Guangdong Hec (China) Market Value
| 600673 Stock | 30.28 0.37 1.24% |
| Symbol | Guangdong |
Guangdong Hec '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 Guangdong Hec'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 Guangdong Hec.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Guangdong Hec on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Guangdong Hec Technology or generate 0.0% return on investment in Guangdong Hec over 30 days. Guangdong Hec is related to or competes with Heilongjiang Transport, Shaanxi Broadcast, Silkroad Visual, Marssenger Kitchenware, XiAn Dagang, Longjian Road, and Jiangsu Broadcasting. More
Guangdong Hec 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 Guangdong Hec'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 Guangdong Hec Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.149 | |||
| Maximum Drawdown | 15.46 | |||
| Value At Risk | (3.86) | |||
| Potential Upside | 5.8 |
Guangdong Hec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guangdong Hec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guangdong Hec's standard deviation. In reality, there are many statistical measures that can use Guangdong Hec historical prices to predict the future Guangdong Hec's volatility.| Risk Adjusted Performance | 0.1401 | |||
| Jensen Alpha | 0.5321 | |||
| Total Risk Alpha | 0.21 | |||
| Sortino Ratio | 0.1817 | |||
| Treynor Ratio | 1.08 |
Guangdong Hec Technology Backtested Returns
Guangdong Hec appears to be very steady, given 3 months investment horizon. Guangdong Hec Technology holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of standard deviation over the last 3 months. By evaluating Guangdong Hec's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize Guangdong Hec's market risk adjusted performance of 1.09, and Risk Adjusted Performance of 0.1401 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guangdong Hec holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guangdong Hec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guangdong Hec is expected to be smaller as well. Please check Guangdong Hec's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Guangdong Hec's current trending patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Guangdong Hec Technology has good predictability. Overlapping area represents the amount of predictability between Guangdong Hec time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 Guangdong Hec Technology price movement. The serial correlation of 0.75 indicates that around 75.0% of current Guangdong Hec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 8.78 |
Guangdong Hec Technology lagged returns against current returns
Autocorrelation, which is Guangdong Hec 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 Guangdong Hec's stock expected returns. We can calculate the autocorrelation of Guangdong Hec returns to help us make a trade decision. For example, suppose you find that Guangdong Hec 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 |
Guangdong Hec 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 Guangdong Hec stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guangdong Hec stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guangdong Hec stock over time.
Current vs Lagged Prices |
| Timeline |
Guangdong Hec Lagged Returns
When evaluating Guangdong Hec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guangdong Hec stock have on its future price. Guangdong Hec 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, Guangdong Hec autocorrelation shows the relationship between Guangdong Hec stock current value and its past values and can show if there is a momentum factor associated with investing in Guangdong Hec Technology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Guangdong Stock
Guangdong Hec financial ratios help investors to determine whether Guangdong 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 Guangdong with respect to the benefits of owning Guangdong Hec security.