Sichuan Expressway Stock Market Value
| SEXHF Stock | USD 0.70 0.00 0.00% |
| Symbol | Sichuan |
Sichuan Expressway '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 Sichuan Expressway'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 Sichuan Expressway.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Sichuan Expressway on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Sichuan Expressway or generate 0.0% return on investment in Sichuan Expressway over 30 days. Sichuan Expressway is related to or competes with Shenzhen International, Shenzhen Expressway, COSCO SHIPPING, Park24 Co, Jungheinrich Aktiengesellscha, and Comfortdelgro. Sichuan Expressway Company Limited, together with its subsidiaries, invests in, constructs, operates, and manages expres... More
Sichuan Expressway 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 Sichuan Expressway'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 Sichuan Expressway upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0932 | |||
| Maximum Drawdown | 22.81 |
Sichuan Expressway Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sichuan Expressway's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sichuan Expressway's standard deviation. In reality, there are many statistical measures that can use Sichuan Expressway historical prices to predict the future Sichuan Expressway's volatility.| Risk Adjusted Performance | 0.1011 | |||
| Jensen Alpha | 0.4048 | |||
| Total Risk Alpha | 0.0265 | |||
| Treynor Ratio | (0.56) |
Sichuan Expressway Backtested Returns
Sichuan Expressway appears to be extremely dangerous, given 3 months investment horizon. Sichuan Expressway owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Sichuan Expressway, which you can use to evaluate the volatility of the company. Please review Sichuan Expressway's Coefficient Of Variation of 793.73, risk adjusted performance of 0.1011, and Variance of 8.26 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sichuan Expressway holds a performance score of 10. The entity has a beta of -0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sichuan Expressway are expected to decrease at a much lower rate. During the bear market, Sichuan Expressway is likely to outperform the market. Please check Sichuan Expressway's coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and rate of daily change , to make a quick decision on whether Sichuan Expressway's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Sichuan Expressway has no correlation between past and present. Overlapping area represents the amount of predictability between Sichuan Expressway time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Sichuan Expressway price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sichuan Expressway 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 |
Sichuan Expressway lagged returns against current returns
Autocorrelation, which is Sichuan Expressway 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 Sichuan Expressway's pink sheet expected returns. We can calculate the autocorrelation of Sichuan Expressway returns to help us make a trade decision. For example, suppose you find that Sichuan Expressway 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 |
Sichuan Expressway 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 Sichuan Expressway pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sichuan Expressway pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sichuan Expressway pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sichuan Expressway Lagged Returns
When evaluating Sichuan Expressway's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sichuan Expressway pink sheet have on its future price. Sichuan Expressway 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, Sichuan Expressway autocorrelation shows the relationship between Sichuan Expressway pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sichuan Expressway.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sichuan Pink Sheet
Sichuan Expressway financial ratios help investors to determine whether Sichuan 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 Sichuan with respect to the benefits of owning Sichuan Expressway security.