Gansu Huangtai (China) Market Value
| 000995 Stock | 14.76 0.99 6.29% |
| Symbol | Gansu |
Gansu Huangtai '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 Gansu Huangtai'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 Gansu Huangtai.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Gansu Huangtai on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Gansu Huangtai Wine marketing or generate 0.0% return on investment in Gansu Huangtai over 150 days. Gansu Huangtai is related to or competes with Humanwell Healthcare, Beijing Mainstreets, Jointo Energy, Anhui Huaren, Tieling Newcity, and Zoje Resources. Gansu Huangtai is entity of China. It is traded as Stock on SHE exchange. More
Gansu Huangtai 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 Gansu Huangtai'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 Gansu Huangtai Wine marketing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.04 | |||
| Information Ratio | 0.0544 | |||
| Maximum Drawdown | 20.02 | |||
| Value At Risk | (7.29) | |||
| Potential Upside | 10.03 |
Gansu Huangtai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gansu Huangtai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gansu Huangtai's standard deviation. In reality, there are many statistical measures that can use Gansu Huangtai historical prices to predict the future Gansu Huangtai's volatility.| Risk Adjusted Performance | 0.0721 | |||
| Jensen Alpha | 0.3772 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0607 | |||
| Treynor Ratio | (0.71) |
Gansu Huangtai Wine Backtested Returns
At this point, Gansu Huangtai is somewhat reliable. Gansu Huangtai Wine holds Efficiency (Sharpe) Ratio of 0.0176, which attests that the entity had a 0.0176 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Gansu Huangtai Wine, which you can use to evaluate the volatility of the firm. Please check out Gansu Huangtai's Risk Adjusted Performance of 0.0721, market risk adjusted performance of (0.70), and Downside Deviation of 4.04 to validate if the risk estimate we provide is consistent with the expected return of 0.078%. Gansu Huangtai has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.47, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gansu Huangtai are expected to decrease at a much lower rate. During the bear market, Gansu Huangtai is likely to outperform the market. Gansu Huangtai Wine right now retains a risk of 4.43%. Please check out Gansu Huangtai coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Gansu Huangtai will be following its current trending patterns.
Auto-correlation | 0.68 |
Good predictability
Gansu Huangtai Wine marketing has good predictability. Overlapping area represents the amount of predictability between Gansu Huangtai time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 Gansu Huangtai Wine price movement. The serial correlation of 0.68 indicates that around 68.0% of current Gansu Huangtai price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
Gansu Huangtai Wine lagged returns against current returns
Autocorrelation, which is Gansu Huangtai 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 Gansu Huangtai's stock expected returns. We can calculate the autocorrelation of Gansu Huangtai returns to help us make a trade decision. For example, suppose you find that Gansu Huangtai 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 |
Gansu Huangtai 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 Gansu Huangtai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gansu Huangtai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gansu Huangtai stock over time.
Current vs Lagged Prices |
| Timeline |
Gansu Huangtai Lagged Returns
When evaluating Gansu Huangtai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gansu Huangtai stock have on its future price. Gansu Huangtai 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, Gansu Huangtai autocorrelation shows the relationship between Gansu Huangtai stock current value and its past values and can show if there is a momentum factor associated with investing in Gansu Huangtai Wine marketing.
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 Gansu Stock
Gansu Huangtai financial ratios help investors to determine whether Gansu 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 Gansu with respect to the benefits of owning Gansu Huangtai security.