Longyuan autocorrelation shows the relationship between China Longyuan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Longyuan Power.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for China Pink Sheet Analysis
When running China Longyuan's price analysis, check to measure China Longyuan'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 Longyuan is operating at the current time. Most of China Longyuan's value examination focuses on studying past and present price action to predict the probability of China Longyuan'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 Longyuan's price. Additionally, you may evaluate how the addition of China Longyuan to your portfolios can decrease your overall portfolio volatility.