Jiaozuo Wanfang (China) Market Value
| 000612 Stock | 10.93 0.44 3.87% |
| Symbol | Jiaozuo |
Jiaozuo Wanfang '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 Jiaozuo Wanfang'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 Jiaozuo Wanfang.
| 08/19/2025 |
| 11/17/2025 |
If you would invest 0.00 in Jiaozuo Wanfang on August 19, 2025 and sell it all today you would earn a total of 0.00 from holding Jiaozuo Wanfang Aluminum or generate 0.0% return on investment in Jiaozuo Wanfang over 90 days. Jiaozuo Wanfang is related to or competes with Wanhua Chemical, Shandong Gold, Jiangxi Ganfeng, Inner Mongolia, Rongsheng Petrochemical, Zhongjin Gold, and Zhejiang Juhua. Jiaozuo Wanfang is entity of China. It is traded as Stock on SHE exchange. More
Jiaozuo Wanfang 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 Jiaozuo Wanfang'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 Jiaozuo Wanfang Aluminum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.1157 | |||
| Maximum Drawdown | 9.66 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 4.49 |
Jiaozuo Wanfang Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jiaozuo Wanfang's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jiaozuo Wanfang's standard deviation. In reality, there are many statistical measures that can use Jiaozuo Wanfang historical prices to predict the future Jiaozuo Wanfang's volatility.| Risk Adjusted Performance | 0.1009 | |||
| Jensen Alpha | 0.3574 | |||
| Total Risk Alpha | 0.1026 | |||
| Sortino Ratio | 0.1342 | |||
| Treynor Ratio | 1.91 |
Jiaozuo Wanfang Aluminum Backtested Returns
Jiaozuo Wanfang appears to be somewhat reliable, given 3 months investment horizon. Jiaozuo Wanfang Aluminum holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Jiaozuo Wanfang Aluminum, which you can use to evaluate the volatility of the firm. Please utilize Jiaozuo Wanfang's Risk Adjusted Performance of 0.1009, downside deviation of 2.27, and Market Risk Adjusted Performance of 1.92 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jiaozuo Wanfang holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jiaozuo Wanfang's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jiaozuo Wanfang is expected to be smaller as well. Please check Jiaozuo Wanfang's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Jiaozuo Wanfang's current trending patterns will revert.
Auto-correlation | -0.86 |
Excellent reverse predictability
Jiaozuo Wanfang Aluminum has excellent reverse predictability. Overlapping area represents the amount of predictability between Jiaozuo Wanfang time series from 19th of August 2025 to 3rd of October 2025 and 3rd of October 2025 to 17th 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 Jiaozuo Wanfang Aluminum price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Jiaozuo Wanfang price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Jiaozuo Wanfang Aluminum lagged returns against current returns
Autocorrelation, which is Jiaozuo Wanfang 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 Jiaozuo Wanfang's stock expected returns. We can calculate the autocorrelation of Jiaozuo Wanfang returns to help us make a trade decision. For example, suppose you find that Jiaozuo Wanfang 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 |
Jiaozuo Wanfang 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 Jiaozuo Wanfang stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jiaozuo Wanfang stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jiaozuo Wanfang stock over time.
Current vs Lagged Prices |
| Timeline |
Jiaozuo Wanfang Lagged Returns
When evaluating Jiaozuo Wanfang's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jiaozuo Wanfang stock have on its future price. Jiaozuo Wanfang 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, Jiaozuo Wanfang autocorrelation shows the relationship between Jiaozuo Wanfang stock current value and its past values and can show if there is a momentum factor associated with investing in Jiaozuo Wanfang Aluminum.
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 Jiaozuo Stock
Jiaozuo Wanfang financial ratios help investors to determine whether Jiaozuo 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 Jiaozuo with respect to the benefits of owning Jiaozuo Wanfang security.