Leju Holdings Limited Stock Market Value
| LEJUY Stock | 0.01 0 2,450% |
| Symbol | Leju |
Leju Holdings '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 Leju Holdings' 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 Leju Holdings.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Leju Holdings on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Leju Holdings Limited or generate 0.0% return on investment in Leju Holdings over 180 days.
Leju Holdings 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 Leju Holdings' 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 Leju Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1579 | |||
| Maximum Drawdown | 2546.08 |
Leju Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leju Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leju Holdings' standard deviation. In reality, there are many statistical measures that can use Leju Holdings historical prices to predict the future Leju Holdings' volatility.| Risk Adjusted Performance | 0.1209 | |||
| Jensen Alpha | 53.33 | |||
| Total Risk Alpha | 16.53 | |||
| Treynor Ratio | (1.97) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Leju Holdings' 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.
Leju Holdings Limited Backtested Returns
Leju Holdings is out of control given 3 months investment horizon. Leju Holdings Limited has Sharpe Ratio of 0.21, which conveys that the firm had a 0.21 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty different technical indicators, which can help you to evaluate if expected returns of 45.23% are justified by taking the suggested risk. Use Leju Holdings Limited Standard Deviation of 324.96, mean deviation of 103.87, and Risk Adjusted Performance of 0.1209 to evaluate company specific risk that cannot be diversified away. Leju Holdings holds a performance score of 16 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -26.02, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Leju Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Leju Holdings is expected to outperform it. Use Leju Holdings Limited standard deviation, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to analyze future returns on Leju Holdings Limited.
Auto-correlation | 0.26 |
Poor predictability
Leju Holdings Limited has poor predictability. Overlapping area represents the amount of predictability between Leju Holdings time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 Leju Holdings Limited price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Leju Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Leju Holdings Limited lagged returns against current returns
Autocorrelation, which is Leju Holdings 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 Leju Holdings' pink sheet expected returns. We can calculate the autocorrelation of Leju Holdings returns to help us make a trade decision. For example, suppose you find that Leju Holdings 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 |
Leju Holdings 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 Leju Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leju Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leju Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Leju Holdings Lagged Returns
When evaluating Leju Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leju Holdings pink sheet have on its future price. Leju Holdings 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, Leju Holdings autocorrelation shows the relationship between Leju Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Leju Holdings Limited.
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.Additional Tools for Leju Pink Sheet Analysis
When running Leju Holdings' price analysis, check to measure Leju Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Leju Holdings is operating at the current time. Most of Leju Holdings' value examination focuses on studying past and present price action to predict the probability of Leju Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Leju Holdings' price. Additionally, you may evaluate how the addition of Leju Holdings to your portfolios can decrease your overall portfolio volatility.