Hong Yuan Holding Stock Market Value
| HGYN Stock | USD 0.04 0.02 63.60% |
| Symbol | Hong |
Hong Yuan '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 Hong Yuan's pink sheet 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 Hong Yuan.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Hong Yuan on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Hong Yuan Holding or generate 0.0% return on investment in Hong Yuan over 30 days. Hong Yuan Holding Group does not have significant operations More
Hong Yuan 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 Hong Yuan's pink sheet 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 Hong Yuan Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 39.06 | |||
| Information Ratio | 0.1706 | |||
| Maximum Drawdown | 161.73 | |||
| Value At Risk | (50.41) | |||
| Potential Upside | 87.69 |
Hong Yuan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hong Yuan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hong Yuan's standard deviation. In reality, there are many statistical measures that can use Hong Yuan historical prices to predict the future Hong Yuan's volatility.| Risk Adjusted Performance | 0.1355 | |||
| Jensen Alpha | 6.41 | |||
| Total Risk Alpha | 6.16 | |||
| Sortino Ratio | 0.1641 | |||
| Treynor Ratio | 7.11 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hong Yuan's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hong Yuan Holding Backtested Returns
Hong Yuan is out of control given 3 months investment horizon. Hong Yuan Holding holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-nine different technical indicators, which can help you to evaluate if expected returns of 6.43% are justified by taking the suggested risk. Use Hong Yuan Holding Market Risk Adjusted Performance of 7.12, risk adjusted performance of 0.1355, and Downside Deviation of 39.06 to evaluate company specific risk that cannot be diversified away. Hong Yuan holds a performance score of 12 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.9, which attests to possible diversification benefits within a given portfolio. Hong Yuan returns are very sensitive to returns on the market. As the market goes up or down, Hong Yuan is expected to follow. Use Hong Yuan Holding treynor ratio and the relationship between the semi variance and period momentum indicator , to analyze future returns on Hong Yuan Holding.
Auto-correlation | 0.60 |
Good predictability
Hong Yuan Holding has good predictability. Overlapping area represents the amount of predictability between Hong Yuan time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Hong Yuan Holding price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Hong Yuan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hong Yuan Holding lagged returns against current returns
Autocorrelation, which is Hong Yuan pink sheet'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 Hong Yuan's pink sheet expected returns. We can calculate the autocorrelation of Hong Yuan returns to help us make a trade decision. For example, suppose you find that Hong Yuan has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Hong Yuan 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 Hong Yuan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hong Yuan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hong Yuan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hong Yuan Lagged Returns
When evaluating Hong Yuan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hong Yuan pink sheet have on its future price. Hong Yuan 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, Hong Yuan autocorrelation shows the relationship between Hong Yuan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hong Yuan Holding.
Regressed Prices |
| Timeline |
Pair Trading with Hong Yuan
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Hong Yuan position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Hong Yuan will appreciate offsetting losses from the drop in the long position's value.Moving against Hong Pink Sheet
| 0.34 | KO | Coca Cola Aggressive Push | PairCorr |
The ability to find closely correlated positions to Hong Yuan could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Hong Yuan when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Hong Yuan - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Hong Yuan Holding to buy it.
The correlation of Hong Yuan is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Hong Yuan moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Hong Yuan Holding moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Hong Yuan can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Hong Pink Sheet
Hong Yuan financial ratios help investors to determine whether Hong Pink Sheet 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 Hong with respect to the benefits of owning Hong Yuan security.