Chengdu PUTIAN (Germany) Market Value
| CUEH Stock | EUR 0.1 0.02 18.33% |
| Symbol | Chengdu |
Chengdu PUTIAN '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 Chengdu PUTIAN'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 Chengdu PUTIAN.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Chengdu PUTIAN on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Chengdu PUTIAN Telecommunications or generate 0.0% return on investment in Chengdu PUTIAN over 90 days. Chengdu PUTIAN is related to or competes with Nokia, ZTE, Telefonaktiebolaget, Superior Plus, NMI Holdings, SIVERS SEMICONDUCTORS, and Talanx AG. Chengdu PUTIAN Telecommunications Cable Company Limited, together with its subsidiaries, manufactures and sells telecomm... More
Chengdu PUTIAN 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 Chengdu PUTIAN'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 Chengdu PUTIAN Telecommunications upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.34 | |||
| Information Ratio | 0.0872 | |||
| Maximum Drawdown | 72.02 | |||
| Value At Risk | (20.83) | |||
| Potential Upside | 31.15 |
Chengdu PUTIAN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chengdu PUTIAN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chengdu PUTIAN's standard deviation. In reality, there are many statistical measures that can use Chengdu PUTIAN historical prices to predict the future Chengdu PUTIAN's volatility.| Risk Adjusted Performance | 0.084 | |||
| Jensen Alpha | 0.7979 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0938 | |||
| Treynor Ratio | 0.305 |
Chengdu PUTIAN Telec Backtested Returns
Chengdu PUTIAN is out of control given 3 months investment horizon. Chengdu PUTIAN Telec secures Sharpe Ratio (or Efficiency) of 0.0966, which signifies that the company had a 0.0966 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.04% are justified by taking the suggested risk. Use Chengdu PUTIAN mean deviation of 6.87, and Risk Adjusted Performance of 0.084 to evaluate company specific risk that cannot be diversified away. Chengdu PUTIAN holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.8, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Chengdu PUTIAN will likely underperform. Use Chengdu PUTIAN downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to analyze future returns on Chengdu PUTIAN.
Auto-correlation | -0.23 |
Weak reverse predictability
Chengdu PUTIAN Telecommunications has weak reverse predictability. Overlapping area represents the amount of predictability between Chengdu PUTIAN time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 Chengdu PUTIAN Telec price movement. The serial correlation of -0.23 indicates that over 23.0% of current Chengdu PUTIAN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Chengdu PUTIAN Telec lagged returns against current returns
Autocorrelation, which is Chengdu PUTIAN 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 Chengdu PUTIAN's stock expected returns. We can calculate the autocorrelation of Chengdu PUTIAN returns to help us make a trade decision. For example, suppose you find that Chengdu PUTIAN 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 |
Chengdu PUTIAN 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 Chengdu PUTIAN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chengdu PUTIAN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chengdu PUTIAN stock over time.
Current vs Lagged Prices |
| Timeline |
Chengdu PUTIAN Lagged Returns
When evaluating Chengdu PUTIAN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chengdu PUTIAN stock have on its future price. Chengdu PUTIAN 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, Chengdu PUTIAN autocorrelation shows the relationship between Chengdu PUTIAN stock current value and its past values and can show if there is a momentum factor associated with investing in Chengdu PUTIAN Telecommunications.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Chengdu Stock
Chengdu PUTIAN financial ratios help investors to determine whether Chengdu 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 Chengdu with respect to the benefits of owning Chengdu PUTIAN security.