Beijing Jiaman (China) Market Value
| 301276 Stock | 20.01 0.02 0.10% |
| Symbol | Beijing |
Beijing Jiaman '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 Beijing Jiaman'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 Beijing Jiaman.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Beijing Jiaman on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Beijing Jiaman Dress or generate 0.0% return on investment in Beijing Jiaman over 30 days. Beijing Jiaman is related to or competes with Zoje Resources, Luyin Investment, Yindu Kitchen, Beijing Mainstreets, Jiangsu Yueda, Nuode Investment, and Keda Clean. Beijing Jiaman is entity of China. It is traded as Stock on SHE exchange. More
Beijing Jiaman 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 Beijing Jiaman'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 Beijing Jiaman Dress upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.94 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 3.75 |
Beijing Jiaman Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beijing Jiaman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beijing Jiaman's standard deviation. In reality, there are many statistical measures that can use Beijing Jiaman historical prices to predict the future Beijing Jiaman's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.20) |
Beijing Jiaman Dress Backtested Returns
Beijing Jiaman Dress secures Sharpe Ratio (or Efficiency) of -0.0115, which signifies that the company had a -0.0115 % return per unit of risk over the last 3 months. Beijing Jiaman Dress exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beijing Jiaman's Standard Deviation of 2.3, mean deviation of 1.65, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Beijing Jiaman's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beijing Jiaman is expected to be smaller as well. At this point, Beijing Jiaman Dress has a negative expected return of -0.0241%. Please make sure to confirm Beijing Jiaman's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Beijing Jiaman Dress performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Beijing Jiaman Dress has poor predictability. Overlapping area represents the amount of predictability between Beijing Jiaman time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Beijing Jiaman Dress price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Beijing Jiaman price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Beijing Jiaman Dress lagged returns against current returns
Autocorrelation, which is Beijing Jiaman 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 Beijing Jiaman's stock expected returns. We can calculate the autocorrelation of Beijing Jiaman returns to help us make a trade decision. For example, suppose you find that Beijing Jiaman 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 |
Beijing Jiaman 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 Beijing Jiaman stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beijing Jiaman stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beijing Jiaman stock over time.
Current vs Lagged Prices |
| Timeline |
Beijing Jiaman Lagged Returns
When evaluating Beijing Jiaman's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beijing Jiaman stock have on its future price. Beijing Jiaman 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, Beijing Jiaman autocorrelation shows the relationship between Beijing Jiaman stock current value and its past values and can show if there is a momentum factor associated with investing in Beijing Jiaman Dress.
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 Beijing Stock
Beijing Jiaman financial ratios help investors to determine whether Beijing 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 Beijing with respect to the benefits of owning Beijing Jiaman security.