Guangzhou Seagull (China) Market Value
| 002084 Stock | 2.82 0.15 5.05% |
| Symbol | Guangzhou |
Guangzhou Seagull '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 Guangzhou Seagull'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 Guangzhou Seagull.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Guangzhou Seagull on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Guangzhou Seagull Kitchen or generate 0.0% return on investment in Guangzhou Seagull over 30 days. Guangzhou Seagull is related to or competes with Shandong Homey, Ziel Home, Luyin Investment, Kunwu Jiuding, Jointo Energy, Luolai Home, and Easyhome New. More
Guangzhou Seagull 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 Guangzhou Seagull'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 Guangzhou Seagull Kitchen upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.86 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.22 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 4.21 |
Guangzhou Seagull Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guangzhou Seagull's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guangzhou Seagull's standard deviation. In reality, there are many statistical measures that can use Guangzhou Seagull historical prices to predict the future Guangzhou Seagull's volatility.| Risk Adjusted Performance | 0.0094 | |||
| Jensen Alpha | 0.0044 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0088 |
Guangzhou Seagull Kitchen Backtested Returns
At this point, Guangzhou Seagull is risky. Guangzhou Seagull Kitchen holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Guangzhou Seagull Kitchen, which you can use to evaluate the volatility of the firm. Please check out Guangzhou Seagull's market risk adjusted performance of 0.0188, and Risk Adjusted Performance of 0.0094 to validate if the risk estimate we provide is consistent with the expected return of 0.0078%. The company retains a Market Volatility (i.e., Beta) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Guangzhou Seagull are expected to decrease at a much lower rate. During the bear market, Guangzhou Seagull is likely to outperform the market. Guangzhou Seagull Kitchen right now retains a risk of 3.21%. Please check out Guangzhou Seagull market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Guangzhou Seagull will be following its current trending patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
Guangzhou Seagull Kitchen has very good reverse predictability. Overlapping area represents the amount of predictability between Guangzhou Seagull time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st 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 Guangzhou Seagull Kitchen price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Guangzhou Seagull price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Guangzhou Seagull Kitchen lagged returns against current returns
Autocorrelation, which is Guangzhou Seagull 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 Guangzhou Seagull's stock expected returns. We can calculate the autocorrelation of Guangzhou Seagull returns to help us make a trade decision. For example, suppose you find that Guangzhou Seagull 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 |
Guangzhou Seagull 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 Guangzhou Seagull stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guangzhou Seagull stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guangzhou Seagull stock over time.
Current vs Lagged Prices |
| Timeline |
Guangzhou Seagull Lagged Returns
When evaluating Guangzhou Seagull's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guangzhou Seagull stock have on its future price. Guangzhou Seagull 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, Guangzhou Seagull autocorrelation shows the relationship between Guangzhou Seagull stock current value and its past values and can show if there is a momentum factor associated with investing in Guangzhou Seagull Kitchen.
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 Guangzhou Stock
Guangzhou Seagull financial ratios help investors to determine whether Guangzhou 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 Guangzhou with respect to the benefits of owning Guangzhou Seagull security.