Guangzhou SiE (China) Market Value
| 300687 Stock | 17.32 0.12 0.69% |
| Symbol | Guangzhou |
Guangzhou SiE '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 SiE'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 SiE.
| 01/31/2023 |
| 01/20/2025 |
If you would invest 0.00 in Guangzhou SiE on January 31, 2023 and sell it all today you would earn a total of 0.00 from holding Guangzhou SiE Consulting or generate 0.0% return on investment in Guangzhou SiE over 720 days. Guangzhou SiE is related to or competes with BYD Co, China Mobile, Agricultural Bank, Industrial, China State, China Construction, and PetroChina. Guangzhou SiE is entity of China. It is traded as Stock on SHE exchange. More
Guangzhou SiE 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 SiE'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 SiE Consulting upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 20.05 | |||
| Value At Risk | (5.31) | |||
| Potential Upside | 5.51 |
Guangzhou SiE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guangzhou SiE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guangzhou SiE's standard deviation. In reality, there are many statistical measures that can use Guangzhou SiE historical prices to predict the future Guangzhou SiE's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.60) |
Guangzhou SiE Consulting Backtested Returns
Guangzhou SiE Consulting holds Efficiency (Sharpe) Ratio of -0.0343, which attests that the entity had a -0.0343 % return per unit of standard deviation over the last 3 months. Guangzhou SiE Consulting exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guangzhou SiE's risk adjusted performance of (0.03), and Market Risk Adjusted Performance of (0.59) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guangzhou SiE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guangzhou SiE is expected to be smaller as well. At this point, Guangzhou SiE Consulting has a negative expected return of -0.12%. Please make sure to check out Guangzhou SiE's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Guangzhou SiE Consulting performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Guangzhou SiE Consulting has very weak reverse predictability. Overlapping area represents the amount of predictability between Guangzhou SiE time series from 31st of January 2023 to 26th of January 2024 and 26th of January 2024 to 20th 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 SiE Consulting price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Guangzhou SiE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 16.8 |
Guangzhou SiE Consulting lagged returns against current returns
Autocorrelation, which is Guangzhou SiE 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 SiE's stock expected returns. We can calculate the autocorrelation of Guangzhou SiE returns to help us make a trade decision. For example, suppose you find that Guangzhou SiE 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 SiE 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 SiE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guangzhou SiE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guangzhou SiE stock over time.
Current vs Lagged Prices |
| Timeline |
Guangzhou SiE Lagged Returns
When evaluating Guangzhou SiE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guangzhou SiE stock have on its future price. Guangzhou SiE 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 SiE autocorrelation shows the relationship between Guangzhou SiE stock current value and its past values and can show if there is a momentum factor associated with investing in Guangzhou SiE Consulting.
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 SiE 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 SiE security.