Origin Agritech Stock Market Value
| SEED Stock | USD 2.45 0.01 0.41% |
| Symbol | Origin |
Origin Agritech Price To Book Ratio
Is Agricultural Products & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Origin Agritech. If investors know Origin will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Origin Agritech listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 1.22 | Revenue Per Share 18.071 | Quarterly Revenue Growth 0.393 | Return On Assets (0.03) | Return On Equity (3.72) |
The market value of Origin Agritech is measured differently than its book value, which is the value of Origin that is recorded on the company's balance sheet. Investors also form their own opinion of Origin Agritech's value that differs from its market value or its book value, called intrinsic value, which is Origin Agritech's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Origin Agritech's market value can be influenced by many factors that don't directly affect Origin Agritech's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Origin Agritech's value and its price as these two are different measures arrived at by different means. Investors typically determine if Origin Agritech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Origin Agritech's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Origin Agritech '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 Origin Agritech'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 Origin Agritech.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Origin Agritech on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Origin Agritech or generate 0.0% return on investment in Origin Agritech over 660 days. Origin Agritech is related to or competes with Benson Hill,, Corteva, Scotts Miracle, Yara International, American Vanguard, FMC, and CF Industries. Origin Agritech Limited, together with its subsidiaries, operates an agricultural biotechnology and an e-commerce platfo... More
Origin Agritech 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 Origin Agritech'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 Origin Agritech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.82 | |||
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 34.46 | |||
| Value At Risk | (6.12) | |||
| Potential Upside | 8.03 |
Origin Agritech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Origin Agritech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Origin Agritech's standard deviation. In reality, there are many statistical measures that can use Origin Agritech historical prices to predict the future Origin Agritech's volatility.| Risk Adjusted Performance | 0.0346 | |||
| Jensen Alpha | 0.0144 | |||
| Total Risk Alpha | (0.66) | |||
| Sortino Ratio | 0.0126 | |||
| Treynor Ratio | 0.1321 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Origin Agritech'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.
Origin Agritech Backtested Returns
Origin Agritech maintains Sharpe Ratio (i.e., Efficiency) of -0.0471, which implies the firm had a -0.0471% return per unit of risk over the last 3 months. Origin Agritech exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Origin Agritech's Coefficient Of Variation of 2941.89, risk adjusted performance of 0.0346, and Semi Deviation of 3.65 to confirm the risk estimate we provide. The company holds a Beta of 1.28, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Origin Agritech will likely underperform. At this point, Origin Agritech has a negative expected return of -0.2%. Please make sure to check Origin Agritech's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Origin Agritech performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Origin Agritech has weak reverse predictability. Overlapping area represents the amount of predictability between Origin Agritech time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Origin Agritech price movement. The serial correlation of -0.21 indicates that over 21.0% of current Origin Agritech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1.14 |
Origin Agritech lagged returns against current returns
Autocorrelation, which is Origin Agritech 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 Origin Agritech's stock expected returns. We can calculate the autocorrelation of Origin Agritech returns to help us make a trade decision. For example, suppose you find that Origin Agritech 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 |
Origin Agritech 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 Origin Agritech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Origin Agritech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Origin Agritech stock over time.
Current vs Lagged Prices |
| Timeline |
Origin Agritech Lagged Returns
When evaluating Origin Agritech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Origin Agritech stock have on its future price. Origin Agritech 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, Origin Agritech autocorrelation shows the relationship between Origin Agritech stock current value and its past values and can show if there is a momentum factor associated with investing in Origin Agritech.
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.When determining whether Origin Agritech is a strong investment it is important to analyze Origin Agritech's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Origin Agritech's future performance. For an informed investment choice regarding Origin Stock, refer to the following important reports:Check out Origin Agritech Correlation, Origin Agritech Volatility and Origin Agritech Alpha and Beta module to complement your research on Origin Agritech. For information on how to trade Origin Stock refer to our How to Trade Origin Stock guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Origin Agritech technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.