MAANSHAN IRON (Germany) Market Value
| YM9A Stock | 0.22 0.01 4.76% |
| Symbol | MAANSHAN |
MAANSHAN IRON '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 MAANSHAN IRON'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 MAANSHAN IRON.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in MAANSHAN IRON on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding MAANSHAN IRON H or generate 0.0% return on investment in MAANSHAN IRON over 90 days. MAANSHAN IRON is related to or competes with REVO INSURANCE, Dairy Farm, Sterling Construction, North American, Goosehead Insurance, Selective Insurance, and Hanover Insurance. More
MAANSHAN IRON 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 MAANSHAN IRON'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 MAANSHAN IRON H upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.86 | |||
| Information Ratio | 0.0389 | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 5.88 |
MAANSHAN IRON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MAANSHAN IRON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MAANSHAN IRON's standard deviation. In reality, there are many statistical measures that can use MAANSHAN IRON historical prices to predict the future MAANSHAN IRON's volatility.| Risk Adjusted Performance | 0.0807 | |||
| Jensen Alpha | 0.2312 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0243 | |||
| Treynor Ratio | 0.7995 |
MAANSHAN IRON H Backtested Returns
MAANSHAN IRON appears to be out of control, given 3 months investment horizon. MAANSHAN IRON H retains Efficiency (Sharpe Ratio) of 0.1, which conveys that the company had a 0.1 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for MAANSHAN IRON, which you can use to evaluate the volatility of the entity. Please exercise MAANSHAN IRON's Downside Deviation of 5.86, mean deviation of 2.44, and Market Risk Adjusted Performance of 0.8095 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MAANSHAN IRON holds a performance score of 8. The firm owns a Beta (Systematic Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MAANSHAN IRON's returns are expected to increase less than the market. However, during the bear market, the loss of holding MAANSHAN IRON is expected to be smaller as well. Please check MAANSHAN IRON's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether MAANSHAN IRON's current price history will revert.
Auto-correlation | 0.11 |
Insignificant predictability
MAANSHAN IRON H has insignificant predictability. Overlapping area represents the amount of predictability between MAANSHAN IRON time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 MAANSHAN IRON H price movement. The serial correlation of 0.11 indicates that less than 11.0% of current MAANSHAN IRON price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MAANSHAN IRON H lagged returns against current returns
Autocorrelation, which is MAANSHAN IRON 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 MAANSHAN IRON's stock expected returns. We can calculate the autocorrelation of MAANSHAN IRON returns to help us make a trade decision. For example, suppose you find that MAANSHAN IRON 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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MAANSHAN IRON 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 MAANSHAN IRON stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MAANSHAN IRON stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MAANSHAN IRON stock over time.
Current vs Lagged Prices |
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MAANSHAN IRON Lagged Returns
When evaluating MAANSHAN IRON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MAANSHAN IRON stock have on its future price. MAANSHAN IRON 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, MAANSHAN IRON autocorrelation shows the relationship between MAANSHAN IRON stock current value and its past values and can show if there is a momentum factor associated with investing in MAANSHAN IRON H .
Regressed Prices |
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Additional Tools for MAANSHAN Stock Analysis
When running MAANSHAN IRON's price analysis, check to measure MAANSHAN IRON'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 MAANSHAN IRON is operating at the current time. Most of MAANSHAN IRON's value examination focuses on studying past and present price action to predict the probability of MAANSHAN IRON's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MAANSHAN IRON's price. Additionally, you may evaluate how the addition of MAANSHAN IRON to your portfolios can decrease your overall portfolio volatility.