Shanghai Industrial Urban Stock Market Value
| SIUDF Stock | USD 0.01 0.00 0.00% |
| Symbol | Shanghai |
What if' Analysis
Running a what-if backtest on Shanghai Industrial Urban gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Shanghai Industrial's historical reward profile was stable enough to support the current thesis.
| 12/14/2025 |
| 03/14/2026 |
If you invested 4.00 in Shanghai Industrial on December 14, 2025 and closed the position today, you would lose -3.29 in aggregate losses. The change equals a 82.25% change in Shanghai Industrial value on balance over a 90 day window. Shanghai Industrial is related to or competes with Soundwill Holdings, Diamond Lake, DIC Asset, and Merchants National. Peer context can support comparative analysis. Shanghai Industrial Urban Development Group Limited, an investment holding company, primarily engages in the development... More
Shanghai Industrial Upside and Downside Indicators Signals
Upside and downside indicators for Shanghai Industrial summarize momentum balance and potential range context for the stock. The signals are presented as informational context for recent price movement.
| Information Ratio | 0.0119 | |||
| Maximum Drawdown | 193.47 |
Shanghai Industrial Market Risk Indicators Signals
Market risk indicators summarize volatility and return dispersion for Shanghai Industrial. This view provides neutral context for risk and variability.| Risk Adjusted Performance | 0.0173 | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | 1.12 | |||
| Treynor Ratio | -0.05 |
The concept of mean reversion suggests that Shanghai Industrial's price will eventually return toward its long-run average. High prices may deter value investors, while unusually low prices often attract buyers who anticipate a recovery.
Technical Indicators
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| Risk Adjusted Performance | 0.0173 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 3.09 | |||
| Coefficient Of Variation | 10172.99 | |||
| Standard Deviation | 17.0 | |||
| Variance | 288.85 | |||
| Information Ratio | 0.0119 | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | 1.12 | |||
| Treynor Ratio | -0.05 | |||
| Maximum Drawdown | 193.47 | |||
| Skewness | 0.9711 | |||
| Kurtosis | 32.93 |
Shanghai Industrial Urban Backtested Returns
Over the selected 3 months, Shanghai Industrial demonstrates a severely unstable volatility profile. It exhibits a Sharpe Ratio of 0.0101, capturing return dispersion relative to standard deviation. Algorithmic screening detected sixteen volatility-sensitive metrics. Please analyze metrics such as risk-adjusted performance of 0.0173, coefficient of variation of 10172.99, and Variance of 288.85 to assess dispersion and downside exposure. The company owns a Beta (Systematic Risk) of -3.46, which conveys a somewhat significant risk relative to the market. A strongly negative beta means Shanghai Industrial acts as a natural hedge, gaining when the broader market declines. Shanghai Industrial Urban right now owns a risk of 17.54%. Please confirm Shanghai Industrial Urban the relationship between the Information Ratio and kurtosis.
Auto-correlation | 0.00 |
No correlation between past and present
The autocorrelation profile for Shanghai Industrial Urban registers no correlation between past and present between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Shanghai Industrial Urban's near-term price behavior. A serial correlation of 0.0 indicates that just 0.0% of current Shanghai Industrial price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Shanghai Industrial financial ratios help frame valuation context across profits, cash flow, and enterprise value. They help compare Shanghai across valuation measures.