Guangzhou Jiacheng (China) Market Value
| 603535 Stock | 12.73 0.11 0.87% |
| Symbol | Guangzhou |
Guangzhou Jiacheng '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 Guangzhou Jiacheng'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 Guangzhou Jiacheng.
| 03/16/2023 |
| 03/05/2025 |
If you would invest 0.00 in Guangzhou Jiacheng on March 16, 2023 and sell it all today you would earn a total of 0.00 from holding Guangzhou Jiacheng or generate 0.0% return on investment in Guangzhou Jiacheng over 720 days. Guangzhou Jiacheng is related to or competes with Cloud Live, Nanjing Putian, Guangdong Songfa, Shenzhen Coship, Shenzhen Hifuture, Tianjin Realty, and Kangyue Technology. Guangzhou Jiacheng is entity of China. It is traded as Stock on SHG exchange. More
Guangzhou Jiacheng 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 Guangzhou Jiacheng'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 Guangzhou Jiacheng upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.057 | |||
| Maximum Drawdown | 15.51 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 4.51 |
Guangzhou Jiacheng Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guangzhou Jiacheng's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guangzhou Jiacheng's standard deviation. In reality, there are many statistical measures that can use Guangzhou Jiacheng historical prices to predict the future Guangzhou Jiacheng's volatility.| Risk Adjusted Performance | 0.0271 | |||
| Jensen Alpha | 0.0647 | |||
| Total Risk Alpha | 0.3482 | |||
| Sortino Ratio | 0.0625 | |||
| Treynor Ratio | 0.619 |
Guangzhou Jiacheng Backtested Returns
At this point, Guangzhou Jiacheng is not too volatile. Guangzhou Jiacheng holds Efficiency (Sharpe) Ratio of 0.077, which attests that the entity had a 0.077 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Guangzhou Jiacheng, which you can use to evaluate the volatility of the firm. Please check out Guangzhou Jiacheng's market risk adjusted performance of 0.629, and Risk Adjusted Performance of 0.0271 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Guangzhou Jiacheng has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0915, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guangzhou Jiacheng's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guangzhou Jiacheng is expected to be smaller as well. Guangzhou Jiacheng right now retains a risk of 2.52%. Please check out Guangzhou Jiacheng downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Guangzhou Jiacheng will be following its current trending patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
Guangzhou Jiacheng has weak reverse predictability. Overlapping area represents the amount of predictability between Guangzhou Jiacheng time series from 16th of March 2023 to 10th of March 2024 and 10th of March 2024 to 5th 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 Guangzhou Jiacheng price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Guangzhou Jiacheng price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 7.36 |
Guangzhou Jiacheng lagged returns against current returns
Autocorrelation, which is Guangzhou Jiacheng 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 Guangzhou Jiacheng's stock expected returns. We can calculate the autocorrelation of Guangzhou Jiacheng returns to help us make a trade decision. For example, suppose you find that Guangzhou Jiacheng 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 |
Guangzhou Jiacheng 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 Guangzhou Jiacheng stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guangzhou Jiacheng stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guangzhou Jiacheng stock over time.
Current vs Lagged Prices |
| Timeline |
Guangzhou Jiacheng Lagged Returns
When evaluating Guangzhou Jiacheng's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guangzhou Jiacheng stock have on its future price. Guangzhou Jiacheng 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, Guangzhou Jiacheng autocorrelation shows the relationship between Guangzhou Jiacheng stock current value and its past values and can show if there is a momentum factor associated with investing in Guangzhou Jiacheng.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Guangzhou Stock
Guangzhou Jiacheng financial ratios help investors to determine whether Guangzhou 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 Guangzhou with respect to the benefits of owning Guangzhou Jiacheng security.