Huasi Agricultural (China) Market Value
| 002494 Stock | 4.32 0.09 2.13% |
| Symbol | Huasi |
Huasi Agricultural '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 Huasi Agricultural'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 Huasi Agricultural.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Huasi Agricultural on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Huasi Agricultural Development or generate 0.0% return on investment in Huasi Agricultural over 30 days. Huasi Agricultural is related to or competes with Guangdong Jingyi, Zotye Automobile, China Sports, Shenzhen Urban, Xiangyang Automobile, and Guangzhou Automobile. More
Huasi Agricultural 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 Huasi Agricultural'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 Huasi Agricultural Development upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.0 | |||
| Information Ratio | 0.007 | |||
| Maximum Drawdown | 20.07 | |||
| Value At Risk | (6.28) | |||
| Potential Upside | 4.06 |
Huasi Agricultural Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huasi Agricultural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huasi Agricultural's standard deviation. In reality, there are many statistical measures that can use Huasi Agricultural historical prices to predict the future Huasi Agricultural's volatility.| Risk Adjusted Performance | 0.0136 | |||
| Jensen Alpha | 0.0106 | |||
| Total Risk Alpha | 0.044 | |||
| Sortino Ratio | 0.0056 | |||
| Treynor Ratio | (0.02) |
Huasi Agricultural Backtested Returns
At this point, Huasi Agricultural is relatively risky. Huasi Agricultural holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Huasi Agricultural, which you can use to evaluate the volatility of the firm. Please check out Huasi Agricultural's market risk adjusted performance of (0.01), and Risk Adjusted Performance of 0.0136 to validate if the risk estimate we provide is consistent with the expected return of 0.0305%. The company retains a Market Volatility (i.e., Beta) of -0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Huasi Agricultural are expected to decrease at a much lower rate. During the bear market, Huasi Agricultural is likely to outperform the market. Huasi Agricultural right now retains a risk of 3.21%. Please check out Huasi Agricultural semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Huasi Agricultural will be following its current trending patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
Huasi Agricultural Development has poor reverse predictability. Overlapping area represents the amount of predictability between Huasi Agricultural time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Huasi Agricultural price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Huasi Agricultural price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Huasi Agricultural lagged returns against current returns
Autocorrelation, which is Huasi Agricultural 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 Huasi Agricultural's stock expected returns. We can calculate the autocorrelation of Huasi Agricultural returns to help us make a trade decision. For example, suppose you find that Huasi Agricultural 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 |
Huasi Agricultural 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 Huasi Agricultural stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huasi Agricultural stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huasi Agricultural stock over time.
Current vs Lagged Prices |
| Timeline |
Huasi Agricultural Lagged Returns
When evaluating Huasi Agricultural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huasi Agricultural stock have on its future price. Huasi Agricultural 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, Huasi Agricultural autocorrelation shows the relationship between Huasi Agricultural stock current value and its past values and can show if there is a momentum factor associated with investing in Huasi Agricultural Development.
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 Huasi Stock
Huasi Agricultural financial ratios help investors to determine whether Huasi 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 Huasi with respect to the benefits of owning Huasi Agricultural security.