Infore Environment (China) Market Value
| 000967 Stock | 5.69 0.16 2.74% |
| Symbol | Infore |
Infore Environment '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 Infore Environment'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 Infore Environment.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Infore Environment on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Infore Environment Technology or generate 0.0% return on investment in Infore Environment over 90 days. Infore Environment is related to or competes with UE Furniture, Hua Hong, Will Semiconductor, Der International, A Zenith, GRINM Semiconductor, and GigaDevice SemiconductorBei. Infore Environment is entity of China. It is traded as Stock on SHE exchange. More
Infore Environment 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 Infore Environment'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 Infore Environment Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.7 | |||
| Information Ratio | 0.1126 | |||
| Maximum Drawdown | 19.39 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 9.96 |
Infore Environment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infore Environment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infore Environment's standard deviation. In reality, there are many statistical measures that can use Infore Environment historical prices to predict the future Infore Environment's volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | 0.2628 | |||
| Total Risk Alpha | 0.741 | |||
| Sortino Ratio | 0.1368 | |||
| Treynor Ratio | 1.47 |
Infore Environment Backtested Returns
Infore Environment appears to be slightly risky, given 3 months investment horizon. Infore Environment holds Efficiency (Sharpe) Ratio of 0.0924, which attests that the entity had a 0.0924 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Infore Environment, which you can use to evaluate the volatility of the firm. Please utilize Infore Environment's Market Risk Adjusted Performance of 1.48, downside deviation of 2.7, and Risk Adjusted Performance of 0.0714 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Infore Environment holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Infore Environment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Infore Environment is expected to be smaller as well. Please check Infore Environment's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Infore Environment's current trending patterns will revert.
Auto-correlation | -0.62 |
Very good reverse predictability
Infore Environment Technology has very good reverse predictability. Overlapping area represents the amount of predictability between Infore Environment time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 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 Infore Environment price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Infore Environment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Infore Environment lagged returns against current returns
Autocorrelation, which is Infore Environment 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 Infore Environment's stock expected returns. We can calculate the autocorrelation of Infore Environment returns to help us make a trade decision. For example, suppose you find that Infore Environment 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 |
Infore Environment 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 Infore Environment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infore Environment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infore Environment stock over time.
Current vs Lagged Prices |
| Timeline |
Infore Environment Lagged Returns
When evaluating Infore Environment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infore Environment stock have on its future price. Infore Environment 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, Infore Environment autocorrelation shows the relationship between Infore Environment stock current value and its past values and can show if there is a momentum factor associated with investing in Infore Environment Technology.
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 Infore Stock
Infore Environment financial ratios help investors to determine whether Infore 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 Infore with respect to the benefits of owning Infore Environment security.