Huali Industrial (China) Market Value
| 300979 Stock | 68.51 0.87 1.29% |
| Symbol | Huali |
Huali 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 Huali 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 Huali Industrial.
| 01/10/2025 |
| 03/11/2025 |
If you would invest 0.00 in Huali Industrial on January 10, 2025 and sell it all today you would earn a total of 0.00 from holding Huali Industrial Group or generate 0.0% return on investment in Huali Industrial over 60 days. Huali Industrial is related to or competes with Ningbo Kangqiang, Xizi Clean, Anhui Deli, YiDong Electronics, Guobo Electronics, Songz Automobile, and Weihai Honglin. Huali Industrial is entity of China. It is traded as Stock on SHE exchange. More
Huali 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 Huali 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 Huali Industrial Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 2.99 |
Huali Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huali Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huali Industrial's standard deviation. In reality, there are many statistical measures that can use Huali Industrial historical prices to predict the future Huali Industrial's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | 0.02 | |||
| Treynor Ratio | (1.56) |
Huali Industrial Backtested Returns
Huali Industrial holds Efficiency (Sharpe) Ratio of -0.1, which attests that the entity had a -0.1 % return per unit of standard deviation over the last 3 months. Huali Industrial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Huali Industrial's risk adjusted performance of (0.06), and Market Risk Adjusted Performance of (1.55) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Huali Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Huali Industrial is expected to be smaller as well. At this point, Huali Industrial has a negative expected return of -0.18%. Please make sure to check out Huali Industrial's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Huali Industrial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Huali Industrial Group has poor reverse predictability. Overlapping area represents the amount of predictability between Huali Industrial time series from 10th of January 2025 to 9th of February 2025 and 9th of February 2025 to 11th of March 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 Huali Industrial price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Huali Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.32 |
Huali Industrial lagged returns against current returns
Autocorrelation, which is Huali 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 Huali Industrial's stock expected returns. We can calculate the autocorrelation of Huali Industrial returns to help us make a trade decision. For example, suppose you find that Huali 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 |
Huali 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 Huali Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huali Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huali Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
Huali Industrial Lagged Returns
When evaluating Huali Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huali Industrial stock have on its future price. Huali 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, Huali Industrial autocorrelation shows the relationship between Huali Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in Huali Industrial Group.
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 Huali Stock
Huali Industrial financial ratios help investors to determine whether Huali 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 Huali with respect to the benefits of owning Huali Industrial security.