Suzhou Industrial (China) Market Value
| 300141 Stock | 8.98 0.09 0.99% |
| Symbol | Suzhou |
Suzhou Industrial '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 Suzhou Industrial'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 Suzhou Industrial.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Suzhou Industrial on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Suzhou Industrial Park or generate 0.0% return on investment in Suzhou Industrial over 30 days. Suzhou Industrial is related to or competes with Kweichow Moutai, Contemporary Amperex, Beijing Roborock, BYD Co, Anhui Gujing, and Anhui Gujing. Suzhou Industrial is entity of China. It is traded as Stock on SHE exchange. More
Suzhou Industrial 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 Suzhou Industrial'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 Suzhou Industrial Park upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.67 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 30.62 | |||
| Value At Risk | (6.07) | |||
| Potential Upside | 6.67 |
Suzhou Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suzhou Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suzhou Industrial's standard deviation. In reality, there are many statistical measures that can use Suzhou Industrial historical prices to predict the future Suzhou Industrial's volatility.| Risk Adjusted Performance | 0.009 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.01) |
Suzhou Industrial Park Backtested Returns
At this point, Suzhou Industrial is slightly risky. Suzhou Industrial Park owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Suzhou Industrial Park, which you can use to evaluate the volatility of the company. Please validate Suzhou Industrial's Risk Adjusted Performance of 0.009, coefficient of variation of 100289.87, and Semi Deviation of 4.59 to confirm if the risk estimate we provide is consistent with the expected return of 6.0E-4%. The entity has a beta of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Suzhou Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suzhou Industrial is expected to be smaller as well. Suzhou Industrial Park right now has a risk of 4.7%. Please validate Suzhou Industrial treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Suzhou Industrial will be following its existing price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Suzhou Industrial Park has poor reverse predictability. Overlapping area represents the amount of predictability between Suzhou Industrial time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd 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 Suzhou Industrial Park price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Suzhou Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Suzhou Industrial Park lagged returns against current returns
Autocorrelation, which is Suzhou Industrial 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 Suzhou Industrial's stock expected returns. We can calculate the autocorrelation of Suzhou Industrial returns to help us make a trade decision. For example, suppose you find that Suzhou Industrial 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 |
Suzhou Industrial 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 Suzhou Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suzhou Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suzhou Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
Suzhou Industrial Lagged Returns
When evaluating Suzhou Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suzhou Industrial stock have on its future price. Suzhou Industrial 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, Suzhou Industrial autocorrelation shows the relationship between Suzhou Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in Suzhou Industrial Park.
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 Suzhou Stock
Suzhou Industrial financial ratios help investors to determine whether Suzhou 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 Suzhou with respect to the benefits of owning Suzhou Industrial security.