Vats Liquor (China) Market Value
| 300755 Stock | 17.69 0.17 0.97% |
| Symbol | Vats |
Vats Liquor '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 Vats Liquor'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 Vats Liquor.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in Vats Liquor on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding Vats Liquor Chain or generate 0.0% return on investment in Vats Liquor over 30 days. Vats Liquor is related to or competes with PetroChina, China Mobile, CNOOC, Ping An, China Petroleum, China Telecom, and China State. Vats Liquor is entity of China. It is traded as Stock on SHE exchange. More
Vats Liquor 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 Vats Liquor'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 Vats Liquor Chain upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.36 | |||
| Information Ratio | 0.1396 | |||
| Maximum Drawdown | 40.03 | |||
| Value At Risk | (6.71) | |||
| Potential Upside | 13.43 |
Vats Liquor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vats Liquor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vats Liquor's standard deviation. In reality, there are many statistical measures that can use Vats Liquor historical prices to predict the future Vats Liquor's volatility.| Risk Adjusted Performance | 0.1243 | |||
| Jensen Alpha | 0.8353 | |||
| Total Risk Alpha | 0.6868 | |||
| Sortino Ratio | 0.1548 | |||
| Treynor Ratio | 1.11 |
Vats Liquor Chain Backtested Returns
Vats Liquor Chain owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0429, which indicates the firm had a -0.0429% return per unit of risk over the last 3 months. Vats Liquor Chain exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vats Liquor's Coefficient Of Variation of 689.39, semi deviation of 4.46, and Risk Adjusted Performance of 0.1243 to confirm the risk estimate we provide. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vats Liquor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vats Liquor is expected to be smaller as well. At this point, Vats Liquor Chain has a negative expected return of -0.19%. Please make sure to validate Vats Liquor's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Vats Liquor Chain performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Vats Liquor Chain has good reverse predictability. Overlapping area represents the amount of predictability between Vats Liquor time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th 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 Vats Liquor Chain price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Vats Liquor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Vats Liquor Chain lagged returns against current returns
Autocorrelation, which is Vats Liquor 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 Vats Liquor's stock expected returns. We can calculate the autocorrelation of Vats Liquor returns to help us make a trade decision. For example, suppose you find that Vats Liquor 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 |
Vats Liquor 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 Vats Liquor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vats Liquor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vats Liquor stock over time.
Current vs Lagged Prices |
| Timeline |
Vats Liquor Lagged Returns
When evaluating Vats Liquor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vats Liquor stock have on its future price. Vats Liquor 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, Vats Liquor autocorrelation shows the relationship between Vats Liquor stock current value and its past values and can show if there is a momentum factor associated with investing in Vats Liquor Chain.
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 Vats Stock
Vats Liquor financial ratios help investors to determine whether Vats 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 Vats with respect to the benefits of owning Vats Liquor security.