Huatai Securities Co Stock Market Value
| HUATF Stock | USD 2.10 0.00 0.00% |
| Symbol | Huatai |
Huatai Securities '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 Huatai Securities' 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 Huatai Securities.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Huatai Securities on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Huatai Securities Co or generate 0.0% return on investment in Huatai Securities over 360 days. Huatai Securities is related to or competes with Intact Financial, and Brookfield Asset. Huatai Securities Co., Ltd., a security company, provides financial services in Mainland China and internationally More
Huatai Securities 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 Huatai Securities' 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 Huatai Securities Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.58) | |||
| Maximum Drawdown | 0.9615 |
Huatai Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huatai Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huatai Securities' standard deviation. In reality, there are many statistical measures that can use Huatai Securities historical prices to predict the future Huatai Securities' volatility.| Risk Adjusted Performance | 0.0393 | |||
| Jensen Alpha | 0.0063 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Huatai Securities' 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.
Huatai Securities Backtested Returns
At this point, Huatai Securities is very steady. Huatai Securities holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for Huatai Securities, which you can use to evaluate the volatility of the firm. Please check out Huatai Securities' risk adjusted performance of 0.0393, and Market Risk Adjusted Performance of (0.30) to validate if the risk estimate we provide is consistent with the expected return of 0.015%. Huatai Securities has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0164, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Huatai Securities are expected to decrease at a much lower rate. During the bear market, Huatai Securities is likely to outperform the market. Huatai Securities right now retains a risk of 0.12%. Please check out Huatai Securities standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Huatai Securities will be following its current trending patterns.
Auto-correlation | 0.57 |
Modest predictability
Huatai Securities Co has modest predictability. Overlapping area represents the amount of predictability between Huatai Securities time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th of December 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 Huatai Securities price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Huatai Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Huatai Securities lagged returns against current returns
Autocorrelation, which is Huatai Securities 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 Huatai Securities' pink sheet expected returns. We can calculate the autocorrelation of Huatai Securities returns to help us make a trade decision. For example, suppose you find that Huatai Securities 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 |
Huatai Securities 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 Huatai Securities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huatai Securities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huatai Securities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Huatai Securities Lagged Returns
When evaluating Huatai Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huatai Securities pink sheet have on its future price. Huatai Securities 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, Huatai Securities autocorrelation shows the relationship between Huatai Securities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Huatai Securities Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Huatai Pink Sheet
Huatai Securities financial ratios help investors to determine whether Huatai 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 Huatai with respect to the benefits of owning Huatai Securities security.