AVIC Jonhon (China) Market Value
| 002179 Stock | 37.78 0.03 0.08% |
| Symbol | AVIC |
AVIC Jonhon '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 AVIC Jonhon'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 AVIC Jonhon.
| 07/31/2025 |
| 10/29/2025 |
If you would invest 0.00 in AVIC Jonhon on July 31, 2025 and sell it all today you would earn a total of 0.00 from holding AVIC Jonhon Optronic or generate 0.0% return on investment in AVIC Jonhon over 90 days. AVIC Jonhon is related to or competes with Kuangda Technology, Wuhan Hvsen, Tianshui Huatian, Sichuan Hebang, Anhui Huaheng, Shandong Sanyuan, and Ningbo MedicalSystem. AVIC Jonhon is entity of China. It is traded as Stock on SHE exchange. More
AVIC Jonhon 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 AVIC Jonhon'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 AVIC Jonhon Optronic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 8.79 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.39 |
AVIC Jonhon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVIC Jonhon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVIC Jonhon's standard deviation. In reality, there are many statistical measures that can use AVIC Jonhon historical prices to predict the future AVIC Jonhon's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.22) |
AVIC Jonhon Optronic Backtested Returns
AVIC Jonhon Optronic secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of return volatility over the last 3 months. AVIC Jonhon Optronic exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AVIC Jonhon's Risk Adjusted Performance of (0.01), coefficient of variation of (3,331), and Mean Deviation of 1.14 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AVIC Jonhon's returns are expected to increase less than the market. However, during the bear market, the loss of holding AVIC Jonhon is expected to be smaller as well. At this point, AVIC Jonhon Optronic has a negative expected return of -0.0047%. Please make sure to confirm AVIC Jonhon'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 AVIC Jonhon Optronic performance from the past will be repeated in the future.
Auto-correlation | -0.32 |
Poor reverse predictability
AVIC Jonhon Optronic has poor reverse predictability. Overlapping area represents the amount of predictability between AVIC Jonhon time series from 31st of July 2025 to 14th of September 2025 and 14th of September 2025 to 29th of October 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 AVIC Jonhon Optronic price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current AVIC Jonhon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 2.27 |
AVIC Jonhon Optronic lagged returns against current returns
Autocorrelation, which is AVIC Jonhon 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 AVIC Jonhon's stock expected returns. We can calculate the autocorrelation of AVIC Jonhon returns to help us make a trade decision. For example, suppose you find that AVIC Jonhon 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 |
AVIC Jonhon 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 AVIC Jonhon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVIC Jonhon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVIC Jonhon stock over time.
Current vs Lagged Prices |
| Timeline |
AVIC Jonhon Lagged Returns
When evaluating AVIC Jonhon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVIC Jonhon stock have on its future price. AVIC Jonhon 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, AVIC Jonhon autocorrelation shows the relationship between AVIC Jonhon stock current value and its past values and can show if there is a momentum factor associated with investing in AVIC Jonhon Optronic.
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 AVIC Stock
AVIC Jonhon financial ratios help investors to determine whether AVIC 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 AVIC with respect to the benefits of owning AVIC Jonhon security.