CHINA VANKE (Germany) Market Value

18V Stock  EUR 0.67  0.02  2.90%   
CHINA VANKE's market value is the price at which a share of CHINA VANKE trades on a public exchange. It measures the collective expectations of CHINA VANKE TD investors about its performance. CHINA VANKE is trading at 0.67 as of the 22nd of December 2024. This is a 2.9% down since the beginning of the trading day. The stock's lowest day price was 0.67.
With this module, you can estimate the performance of a buy and hold strategy of CHINA VANKE TD and determine expected loss or profit from investing in CHINA VANKE over a given investment horizon. Check out CHINA VANKE Correlation, CHINA VANKE Volatility and CHINA VANKE Alpha and Beta module to complement your research on CHINA VANKE.
Symbol

Please note, there is a significant difference between CHINA VANKE's value and its price as these two are different measures arrived at by different means. Investors typically determine if CHINA VANKE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CHINA VANKE's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
01/02/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/22/2024
0.00
If you would invest  0.00  in CHINA VANKE on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding CHINA VANKE TD or generate 0.0% return on investment in CHINA VANKE over 720 days. CHINA VANKE is related to or competes with Sun Hung, China Overseas, Longfor Group, Mitsui Fudosan, Mitsubishi Estate, and Daiwa House. China Vanke Co., Ltd., a real-estate company, develops and sells properties in the Peoples Republic of China 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 TD upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
0.030.6710.62
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Intrinsic
Valuation
LowRealHigh
0.030.6410.59
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CHINA VANKE TD Backtested Returns

CHINA VANKE appears to be out of control, given 3 months investment horizon. CHINA VANKE TD secures Sharpe Ratio (or Efficiency) of 0.0875, which signifies that the company had a 0.0875% return per unit of return volatility over the last 3 months. By examining CHINA VANKE's technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please makes use of CHINA VANKE's Risk Adjusted Performance of 0.081, mean deviation of 5.68, and Semi Deviation of 6.07 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CHINA VANKE holds a performance score of 6. The firm shows a Beta (market volatility) of 0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CHINA VANKE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CHINA VANKE is expected to be smaller as well. Please check CHINA VANKE's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether CHINA VANKE's price patterns will revert.

Auto-correlation

    
  -0.03  

Very weak reverse predictability

CHINA VANKE TD has very weak reverse predictability. Overlapping area represents the amount of predictability between CHINA VANKE time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd of December 2024. 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 TD price movement. The serial correlation of -0.03 indicates that only 3.0% of current CHINA VANKE price fluctuation can be explain by its past prices.
Correlation Coefficient-0.03
Spearman Rank Test-0.15
Residual Average0.0
Price Variance0.03

CHINA VANKE TD 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 TD.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

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.