Sichuan Troy (China) Market Value
| 300366 Stock | 7.47 0.41 5.20% |
| Symbol | Sichuan |
Sichuan Troy '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 Sichuan Troy'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 Sichuan Troy.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Sichuan Troy on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Sichuan Troy Information or generate 0.0% return on investment in Sichuan Troy over 30 days. Sichuan Troy is related to or competes with Guangzhou Restaurants, UCloud Technology, Hua Hong, INKON Life, GigaDevice SemiconductorBei, Telink Semiconductor, and Wondershare Technology. Sichuan Troy is entity of China. It is traded as Stock on SHE exchange. More
Sichuan Troy 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 Sichuan Troy'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 Sichuan Troy Information upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | 0.1216 | |||
| Maximum Drawdown | 7.68 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 3.42 |
Sichuan Troy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sichuan Troy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sichuan Troy's standard deviation. In reality, there are many statistical measures that can use Sichuan Troy historical prices to predict the future Sichuan Troy's volatility.| Risk Adjusted Performance | 0.1296 | |||
| Jensen Alpha | 0.3393 | |||
| Total Risk Alpha | 0.0973 | |||
| Sortino Ratio | 0.1302 | |||
| Treynor Ratio | 1.86 |
Sichuan Troy Information Backtested Returns
Sichuan Troy appears to be somewhat reliable, given 3 months investment horizon. Sichuan Troy Information owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sichuan Troy Information, which you can use to evaluate the volatility of the company. Please review Sichuan Troy's Coefficient Of Variation of 604.64, risk adjusted performance of 0.1296, and Semi Deviation of 1.76 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sichuan Troy holds a performance score of 8. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sichuan Troy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sichuan Troy is expected to be smaller as well. Please check Sichuan Troy's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Sichuan Troy's existing price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
Sichuan Troy Information has very good predictability. Overlapping area represents the amount of predictability between Sichuan Troy time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sichuan Troy Information price movement. The serial correlation of 0.83 indicates that around 83.0% of current Sichuan Troy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Sichuan Troy Information lagged returns against current returns
Autocorrelation, which is Sichuan Troy 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 Sichuan Troy's stock expected returns. We can calculate the autocorrelation of Sichuan Troy returns to help us make a trade decision. For example, suppose you find that Sichuan Troy 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 |
Sichuan Troy 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 Sichuan Troy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sichuan Troy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sichuan Troy stock over time.
Current vs Lagged Prices |
| Timeline |
Sichuan Troy Lagged Returns
When evaluating Sichuan Troy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sichuan Troy stock have on its future price. Sichuan Troy 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, Sichuan Troy autocorrelation shows the relationship between Sichuan Troy stock current value and its past values and can show if there is a momentum factor associated with investing in Sichuan Troy Information.
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 Sichuan Stock
Sichuan Troy financial ratios help investors to determine whether Sichuan 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 Sichuan with respect to the benefits of owning Sichuan Troy security.