Longmaster Information (China) Market Value
| 300288 Stock | 16.73 0.01 0.06% |
| Symbol | Longmaster |
Longmaster Information '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 Longmaster Information'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 Longmaster Information.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Longmaster Information on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Longmaster Information Tech or generate 0.0% return on investment in Longmaster Information over 90 days. Longmaster Information is related to or competes with Shengda Mining, Fujian Oriental, Tianjin Silvery, Sichuan Fulin, Hubeiyichang Transportation, Sportsoul, and Fujian Longzhou. Longmaster Information is entity of China More
Longmaster Information 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 Longmaster Information'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 Longmaster Information Tech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.79 | |||
| Information Ratio | 0.049 | |||
| Maximum Drawdown | 18.06 | |||
| Value At Risk | (6.64) | |||
| Potential Upside | 7.13 |
Longmaster Information Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Longmaster Information's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Longmaster Information's standard deviation. In reality, there are many statistical measures that can use Longmaster Information historical prices to predict the future Longmaster Information's volatility.| Risk Adjusted Performance | 0.0333 | |||
| Jensen Alpha | 0.0702 | |||
| Total Risk Alpha | 0.527 | |||
| Sortino Ratio | 0.0524 | |||
| Treynor Ratio | (0.26) |
Longmaster Information Backtested Returns
At this point, Longmaster Information is somewhat reliable. Longmaster Information has Sharpe Ratio of 0.0153, which conveys that the firm had a 0.0153 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Longmaster Information, which you can use to evaluate the volatility of the firm. Please verify Longmaster Information's Mean Deviation of 3.04, downside deviation of 3.79, and Risk Adjusted Performance of 0.0333 to check out if the risk estimate we provide is consistent with the expected return of 0.0606%. Longmaster Information has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Longmaster Information are expected to decrease at a much lower rate. During the bear market, Longmaster Information is likely to outperform the market. Longmaster Information right now secures a risk of 3.96%. Please verify Longmaster Information Tech information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Longmaster Information Tech will be following its current price movements.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Longmaster Information Tech has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Longmaster Information 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 Longmaster Information price movement. The serial correlation of -0.75 indicates that around 75.0% of current Longmaster Information price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
Longmaster Information lagged returns against current returns
Autocorrelation, which is Longmaster Information 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 Longmaster Information's stock expected returns. We can calculate the autocorrelation of Longmaster Information returns to help us make a trade decision. For example, suppose you find that Longmaster Information 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 |
Longmaster Information 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 Longmaster Information stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Longmaster Information stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Longmaster Information stock over time.
Current vs Lagged Prices |
| Timeline |
Longmaster Information Lagged Returns
When evaluating Longmaster Information's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Longmaster Information stock have on its future price. Longmaster Information 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, Longmaster Information autocorrelation shows the relationship between Longmaster Information stock current value and its past values and can show if there is a momentum factor associated with investing in Longmaster Information Tech.
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 Longmaster Stock
Longmaster Information financial ratios help investors to determine whether Longmaster 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 Longmaster with respect to the benefits of owning Longmaster Information security.