ShuYu Civilian (China) Market Value
| 301017 Stock | 11.74 0.15 1.29% |
| Symbol | ShuYu |
ShuYu Civilian '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 ShuYu Civilian'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 ShuYu Civilian.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in ShuYu Civilian on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding ShuYu Civilian Pharmacy or generate 0.0% return on investment in ShuYu Civilian over 720 days. ShuYu Civilian is related to or competes with Ming Yang, Loctek Ergonomic, Yes Optoelectronics, Hunan Nanling, Guangdong Tianhe, Shandong Ruifeng, and Shanghai Zhangjiang. ShuYu Civilian is entity of China. It is traded as Stock on SHE exchange. More
ShuYu Civilian 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 ShuYu Civilian'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 ShuYu Civilian Pharmacy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.87 | |||
| Information Ratio | 0.0178 | |||
| Maximum Drawdown | 27.56 | |||
| Value At Risk | (6.38) | |||
| Potential Upside | 6.65 |
ShuYu Civilian Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ShuYu Civilian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ShuYu Civilian's standard deviation. In reality, there are many statistical measures that can use ShuYu Civilian historical prices to predict the future ShuYu Civilian's volatility.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0199 | |||
| Treynor Ratio | (0.26) |
ShuYu Civilian Pharmacy Backtested Returns
At this point, ShuYu Civilian is somewhat reliable. ShuYu Civilian Pharmacy owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ShuYu Civilian Pharmacy, which you can use to evaluate the volatility of the company. Please validate ShuYu Civilian's Coefficient Of Variation of 4051.04, semi deviation of 3.67, and Risk Adjusted Performance of 0.0287 to confirm if the risk estimate we provide is consistent with the expected return of 0.0297%. The entity has a beta of -0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ShuYu Civilian are expected to decrease at a much lower rate. During the bear market, ShuYu Civilian is likely to outperform the market. ShuYu Civilian Pharmacy right now has a risk of 4.35%. Please validate ShuYu Civilian standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if ShuYu Civilian will be following its existing price patterns.
Auto-correlation | 0.41 |
Average predictability
ShuYu Civilian Pharmacy has average predictability. Overlapping area represents the amount of predictability between ShuYu Civilian time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 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 ShuYu Civilian Pharmacy price movement. The serial correlation of 0.41 indicates that just about 41.0% of current ShuYu Civilian price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 3.46 |
ShuYu Civilian Pharmacy lagged returns against current returns
Autocorrelation, which is ShuYu Civilian 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 ShuYu Civilian's stock expected returns. We can calculate the autocorrelation of ShuYu Civilian returns to help us make a trade decision. For example, suppose you find that ShuYu Civilian 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 |
ShuYu Civilian 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 ShuYu Civilian stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ShuYu Civilian stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ShuYu Civilian stock over time.
Current vs Lagged Prices |
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ShuYu Civilian Lagged Returns
When evaluating ShuYu Civilian's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ShuYu Civilian stock have on its future price. ShuYu Civilian 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, ShuYu Civilian autocorrelation shows the relationship between ShuYu Civilian stock current value and its past values and can show if there is a momentum factor associated with investing in ShuYu Civilian Pharmacy.
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 ShuYu Stock
ShuYu Civilian financial ratios help investors to determine whether ShuYu 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 ShuYu with respect to the benefits of owning ShuYu Civilian security.