China Vanke (China) Market Value
| 000002 Stock | 5.89 0.15 2.48% |
| Symbol | China |
China Vanke '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 Vanke'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 Vanke.
| 08/29/2025 |
| 11/27/2025 |
If you would invest 0.00 in China Vanke on August 29, 2025 and sell it all today you would earn a total of 0.00 from holding China Vanke Co or generate 0.0% return on investment in China Vanke over 90 days. China Vanke is related to or competes with Shandong Sinoglory, Jiangxi Hengda, Mingchen Health, Shandong Longquan, Guangdong Shenglu, Dezhan HealthCare, and China Reform. China Vanke is entity of China. It is traded as Stock on SHE exchange. More
China Vanke 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 Vanke'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 Vanke Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 13.12 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.31 |
China Vanke Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Vanke's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Vanke's standard deviation. In reality, there are many statistical measures that can use China Vanke historical prices to predict the future China Vanke's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.2979 |
China Vanke Backtested Returns
China Vanke secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of risk over the last 3 months. China Vanke Co exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm China Vanke's Risk Adjusted Performance of (0.05), standard deviation of 1.78, and Mean Deviation of 1.09 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning China Vanke are expected to decrease at a much lower rate. During the bear market, China Vanke is likely to outperform the market. At this point, China Vanke has a negative expected return of -0.24%. Please make sure to confirm China Vanke's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if China Vanke performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
China Vanke Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between China Vanke time series from 29th of August 2025 to 13th of October 2025 and 13th of October 2025 to 27th of November 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 Vanke price movement. The serial correlation of -0.19 indicates that over 19.0% of current China Vanke price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
China Vanke lagged returns against current returns
Autocorrelation, which is China Vanke 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 Vanke's stock expected returns. We can calculate the autocorrelation of China Vanke returns to help us make a trade decision. For example, suppose you find that China Vanke 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 Vanke 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 Vanke stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Vanke stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Vanke stock over time.
Current vs Lagged Prices |
| Timeline |
China Vanke Lagged Returns
When evaluating China Vanke's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Vanke stock have on its future price. China Vanke 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 Vanke autocorrelation shows the relationship between China Vanke stock current value and its past values and can show if there is a momentum factor associated with investing in China Vanke Co.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in China Stock
China Vanke 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 Vanke security.