China Aerospace International Stock Market Value
| CHAEF Stock | USD 0.07 0.00 0.00% |
| Symbol | China |
China Aerospace '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 Aerospace'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 Aerospace.
| 05/28/2025 |
| 08/26/2025 |
If you would invest 0.00 in China Aerospace on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding China Aerospace International or generate 0.0% return on investment in China Aerospace over 90 days. China Aerospace is related to or competes with Starbucks, Sea, First Watch, Getty Realty, MOGU, and GEN Restaurant. China Aerospace International Holdings Limited, an investment holding company, engages in hi-tech manufacturing business... More
China Aerospace 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 Aerospace'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 Aerospace International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0979 | |||
| Maximum Drawdown | 144.73 | |||
| Potential Upside | 30.13 |
China Aerospace Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Aerospace's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Aerospace's standard deviation. In reality, there are many statistical measures that can use China Aerospace historical prices to predict the future China Aerospace's volatility.| Risk Adjusted Performance | 0.0835 | |||
| Jensen Alpha | 1.62 | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | 1.58 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of China Aerospace's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
China Aerospace Inte Backtested Returns
China Aerospace is out of control given 3 months investment horizon. China Aerospace Inte secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We were able to analyze and collect data for eighteen different technical indicators, which can help you to evaluate if expected returns of 1.83% are justified by taking the suggested risk. Use China Aerospace Standard Deviation of 16.62, risk adjusted performance of 0.0835, and Mean Deviation of 6.36 to evaluate company specific risk that cannot be diversified away. China Aerospace holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.1, which signifies a somewhat significant risk relative to the market. China Aerospace returns are very sensitive to returns on the market. As the market goes up or down, China Aerospace is expected to follow. Use China Aerospace information ratio and the relationship between the potential upside and relative strength index , to analyze future returns on China Aerospace.
Auto-correlation | 0.00 |
No correlation between past and present
China Aerospace International has no correlation between past and present. Overlapping area represents the amount of predictability between China Aerospace time series from 28th of May 2025 to 12th of July 2025 and 12th of July 2025 to 26th 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 Aerospace Inte price movement. The serial correlation of 0.0 indicates that just 0.0% of current China Aerospace price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Aerospace Inte lagged returns against current returns
Autocorrelation, which is China Aerospace 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 Aerospace's pink sheet expected returns. We can calculate the autocorrelation of China Aerospace returns to help us make a trade decision. For example, suppose you find that China Aerospace 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 Aerospace 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 Aerospace pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Aerospace 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 Aerospace pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Aerospace Lagged Returns
When evaluating China Aerospace's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Aerospace pink sheet have on its future price. China Aerospace 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 Aerospace autocorrelation shows the relationship between China Aerospace pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Aerospace International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Pink Sheet
China Aerospace financial ratios help investors to determine whether China Pink Sheet 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 Aerospace security.