Hainan Poly (China) Market Value
| 300630 Stock | 2.72 0.43 13.65% |
| Symbol | Hainan |
Hainan Poly '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 Hainan Poly'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 Hainan Poly.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Hainan Poly on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Hainan Poly Pharm or generate 0.0% return on investment in Hainan Poly over 90 days. Hainan Poly is related to or competes with Hangzhou Minsheng, Shenzhen, Chengdu Spaceon, Ziel Home, Impulse Qingdao, and Mengtian Home. More
Hainan Poly 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 Hainan Poly'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 Hainan Poly Pharm upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 34.76 | |||
| Value At Risk | (19.84) | |||
| Potential Upside | 19.82 |
Hainan Poly Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hainan Poly's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hainan Poly's standard deviation. In reality, there are many statistical measures that can use Hainan Poly historical prices to predict the future Hainan Poly's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (1.56) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 2.39 |
Hainan Poly Pharm Backtested Returns
Hainan Poly Pharm holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17 % return per unit of risk over the last 3 months. Hainan Poly Pharm exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hainan Poly's Standard Deviation of 8.84, market risk adjusted performance of 2.4, and Risk Adjusted Performance of (0.13) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.62, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Hainan Poly are expected to decrease at a much lower rate. During the bear market, Hainan Poly is likely to outperform the market. At this point, Hainan Poly Pharm has a negative expected return of -1.47%. Please make sure to check out Hainan Poly's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Hainan Poly Pharm performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Hainan Poly Pharm has poor reverse predictability. Overlapping area represents the amount of predictability between Hainan Poly time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Hainan Poly Pharm price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Hainan Poly price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Hainan Poly Pharm lagged returns against current returns
Autocorrelation, which is Hainan Poly 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 Hainan Poly's stock expected returns. We can calculate the autocorrelation of Hainan Poly returns to help us make a trade decision. For example, suppose you find that Hainan Poly 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 |
Hainan Poly 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 Hainan Poly stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hainan Poly stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hainan Poly stock over time.
Current vs Lagged Prices |
| Timeline |
Hainan Poly Lagged Returns
When evaluating Hainan Poly's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hainan Poly stock have on its future price. Hainan Poly 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, Hainan Poly autocorrelation shows the relationship between Hainan Poly stock current value and its past values and can show if there is a momentum factor associated with investing in Hainan Poly Pharm.
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 Hainan Stock
Hainan Poly financial ratios help investors to determine whether Hainan 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 Hainan with respect to the benefits of owning Hainan Poly security.