Sihui Fuji's market value is the price at which a share of Sihui Fuji trades on a public exchange. It measures the collective expectations of Sihui Fuji Electronics investors about its performance. Sihui Fuji is trading at 27.40 as of the 11th of January 2025, a 3.52 percent decrease since the beginning of the trading day. The stock's open price was 28.4. With this module, you can estimate the performance of a buy and hold strategy of Sihui Fuji Electronics and determine expected loss or profit from investing in Sihui Fuji over a given investment horizon. Check out Sihui Fuji Correlation, Sihui Fuji Volatility and Sihui Fuji Alpha and Beta module to complement your research on Sihui Fuji.
Please note, there is a significant difference between Sihui Fuji's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sihui Fuji is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sihui Fuji's 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.
Sihui Fuji '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 Sihui Fuji'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 Sihui Fuji.
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12/12/2024
No Change 0.00
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In 31 days
01/11/2025
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If you would invest 0.00 in Sihui Fuji on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Sihui Fuji Electronics or generate 0.0% return on investment in Sihui Fuji over 30 days. Sihui Fuji is related to or competes with De Rucci, Everjoy Health, Chengdu Spaceon, Impulse Qingdao, Shandong Sinoglory, Mingchen Health, and Shanghai CEO. Sihui Fuji is entity of China. It is traded as Stock on SHE exchange. More
Sihui Fuji 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 Sihui Fuji'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 Sihui Fuji Electronics 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 Sihui Fuji's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sihui Fuji's standard deviation. In reality, there are many statistical measures that can use Sihui Fuji historical prices to predict the future Sihui Fuji's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sihui Fuji. Your research has to be compared to or analyzed against Sihui Fuji's peers to derive any actionable benefits. When done correctly, Sihui Fuji's 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 Sihui Fuji Electronics.
Sihui Fuji Electronics Backtested Returns
At this point, Sihui Fuji is not too volatile. Sihui Fuji Electronics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0428, which indicates the firm had a 0.0428% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sihui Fuji Electronics, which you can use to evaluate the volatility of the company. Please validate Sihui Fuji's Coefficient Of Variation of 4395.93, semi deviation of 3.06, and Risk Adjusted Performance of 0.0261 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Sihui Fuji has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sihui Fuji's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sihui Fuji is expected to be smaller as well. Sihui Fuji Electronics right now has a risk of 3.15%. Please validate Sihui Fuji market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Sihui Fuji will be following its existing price patterns.
Auto-correlation
-0.41
Modest reverse predictability
Sihui Fuji Electronics has modest reverse predictability. Overlapping area represents the amount of predictability between Sihui Fuji 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 Sihui Fuji Electronics price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Sihui Fuji price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.41
Spearman Rank Test
-0.16
Residual Average
0.0
Price Variance
2.01
Sihui Fuji Electronics lagged returns against current returns
Autocorrelation, which is Sihui Fuji 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 Sihui Fuji's stock expected returns. We can calculate the autocorrelation of Sihui Fuji returns to help us make a trade decision. For example, suppose you find that Sihui Fuji 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
Sihui Fuji 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 Sihui Fuji stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sihui Fuji stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sihui Fuji stock over time.
Current vs Lagged Prices
Timeline
Sihui Fuji Lagged Returns
When evaluating Sihui Fuji's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sihui Fuji stock have on its future price. Sihui Fuji 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, Sihui Fuji autocorrelation shows the relationship between Sihui Fuji stock current value and its past values and can show if there is a momentum factor associated with investing in Sihui Fuji Electronics.
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.
Sihui Fuji financial ratios help investors to determine whether Sihui 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 Sihui with respect to the benefits of owning Sihui Fuji security.