5I5j Holding (China) Market Value
| 000560 Stock | 3.14 0.08 2.48% |
| Symbol | 5I5j |
5I5j Holding '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 5I5j Holding'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 5I5j Holding.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in 5I5j Holding on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding 5I5j Holding Group or generate 0.0% return on investment in 5I5j Holding over 30 days. 5I5j Holding is related to or competes with Industrial, Agricultural Bank, China Construction, Bank of China, Postal Savings, Bank of Communications, and China Merchants. 5I5j Holding is entity of China. It is traded as Stock on SHE exchange. More
5I5j Holding 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 5I5j Holding'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 5I5j Holding Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.27 | |||
| Information Ratio | 0.0594 | |||
| Maximum Drawdown | 20.03 | |||
| Value At Risk | (7.44) | |||
| Potential Upside | 10.0 |
5I5j Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 5I5j Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 5I5j Holding's standard deviation. In reality, there are many statistical measures that can use 5I5j Holding historical prices to predict the future 5I5j Holding's volatility.| Risk Adjusted Performance | 0.0612 | |||
| Jensen Alpha | 0.2962 | |||
| Total Risk Alpha | 0.1659 | |||
| Sortino Ratio | 0.0634 | |||
| Treynor Ratio | (1.92) |
5I5j Holding Group Backtested Returns
5I5j Holding Group retains Efficiency (Sharpe Ratio) of -0.0564, which signifies that the company had a -0.0564% return per unit of price deviation over the last 3 months. 5I5j Holding exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 5I5j Holding's Market Risk Adjusted Performance of (1.91), coefficient of variation of 1505.01, and Standard Deviation of 4.56 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 5I5j Holding are expected to decrease at a much lower rate. During the bear market, 5I5j Holding is likely to outperform the market. At this point, 5I5j Holding Group has a negative expected return of -0.23%. Please make sure to confirm 5I5j Holding's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if 5I5j Holding Group performance from the past will be repeated sooner or later.
Auto-correlation | -0.15 |
Insignificant reverse predictability
5I5j Holding Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between 5I5j Holding time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th of December 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 5I5j Holding Group price movement. The serial correlation of -0.15 indicates that less than 15.0% of current 5I5j Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
5I5j Holding Group lagged returns against current returns
Autocorrelation, which is 5I5j Holding 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 5I5j Holding's stock expected returns. We can calculate the autocorrelation of 5I5j Holding returns to help us make a trade decision. For example, suppose you find that 5I5j Holding 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 |
5I5j Holding 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 5I5j Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 5I5j Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 5I5j Holding stock over time.
Current vs Lagged Prices |
| Timeline |
5I5j Holding Lagged Returns
When evaluating 5I5j Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 5I5j Holding stock have on its future price. 5I5j Holding 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, 5I5j Holding autocorrelation shows the relationship between 5I5j Holding stock current value and its past values and can show if there is a momentum factor associated with investing in 5I5j Holding Group.
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.Other Information on Investing in 5I5j Stock
5I5j Holding financial ratios help investors to determine whether 5I5j Stock 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 5I5j with respect to the benefits of owning 5I5j Holding security.