Winner Information (China) Market Value
| 300609 Stock | 23.03 0.26 1.12% |
| Symbol | Winner |
Winner 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 Winner 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 Winner Information.
| 06/30/2023 |
| 01/20/2025 |
If you would invest 0.00 in Winner Information on June 30, 2023 and sell it all today you would earn a total of 0.00 from holding Winner Information Technology or generate 0.0% return on investment in Winner Information over 570 days. Winner Information is related to or competes with Qiaoyin Environmental, Hangzhou Guotai, Xinjiang Communications, Fiberhome Telecommunicatio, Dr Peng, GreenTech Environmental, and Guangdong Liantai. Winner Information is entity of China. It is traded as Stock on SHE exchange. More
Winner 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 Winner 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 Winner Information Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 26.62 | |||
| Value At Risk | (7.33) | |||
| Potential Upside | 6.37 |
Winner Information Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Winner Information's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Winner Information's standard deviation. In reality, there are many statistical measures that can use Winner Information historical prices to predict the future Winner Information's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.61) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | (1.09) |
Winner Information Backtested Returns
Winner Information shows Sharpe Ratio of -0.1, which attests that the company had a -0.1 % return per unit of risk over the last 3 months. Winner Information exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Winner Information's Standard Deviation of 4.51, market risk adjusted performance of (1.08), and Mean Deviation of 3.38 to validate the risk estimate we provide. The firm maintains a market beta of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Winner Information's returns are expected to increase less than the market. However, during the bear market, the loss of holding Winner Information is expected to be smaller as well. At this point, Winner Information has a negative expected return of -0.45%. Please make sure to check out Winner Information's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Winner Information performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
Winner Information Technology has weak reverse predictability. Overlapping area represents the amount of predictability between Winner Information time series from 30th of June 2023 to 10th of April 2024 and 10th of April 2024 to 20th 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 Winner Information price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Winner Information price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 32.75 |
Winner Information lagged returns against current returns
Autocorrelation, which is Winner 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 Winner Information's stock expected returns. We can calculate the autocorrelation of Winner Information returns to help us make a trade decision. For example, suppose you find that Winner 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 |
Winner 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 Winner Information stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Winner Information stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Winner Information stock over time.
Current vs Lagged Prices |
| Timeline |
Winner Information Lagged Returns
When evaluating Winner Information's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Winner Information stock have on its future price. Winner 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, Winner Information autocorrelation shows the relationship between Winner Information stock current value and its past values and can show if there is a momentum factor associated with investing in Winner 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 Winner Stock
Winner Information financial ratios help investors to determine whether Winner 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 Winner with respect to the benefits of owning Winner Information security.