Sinopharm Group Co Stock Market Value
| SHTDF Stock | USD 2.35 0.13 5.24% |
| Symbol | Sinopharm |
Sinopharm Group '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 Sinopharm Group'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 Sinopharm Group.
| 07/25/2025 |
| 01/21/2026 |
If you would invest 0.00 in Sinopharm Group on July 25, 2025 and sell it all today you would earn a total of 0.00 from holding Sinopharm Group Co or generate 0.0% return on investment in Sinopharm Group over 180 days. Sinopharm Group is related to or competes with Shanghai Pharmaceuticals, Matsumotokiyoshi, Sysmex Corp, Sonic Healthcare, Sonic Healthcare, Guangzhou Baiyunshan, and ConvaTec Group. Ltd., together with its subsidiaries, engages in the wholesale and retail of pharmaceutical and medical devices and heal... More
Sinopharm Group 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 Sinopharm Group'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 Sinopharm Group Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 13.31 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 1.2 |
Sinopharm Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sinopharm Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sinopharm Group's standard deviation. In reality, there are many statistical measures that can use Sinopharm Group historical prices to predict the future Sinopharm Group's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sinopharm Group'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.
Sinopharm Group Backtested Returns
Sinopharm Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0894, which indicates the firm had a -0.0894 % return per unit of risk over the last 3 months. Sinopharm Group Co exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sinopharm Group's Coefficient Of Variation of (8,041), insignificant risk adjusted performance, and Variance of 2.51 to confirm the risk estimate we provide. The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sinopharm Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sinopharm Group is expected to be smaller as well. At this point, Sinopharm Group has a negative expected return of -0.0972%. Please make sure to validate Sinopharm Group's jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Sinopharm Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Sinopharm Group Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Sinopharm Group time series from 25th of July 2025 to 23rd of October 2025 and 23rd of October 2025 to 21st 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 Sinopharm Group price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Sinopharm Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sinopharm Group lagged returns against current returns
Autocorrelation, which is Sinopharm Group 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 Sinopharm Group's pink sheet expected returns. We can calculate the autocorrelation of Sinopharm Group returns to help us make a trade decision. For example, suppose you find that Sinopharm Group 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 |
Sinopharm Group 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 Sinopharm Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sinopharm Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sinopharm Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sinopharm Group Lagged Returns
When evaluating Sinopharm Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sinopharm Group pink sheet have on its future price. Sinopharm Group 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, Sinopharm Group autocorrelation shows the relationship between Sinopharm Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sinopharm Group Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sinopharm Pink Sheet
Sinopharm Group financial ratios help investors to determine whether Sinopharm 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 Sinopharm with respect to the benefits of owning Sinopharm Group security.