Huayi Brothers' market value is the price at which a share of Huayi Brothers trades on a public exchange. It measures the collective expectations of Huayi Brothers Media investors about its performance. Huayi Brothers is trading at 2.34 as of the 11th of January 2025, a 4.49% down since the beginning of the trading day. The stock's open price was 2.45. With this module, you can estimate the performance of a buy and hold strategy of Huayi Brothers Media and determine expected loss or profit from investing in Huayi Brothers over a given investment horizon. Check out Huayi Brothers Correlation, Huayi Brothers Volatility and Huayi Brothers Alpha and Beta module to complement your research on Huayi Brothers.
Please note, there is a significant difference between Huayi Brothers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Huayi Brothers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Huayi Brothers' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Huayi Brothers '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 Huayi Brothers' 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 Huayi Brothers.
0.00
12/12/2024
No Change 0.00
0.0
In 31 days
01/11/2025
0.00
If you would invest 0.00 in Huayi Brothers on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Huayi Brothers Media or generate 0.0% return on investment in Huayi Brothers over 30 days. Huayi Brothers is related to or competes with Chengtun Mining, Longxing Chemical, Guizhou Chanhen, Xiangtan Electrochemical, Tibet Huayu, Shandong Rike, and Ningxia Younglight. Huayi Brothers is entity of China. It is traded as Stock on SHE exchange. More
Huayi Brothers 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 Huayi Brothers' 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 Huayi Brothers Media upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huayi Brothers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huayi Brothers' standard deviation. In reality, there are many statistical measures that can use Huayi Brothers historical prices to predict the future Huayi Brothers' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Huayi Brothers. Your research has to be compared to or analyzed against Huayi Brothers' peers to derive any actionable benefits. When done correctly, Huayi Brothers' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Huayi Brothers Media.
Huayi Brothers Media Backtested Returns
Huayi Brothers Media holds Efficiency (Sharpe) Ratio of -0.0291, which attests that the entity had a -0.0291% return per unit of standard deviation over the last 3 months. Huayi Brothers Media exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Huayi Brothers' risk adjusted performance of (0.03), and Market Risk Adjusted Performance of (0.36) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Huayi Brothers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Huayi Brothers is expected to be smaller as well. At this point, Huayi Brothers Media has a negative expected return of -0.11%. Please make sure to check out Huayi Brothers' market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Huayi Brothers Media performance from the past will be repeated at some point in the near future.
Auto-correlation
0.87
Very good predictability
Huayi Brothers Media has very good predictability. Overlapping area represents the amount of predictability between Huayi Brothers time series from 12th of December 2024 to 27th of December 2024 and 27th of December 2024 to 11th 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 Huayi Brothers Media price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Huayi Brothers price fluctuation can be explain by its past prices.
Correlation Coefficient
0.87
Spearman Rank Test
0.85
Residual Average
0.0
Price Variance
0.02
Huayi Brothers Media lagged returns against current returns
Autocorrelation, which is Huayi Brothers 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 Huayi Brothers' stock expected returns. We can calculate the autocorrelation of Huayi Brothers returns to help us make a trade decision. For example, suppose you find that Huayi Brothers 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
Huayi Brothers 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 Huayi Brothers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huayi Brothers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huayi Brothers stock over time.
Current vs Lagged Prices
Timeline
Huayi Brothers Lagged Returns
When evaluating Huayi Brothers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huayi Brothers stock have on its future price. Huayi Brothers 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, Huayi Brothers autocorrelation shows the relationship between Huayi Brothers stock current value and its past values and can show if there is a momentum factor associated with investing in Huayi Brothers Media.
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.
Huayi Brothers financial ratios help investors to determine whether Huayi 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 Huayi with respect to the benefits of owning Huayi Brothers security.