China Coal Energy Stock Market Value
| CCOZY Stock | USD 26.64 0.19 0.71% |
| Symbol | China |
China Coal '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 Coal's pink sheet 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 Coal.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in China Coal on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding China Coal Energy or generate 0.0% return on investment in China Coal over 90 days. China Coal is related to or competes with China Shenhua, Whitehaven Coal, Peabody Energy, Anhui Conch, Yanzhou Coal, China Resources, and Bank of Communications. China Coal Energy Company Limited primarily engages in the production and trade of coal, coal chemical business, coal mi... More
China Coal 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 Coal's pink sheet 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 Coal Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.1091 | |||
| Maximum Drawdown | 10.67 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 3.32 |
China Coal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Coal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Coal's standard deviation. In reality, there are many statistical measures that can use China Coal historical prices to predict the future China Coal's volatility.| Risk Adjusted Performance | 0.144 | |||
| Jensen Alpha | 0.2753 | |||
| Total Risk Alpha | 0.0673 | |||
| Sortino Ratio | 0.0942 | |||
| Treynor Ratio | 3.37 |
China Coal Energy Backtested Returns
China Coal appears to be very steady, given 3 months investment horizon. China Coal Energy secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for China Coal Energy, which you can use to evaluate the volatility of the firm. Please makes use of China Coal's Mean Deviation of 0.7808, risk adjusted performance of 0.144, and Downside Deviation of 1.93 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, China Coal holds a performance score of 14. The firm shows a Beta (market volatility) of 0.0842, which signifies not very significant fluctuations relative to the market. As returns on the market increase, China Coal's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Coal is expected to be smaller as well. Please check China Coal's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether China Coal's price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
China Coal Energy has good predictability. Overlapping area represents the amount of predictability between China Coal time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th of August 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 China Coal Energy price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current China Coal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 1.73 |
China Coal Energy lagged returns against current returns
Autocorrelation, which is China Coal pink sheet'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 Coal's pink sheet expected returns. We can calculate the autocorrelation of China Coal returns to help us make a trade decision. For example, suppose you find that China Coal has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Coal 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 Coal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Coal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Coal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Coal Lagged Returns
When evaluating China Coal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Coal pink sheet have on its future price. China Coal 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 Coal autocorrelation shows the relationship between China Coal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Coal Energy.
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.Additional Tools for China Pink Sheet Analysis
When running China Coal's price analysis, check to measure China Coal's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy China Coal is operating at the current time. Most of China Coal's value examination focuses on studying past and present price action to predict the probability of China Coal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Coal's price. Additionally, you may evaluate how the addition of China Coal to your portfolios can decrease your overall portfolio volatility.