HengFeng Information (China) Market Value
| 300605 Stock | 13.93 0.22 1.60% |
| Symbol | HengFeng |
HengFeng 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 HengFeng 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 HengFeng Information.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in HengFeng Information on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding HengFeng Information Technology or generate 0.0% return on investment in HengFeng Information over 30 days. HengFeng Information is related to or competes with Ningbo Kangqiang, Miracll Chemicals, LianChuang Electronic, Bomin Electronics, Shanghai Broadband, Chengdu Xinzhu, and Silkroad Visual. More
HengFeng 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 HengFeng 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 HengFeng Information Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.73 | |||
| Information Ratio | 0.0407 | |||
| Maximum Drawdown | 13.79 | |||
| Value At Risk | (6.58) | |||
| Potential Upside | 5.2 |
HengFeng Information Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HengFeng Information's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HengFeng Information's standard deviation. In reality, there are many statistical measures that can use HengFeng Information historical prices to predict the future HengFeng Information's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.0819 | |||
| Total Risk Alpha | 0.415 | |||
| Sortino Ratio | 0.0354 | |||
| Treynor Ratio | 0.1005 |
HengFeng Information Backtested Returns
At this point, HengFeng Information is somewhat reliable. HengFeng Information holds Efficiency (Sharpe) Ratio of 0.0177, which attests that the entity had a 0.0177 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for HengFeng Information, which you can use to evaluate the volatility of the firm. Please check out HengFeng Information's Downside Deviation of 3.73, market risk adjusted performance of 0.1105, and Risk Adjusted Performance of 0.0204 to validate if the risk estimate we provide is consistent with the expected return of 0.0574%. HengFeng Information has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HengFeng Information's returns are expected to increase less than the market. However, during the bear market, the loss of holding HengFeng Information is expected to be smaller as well. HengFeng Information right now retains a risk of 3.24%. Please check out HengFeng Information information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if HengFeng Information will be following its current trending patterns.
Auto-correlation | 0.13 |
Insignificant predictability
HengFeng Information Technology has insignificant predictability. Overlapping area represents the amount of predictability between HengFeng Information time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 HengFeng Information price movement. The serial correlation of 0.13 indicates that less than 13.0% of current HengFeng Information price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
HengFeng Information lagged returns against current returns
Autocorrelation, which is HengFeng 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 HengFeng Information's stock expected returns. We can calculate the autocorrelation of HengFeng Information returns to help us make a trade decision. For example, suppose you find that HengFeng 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 |
HengFeng 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 HengFeng Information stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HengFeng Information stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HengFeng Information stock over time.
Current vs Lagged Prices |
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HengFeng Information Lagged Returns
When evaluating HengFeng Information's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HengFeng Information stock have on its future price. HengFeng 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, HengFeng Information autocorrelation shows the relationship between HengFeng Information stock current value and its past values and can show if there is a momentum factor associated with investing in HengFeng Information Technology.
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 HengFeng Stock
HengFeng Information financial ratios help investors to determine whether HengFeng 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 HengFeng with respect to the benefits of owning HengFeng Information security.