Panda Dairy (China) Market Value

300898 Stock   22.01  0.45  2.09%   
Panda Dairy's market value is the price at which a share of Panda Dairy trades on a public exchange. It measures the collective expectations of Panda Dairy Corp investors about its performance. Panda Dairy is trading at 22.01 as of the 27th of November 2024, a 2.09% increase since the beginning of the trading day. The stock's open price was 21.56.
With this module, you can estimate the performance of a buy and hold strategy of Panda Dairy Corp and determine expected loss or profit from investing in Panda Dairy over a given investment horizon. Check out Panda Dairy Correlation, Panda Dairy Volatility and Panda Dairy Alpha and Beta module to complement your research on Panda Dairy.
Symbol

Please note, there is a significant difference between Panda Dairy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Panda Dairy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Panda Dairy'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.

Panda Dairy '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 Panda Dairy'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 Panda Dairy.
0.00
12/08/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
11/27/2024
0.00
If you would invest  0.00  in Panda Dairy on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Panda Dairy Corp or generate 0.0% return on investment in Panda Dairy over 720 days. Panda Dairy is related to or competes with PetroChina, China Mobile, Ping An, China Petroleum, China State, Kweichow Moutai, and China Life. Panda Dairy is entity of China. It is traded as Stock on SHE exchange. More

Panda Dairy 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 Panda Dairy'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 Panda Dairy Corp upside and downside potential and time the market with a certain degree of confidence.

Panda Dairy Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Panda Dairy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panda Dairy's standard deviation. In reality, there are many statistical measures that can use Panda Dairy historical prices to predict the future Panda Dairy's volatility.
Hype
Prediction
LowEstimatedHigh
17.1221.3725.62
Details
Intrinsic
Valuation
LowRealHigh
13.0917.3424.21
Details
Naive
Forecast
LowNextHigh
17.1721.4325.68
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.000.000.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Panda Dairy. Your research has to be compared to or analyzed against Panda Dairy's peers to derive any actionable benefits. When done correctly, Panda Dairy'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 Panda Dairy Corp.

Panda Dairy Corp Backtested Returns

Panda Dairy appears to be somewhat reliable, given 3 months investment horizon. Panda Dairy Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. By analyzing Panda Dairy's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please evaluate Panda Dairy's Semi Deviation of 3.48, risk adjusted performance of 0.1102, and Coefficient Of Variation of 748.46 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Panda Dairy holds a performance score of 11. The company holds a Beta of -0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Panda Dairy are expected to decrease at a much lower rate. During the bear market, Panda Dairy is likely to outperform the market. Please check Panda Dairy's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Panda Dairy's historical price patterns will revert.

Auto-correlation

    
  -0.18  

Insignificant reverse predictability

Panda Dairy Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Panda Dairy time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Panda Dairy Corp price movement. The serial correlation of -0.18 indicates that over 18.0% of current Panda Dairy price fluctuation can be explain by its past prices.
Correlation Coefficient-0.18
Spearman Rank Test-0.03
Residual Average0.0
Price Variance6.33

Panda Dairy Corp lagged returns against current returns

Autocorrelation, which is Panda Dairy 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 Panda Dairy's stock expected returns. We can calculate the autocorrelation of Panda Dairy returns to help us make a trade decision. For example, suppose you find that Panda Dairy 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  

Panda Dairy 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 Panda Dairy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panda Dairy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panda Dairy stock over time.
   Current vs Lagged Prices   
       Timeline  

Panda Dairy Lagged Returns

When evaluating Panda Dairy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panda Dairy stock have on its future price. Panda Dairy 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, Panda Dairy autocorrelation shows the relationship between Panda Dairy stock current value and its past values and can show if there is a momentum factor associated with investing in Panda Dairy Corp.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Panda Stock

Panda Dairy financial ratios help investors to determine whether Panda 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 Panda with respect to the benefits of owning Panda Dairy security.