Shenyu Communication (China) Market Value

300563 Stock   57.94  5.65  10.81%   
Shenyu Communication's market value is the price at which a share of Shenyu Communication trades on a public exchange. It measures the collective expectations of Shenyu Communication Technology investors about its performance. Shenyu Communication is trading at 57.94 as of the 21st of January 2025, a 10.81 percent increase since the beginning of the trading day. The stock's open price was 52.29.
With this module, you can estimate the performance of a buy and hold strategy of Shenyu Communication Technology and determine expected loss or profit from investing in Shenyu Communication over a given investment horizon. Check out Shenyu Communication Correlation, Shenyu Communication Volatility and Shenyu Communication Alpha and Beta module to complement your research on Shenyu Communication.
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Please note, there is a significant difference between Shenyu Communication's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shenyu Communication is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shenyu Communication's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Shenyu Communication '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 Shenyu Communication'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 Shenyu Communication.
0.00
12/22/2024
No Change 0.00  0.0 
In 31 days
01/21/2025
0.00
If you would invest  0.00  in Shenyu Communication on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Shenyu Communication Technology or generate 0.0% return on investment in Shenyu Communication over 30 days. Shenyu Communication is related to or competes with Chengdu Kanghua, Beijing Wantai, Suzhou Novoprotein, Aluminum Corp, COL Digital, Shaanxi Meineng, and Gansu Huangtai. Shenyu Communication is entity of China. It is traded as Stock on SHE exchange. More

Shenyu Communication 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 Shenyu Communication'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 Shenyu Communication Technology upside and downside potential and time the market with a certain degree of confidence.

Shenyu Communication Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenyu Communication's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shenyu Communication's standard deviation. In reality, there are many statistical measures that can use Shenyu Communication historical prices to predict the future Shenyu Communication's volatility.
Hype
Prediction
LowEstimatedHigh
52.2958.0163.73
Details
Intrinsic
Valuation
LowRealHigh
43.1448.8663.73
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.360.360.36
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Shenyu Communication. Your research has to be compared to or analyzed against Shenyu Communication's peers to derive any actionable benefits. When done correctly, Shenyu Communication's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Shenyu Communication.

Shenyu Communication Backtested Returns

At this point, Shenyu Communication is not too volatile. Shenyu Communication owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.027, which indicates the firm had a 0.027 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shenyu Communication Technology, which you can use to evaluate the volatility of the company. Please validate Shenyu Communication's Coefficient Of Variation of 8070.51, risk adjusted performance of 0.0189, and Semi Deviation of 4.95 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Shenyu Communication has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shenyu Communication's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenyu Communication is expected to be smaller as well. Shenyu Communication right now has a risk of 5.72%. Please validate Shenyu Communication market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Shenyu Communication will be following its existing price patterns.

Auto-correlation

    
  0.10  

Insignificant predictability

Shenyu Communication Technology has insignificant predictability. Overlapping area represents the amount of predictability between Shenyu Communication time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 Shenyu Communication price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Shenyu Communication price fluctuation can be explain by its past prices.
Correlation Coefficient0.1
Spearman Rank Test-0.18
Residual Average0.0
Price Variance3.78

Shenyu Communication lagged returns against current returns

Autocorrelation, which is Shenyu Communication 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 Shenyu Communication's stock expected returns. We can calculate the autocorrelation of Shenyu Communication returns to help us make a trade decision. For example, suppose you find that Shenyu Communication 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  

Shenyu Communication 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 Shenyu Communication stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shenyu Communication stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shenyu Communication stock over time.
   Current vs Lagged Prices   
       Timeline  

Shenyu Communication Lagged Returns

When evaluating Shenyu Communication's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shenyu Communication stock have on its future price. Shenyu Communication 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, Shenyu Communication autocorrelation shows the relationship between Shenyu Communication stock current value and its past values and can show if there is a momentum factor associated with investing in Shenyu Communication Technology.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Shenyu Stock

Shenyu Communication financial ratios help investors to determine whether Shenyu 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 Shenyu with respect to the benefits of owning Shenyu Communication security.