FUXING CHINA (Germany) Market Value
| 3FU1 Stock | EUR 0.29 0.00 0.00% |
| Symbol | FUXING |
FUXING CHINA '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 FUXING CHINA'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 FUXING CHINA.
| 09/01/2025 |
| 11/30/2025 |
If you would invest 0.00 in FUXING CHINA on September 1, 2025 and sell it all today you would earn a total of 0.00 from holding FUXING CHINA GRP or generate 0.0% return on investment in FUXING CHINA over 90 days. FUXING CHINA is related to or competes with TITANIUM TRANSPORTGROUP, Zijin Mining, SAFEROADS HLDGS, Harmony Gold, and BROADPEAK. Fuxing China Group Limited, an investment holding company, manufactures and markets zipper products in the Peoples Repub... More
FUXING CHINA 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 FUXING CHINA'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 FUXING CHINA GRP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1475 | |||
| Maximum Drawdown | 74.71 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 18.18 |
FUXING CHINA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FUXING CHINA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FUXING CHINA's standard deviation. In reality, there are many statistical measures that can use FUXING CHINA historical prices to predict the future FUXING CHINA's volatility.| Risk Adjusted Performance | 0.1145 | |||
| Jensen Alpha | 1.6 | |||
| Total Risk Alpha | 0.6569 | |||
| Treynor Ratio | 4.0 |
FUXING CHINA GRP Backtested Returns
FUXING CHINA is out of control given 3 months investment horizon. FUXING CHINA GRP secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of volatility over the last 3 months. We are able to break down and analyze data for eighteen different technical indicators, which can help you to evaluate if expected returns of 1.63% are justified by taking the suggested risk. Use FUXING CHINA Standard Deviation of 10.57, mean deviation of 4.98, and Market Risk Adjusted Performance of 4.01 to evaluate company specific risk that cannot be diversified away. FUXING CHINA holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, FUXING CHINA's returns are expected to increase less than the market. However, during the bear market, the loss of holding FUXING CHINA is expected to be smaller as well. Use FUXING CHINA jensen alpha, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to analyze future returns on FUXING CHINA.
Auto-correlation | 0.10 |
Insignificant predictability
FUXING CHINA GRP has insignificant predictability. Overlapping area represents the amount of predictability between FUXING CHINA time series from 1st of September 2025 to 16th of October 2025 and 16th of October 2025 to 30th 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 FUXING CHINA GRP price movement. The serial correlation of 0.1 indicates that less than 10.0% of current FUXING CHINA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FUXING CHINA GRP lagged returns against current returns
Autocorrelation, which is FUXING CHINA 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 FUXING CHINA's stock expected returns. We can calculate the autocorrelation of FUXING CHINA returns to help us make a trade decision. For example, suppose you find that FUXING CHINA 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 |
FUXING CHINA 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 FUXING CHINA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FUXING CHINA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FUXING CHINA stock over time.
Current vs Lagged Prices |
| Timeline |
FUXING CHINA Lagged Returns
When evaluating FUXING CHINA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FUXING CHINA stock have on its future price. FUXING CHINA 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, FUXING CHINA autocorrelation shows the relationship between FUXING CHINA stock current value and its past values and can show if there is a momentum factor associated with investing in FUXING CHINA GRP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FUXING Stock
FUXING CHINA financial ratios help investors to determine whether FUXING 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 FUXING with respect to the benefits of owning FUXING CHINA security.