Blue Sail (China) Market Value
| 002382 Stock | 5.25 0.03 0.57% |
| Symbol | Blue |
Blue Sail '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 Blue Sail'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 Blue Sail.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Blue Sail on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Blue Sail Medical or generate 0.0% return on investment in Blue Sail over 90 days. Blue Sail is related to or competes with Anhui Tongguan, Suzhou Oriental, Shanghai Metersbonwe, Union Semiconductor, GigaDevice SemiconductorBei, Nexchip Semiconductor, and Will Semiconductor. Blue Sail is entity of China. It is traded as Stock on SHE exchange. More
Blue Sail 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 Blue Sail'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 Blue Sail Medical upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.34 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 1.88 |
Blue Sail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Sail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Sail's standard deviation. In reality, there are many statistical measures that can use Blue Sail historical prices to predict the future Blue Sail's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.0671 | |||
| Treynor Ratio | (0.52) |
Blue Sail Medical Backtested Returns
Blue Sail Medical secures Sharpe Ratio (or Efficiency) of -0.0364, which signifies that the company had a -0.0364 % return per unit of risk over the last 3 months. Blue Sail Medical exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blue Sail's Mean Deviation of 1.26, risk adjusted performance of (0.06), and Standard Deviation of 1.89 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blue Sail's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blue Sail is expected to be smaller as well. At this point, Blue Sail Medical has a negative expected return of -0.0702%. Please make sure to confirm Blue Sail's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Blue Sail Medical performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Blue Sail Medical has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Blue Sail time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Blue Sail Medical price movement. The serial correlation of -0.71 indicates that around 71.0% of current Blue Sail price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Blue Sail Medical lagged returns against current returns
Autocorrelation, which is Blue Sail 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 Blue Sail's stock expected returns. We can calculate the autocorrelation of Blue Sail returns to help us make a trade decision. For example, suppose you find that Blue Sail 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 |
Blue Sail 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 Blue Sail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Sail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Sail stock over time.
Current vs Lagged Prices |
| Timeline |
Blue Sail Lagged Returns
When evaluating Blue Sail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Sail stock have on its future price. Blue Sail 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, Blue Sail autocorrelation shows the relationship between Blue Sail stock current value and its past values and can show if there is a momentum factor associated with investing in Blue Sail Medical.
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 Blue Stock
Blue Sail financial ratios help investors to determine whether Blue 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 Blue with respect to the benefits of owning Blue Sail security.