AVIC Heavy's market value is the price at which a share of AVIC Heavy trades on a public exchange. It measures the collective expectations of AVIC Heavy Machinery investors about its performance. AVIC Heavy is trading at 15.88 as of the 24th of October 2025, a 0.32 percent increase since the beginning of the trading day. The stock's open price was 15.83. With this module, you can estimate the performance of a buy and hold strategy of AVIC Heavy Machinery and determine expected loss or profit from investing in AVIC Heavy over a given investment horizon. Check out AVIC Heavy Correlation, AVIC Heavy Volatility and AVIC Heavy Alpha and Beta module to complement your research on AVIC Heavy.
Please note, there is a significant difference between AVIC Heavy's value and its price as these two are different measures arrived at by different means. Investors typically determine if AVIC Heavy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AVIC Heavy'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.
AVIC Heavy '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 Heavy'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 Heavy.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure AVIC Heavy'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 Heavy Machinery upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVIC Heavy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVIC Heavy's standard deviation. In reality, there are many statistical measures that can use AVIC Heavy historical prices to predict the future AVIC Heavy's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as AVIC Heavy. Your research has to be compared to or analyzed against AVIC Heavy's peers to derive any actionable benefits. When done correctly, AVIC Heavy's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in AVIC Heavy Machinery.
AVIC Heavy Machinery Backtested Returns
AVIC Heavy Machinery secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of return volatility over the last 3 months. AVIC Heavy Machinery exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AVIC Heavy's Coefficient Of Variation of (4,253), mean deviation of 0.9941, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AVIC Heavy are expected to decrease at a much lower rate. During the bear market, AVIC Heavy is likely to outperform the market. At this point, AVIC Heavy Machinery has a negative expected return of -0.16%. Please make sure to confirm AVIC Heavy's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if AVIC Heavy Machinery performance from the past will be repeated in the future.
Auto-correlation
-0.12
Insignificant reverse predictability
AVIC Heavy Machinery has insignificant reverse predictability. Overlapping area represents the amount of predictability between AVIC Heavy time series from 26th of July 2025 to 9th of September 2025 and 9th of September 2025 to 24th 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 Heavy Machinery price movement. The serial correlation of -0.12 indicates that less than 12.0% of current AVIC Heavy price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.12
Spearman Rank Test
0.08
Residual Average
0.0
Price Variance
0.05
AVIC Heavy Machinery lagged returns against current returns
Autocorrelation, which is AVIC Heavy 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 Heavy's stock expected returns. We can calculate the autocorrelation of AVIC Heavy returns to help us make a trade decision. For example, suppose you find that AVIC Heavy 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 Heavy 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 Heavy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVIC Heavy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVIC Heavy stock over time.
Current vs Lagged Prices
Timeline
AVIC Heavy Lagged Returns
When evaluating AVIC Heavy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVIC Heavy stock have on its future price. AVIC Heavy 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 Heavy autocorrelation shows the relationship between AVIC Heavy stock current value and its past values and can show if there is a momentum factor associated with investing in AVIC Heavy Machinery.
AVIC Heavy 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 Heavy security.