Secoo Holding Limited Stock Market Value
| SECOY Stock | 0.0001 0.0001 50.00% |
| Symbol | Secoo |
Secoo Holding '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 Secoo Holding'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 Secoo Holding.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Secoo Holding on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Secoo Holding Limited or generate 0.0% return on investment in Secoo Holding over 360 days.
Secoo Holding 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 Secoo Holding'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 Secoo Holding Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0468 | |||
| Maximum Drawdown | 150.0 |
Secoo Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Secoo Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Secoo Holding's standard deviation. In reality, there are many statistical measures that can use Secoo Holding historical prices to predict the future Secoo Holding's volatility.| Risk Adjusted Performance | 0.0474 | |||
| Jensen Alpha | 0.6959 | |||
| Total Risk Alpha | (1.24) | |||
| Treynor Ratio | 1.44 |
Secoo Holding Limited Backtested Returns
Secoo Holding appears to be out of control, given 3 months investment horizon. Secoo Holding Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0569, which indicates the firm had a 0.0569 % return per unit of risk over the last 3 months. By inspecting Secoo Holding's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please review Secoo Holding's Variance of 191.72, coefficient of variation of 1827.74, and Risk Adjusted Performance of 0.0474 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Secoo Holding holds a performance score of 4. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Secoo Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Secoo Holding is expected to be smaller as well. Please check Secoo Holding's coefficient of variation, skewness, as well as the relationship between the Skewness and price action indicator , to make a quick decision on whether Secoo Holding's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Secoo Holding Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Secoo Holding time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Secoo Holding Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Secoo Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Secoo Holding Limited lagged returns against current returns
Autocorrelation, which is Secoo Holding 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 Secoo Holding's pink sheet expected returns. We can calculate the autocorrelation of Secoo Holding returns to help us make a trade decision. For example, suppose you find that Secoo Holding 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 |
Secoo Holding 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 Secoo Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Secoo Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Secoo Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Secoo Holding Lagged Returns
When evaluating Secoo Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Secoo Holding pink sheet have on its future price. Secoo Holding 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, Secoo Holding autocorrelation shows the relationship between Secoo Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Secoo Holding Limited.
Regressed Prices |
| Timeline |
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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 Secoo Pink Sheet Analysis
When running Secoo Holding's price analysis, check to measure Secoo Holding's 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 Secoo Holding is operating at the current time. Most of Secoo Holding's value examination focuses on studying past and present price action to predict the probability of Secoo Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Secoo Holding's price. Additionally, you may evaluate how the addition of Secoo Holding to your portfolios can decrease your overall portfolio volatility.