Anhui Huaertai (China) Market Value
| 001217 Stock | 11.03 0.30 2.80% |
| Symbol | Anhui |
Anhui Huaertai '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 Anhui Huaertai'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 Anhui Huaertai.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Anhui Huaertai on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Anhui Huaertai Chemical or generate 0.0% return on investment in Anhui Huaertai over 30 days. Anhui Huaertai is related to or competes with Jiugui Liquor, Advanced Technology, Haima Automobile, Shengtak New, Zotye Automobile, and Anhui Jianghuai. Anhui Huaertai is entity of China. It is traded as Stock on SHE exchange. More
Anhui Huaertai 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 Anhui Huaertai'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 Anhui Huaertai Chemical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.37 | |||
| Information Ratio | 0.0332 | |||
| Maximum Drawdown | 20.02 | |||
| Value At Risk | (8.07) | |||
| Potential Upside | 9.98 |
Anhui Huaertai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anhui Huaertai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anhui Huaertai's standard deviation. In reality, there are many statistical measures that can use Anhui Huaertai historical prices to predict the future Anhui Huaertai's volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | 0.0898 | |||
| Total Risk Alpha | 0.2648 | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | (0.08) |
Anhui Huaertai Chemical Backtested Returns
At this point, Anhui Huaertai is slightly risky. Anhui Huaertai Chemical secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Anhui Huaertai Chemical, which you can use to evaluate the volatility of the firm. Please confirm Anhui Huaertai's mean deviation of 3.26, and Risk Adjusted Performance of 0.0306 to double-check if the risk estimate we provide is consistent with the expected return of 0.0066%. The firm shows a Beta (market volatility) of -1.54, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Anhui Huaertai are expected to decrease by larger amounts. On the other hand, during market turmoil, Anhui Huaertai is expected to outperform it. Anhui Huaertai Chemical right now shows a risk of 4.61%. Please confirm Anhui Huaertai Chemical semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Anhui Huaertai Chemical will be following its price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Anhui Huaertai Chemical has poor reverse predictability. Overlapping area represents the amount of predictability between Anhui Huaertai time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Anhui Huaertai Chemical price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Anhui Huaertai price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Anhui Huaertai Chemical lagged returns against current returns
Autocorrelation, which is Anhui Huaertai 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 Anhui Huaertai's stock expected returns. We can calculate the autocorrelation of Anhui Huaertai returns to help us make a trade decision. For example, suppose you find that Anhui Huaertai 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 |
Anhui Huaertai 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 Anhui Huaertai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anhui Huaertai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anhui Huaertai stock over time.
Current vs Lagged Prices |
| Timeline |
Anhui Huaertai Lagged Returns
When evaluating Anhui Huaertai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anhui Huaertai stock have on its future price. Anhui Huaertai 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, Anhui Huaertai autocorrelation shows the relationship between Anhui Huaertai stock current value and its past values and can show if there is a momentum factor associated with investing in Anhui Huaertai Chemical.
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 Anhui Stock
Anhui Huaertai financial ratios help investors to determine whether Anhui 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 Anhui with respect to the benefits of owning Anhui Huaertai security.