Hebei Keli (China) Market Value
| 301552 Stock | 40.40 0.06 0.15% |
| Symbol | Hebei |
Hebei Keli '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 Hebei Keli'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 Hebei Keli.
| 01/23/2025 |
| 01/18/2026 |
If you would invest 0.00 in Hebei Keli on January 23, 2025 and sell it all today you would earn a total of 0.00 from holding Hebei Keli Automobile or generate 0.0% return on investment in Hebei Keli over 360 days. Hebei Keli is related to or competes with Tianneng Battery, Ningbo Tip, Shanghai Daimay, Jiangsu Bojun, Xiangyang Changyuan, Chuzhou Duoli, and FAWER Automotive. Hebei Keli is entity of China. It is traded as Stock on SHE exchange. More
Hebei Keli 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 Hebei Keli'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 Hebei Keli Automobile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.91 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.59 |
Hebei Keli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hebei Keli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hebei Keli's standard deviation. In reality, there are many statistical measures that can use Hebei Keli historical prices to predict the future Hebei Keli's volatility.| Risk Adjusted Performance | 0.0446 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0785 |
Hebei Keli Automobile Backtested Returns
At this point, Hebei Keli is very steady. Hebei Keli Automobile holds Efficiency (Sharpe) Ratio of 0.0864, which attests that the entity had a 0.0864 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hebei Keli Automobile, which you can use to evaluate the volatility of the firm. Please check out Hebei Keli's Risk Adjusted Performance of 0.0446, market risk adjusted performance of 0.0885, and Downside Deviation of 1.28 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. Hebei Keli has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hebei Keli's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hebei Keli is expected to be smaller as well. Hebei Keli Automobile right now retains a risk of 1.2%. Please check out Hebei Keli mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Hebei Keli will be following its current trending patterns.
Auto-correlation | 0.19 |
Very weak predictability
Hebei Keli Automobile has very weak predictability. Overlapping area represents the amount of predictability between Hebei Keli time series from 23rd of January 2025 to 22nd of July 2025 and 22nd of July 2025 to 18th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hebei Keli Automobile price movement. The serial correlation of 0.19 indicates that over 19.0% of current Hebei Keli price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 3.91 |
Hebei Keli Automobile lagged returns against current returns
Autocorrelation, which is Hebei Keli 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 Hebei Keli's stock expected returns. We can calculate the autocorrelation of Hebei Keli returns to help us make a trade decision. For example, suppose you find that Hebei Keli 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 |
Hebei Keli 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 Hebei Keli stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hebei Keli stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hebei Keli stock over time.
Current vs Lagged Prices |
| Timeline |
Hebei Keli Lagged Returns
When evaluating Hebei Keli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hebei Keli stock have on its future price. Hebei Keli 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, Hebei Keli autocorrelation shows the relationship between Hebei Keli stock current value and its past values and can show if there is a momentum factor associated with investing in Hebei Keli Automobile.
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 Hebei Stock
Hebei Keli financial ratios help investors to determine whether Hebei 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 Hebei with respect to the benefits of owning Hebei Keli security.