Shanghai Industrial Urban Stock Market Value
| SIUDF Stock | USD 0.04 0.00 0.00% |
| Symbol | Shanghai |
Shanghai Industrial '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 Shanghai Industrial'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 Shanghai Industrial.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Shanghai Industrial on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Shanghai Industrial Urban or generate 0.0% return on investment in Shanghai Industrial over 30 days. Shanghai Industrial is related to or competes with Soundwill Holdings, Diamond Lake, DIC Asset, and Merchants National. Shanghai Industrial Urban Development Group Limited, an investment holding company, primarily engages in the development... More
Shanghai Industrial 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 Shanghai Industrial'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 Shanghai Industrial Urban upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1702 | |||
| Maximum Drawdown | 203.03 |
Shanghai Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shanghai Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shanghai Industrial's standard deviation. In reality, there are many statistical measures that can use Shanghai Industrial historical prices to predict the future Shanghai Industrial's volatility.| Risk Adjusted Performance | 0.1307 | |||
| Jensen Alpha | 5.33 | |||
| Total Risk Alpha | 2.68 | |||
| Treynor Ratio | (2.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shanghai Industrial'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.
Shanghai Industrial Urban Backtested Returns
Shanghai Industrial is out of control given 3 months investment horizon. Shanghai Industrial Urban owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 5.44% are justified by taking the suggested risk. Use Shanghai Industrial Urban Coefficient Of Variation of 579.86, risk adjusted performance of 0.1307, and Variance of 908.28 to evaluate company specific risk that cannot be diversified away. Shanghai Industrial holds a performance score of 14 on a scale of zero to a hundred. The entity has a beta of -2.4, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Shanghai Industrial are expected to decrease by larger amounts. On the other hand, during market turmoil, Shanghai Industrial is expected to outperform it. Use Shanghai Industrial Urban mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to analyze future returns on Shanghai Industrial Urban.
Auto-correlation | 1.00 |
Perfect predictability
Shanghai Industrial Urban has perfect predictability. Overlapping area represents the amount of predictability between Shanghai Industrial time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Shanghai Industrial Urban price movement. The serial correlation of 1.0 indicates that 100.0% of current Shanghai Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Shanghai Industrial Urban lagged returns against current returns
Autocorrelation, which is Shanghai Industrial 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 Shanghai Industrial's pink sheet expected returns. We can calculate the autocorrelation of Shanghai Industrial returns to help us make a trade decision. For example, suppose you find that Shanghai Industrial 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 |
Shanghai Industrial 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 Shanghai Industrial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shanghai Industrial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shanghai Industrial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shanghai Industrial Lagged Returns
When evaluating Shanghai Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shanghai Industrial pink sheet have on its future price. Shanghai Industrial 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, Shanghai Industrial autocorrelation shows the relationship between Shanghai Industrial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shanghai Industrial Urban.
Regressed Prices |
| Timeline |
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Other Information on Investing in Shanghai Pink Sheet
Shanghai Industrial financial ratios help investors to determine whether Shanghai 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 Shanghai with respect to the benefits of owning Shanghai Industrial security.