ShuYu Civilian's market value is the price at which a share of ShuYu Civilian trades on a public exchange. It measures the collective expectations of ShuYu Civilian Pharmacy investors about its performance. ShuYu Civilian is trading at 11.19 as of the 4th of January 2025, a 5.97% down since the beginning of the trading day. The stock's open price was 11.9. With this module, you can estimate the performance of a buy and hold strategy of ShuYu Civilian Pharmacy and determine expected loss or profit from investing in ShuYu Civilian over a given investment horizon. Check out ShuYu Civilian Correlation, ShuYu Civilian Volatility and ShuYu Civilian Alpha and Beta module to complement your research on ShuYu Civilian.
Please note, there is a significant difference between ShuYu Civilian's value and its price as these two are different measures arrived at by different means. Investors typically determine if ShuYu Civilian is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ShuYu Civilian'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.
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.
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.
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.
ShuYu Civilian Pharmacy owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0384, which indicates the firm had a -0.0384% return per unit of risk over the last 3 months. ShuYu Civilian Pharmacy exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate ShuYu Civilian's Coefficient Of Variation of 2064.54, semi deviation of 4.56, and Risk Adjusted Performance of 0.0477 to confirm the risk estimate we provide. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, ShuYu Civilian's returns are expected to increase less than the market. However, during the bear market, the loss of holding ShuYu Civilian is expected to be smaller as well. At this point, ShuYu Civilian Pharmacy has a negative expected return of -0.19%. Please make sure to validate ShuYu Civilian's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if ShuYu Civilian Pharmacy performance from the past will be repeated at some point in the near future.
Auto-correlation
0.65
Good predictability
ShuYu Civilian Pharmacy has good predictability. Overlapping area represents the amount of predictability between ShuYu Civilian time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 0.65 indicates that roughly 65.0% of current ShuYu Civilian price fluctuation can be explain by its past prices.
Correlation Coefficient
0.65
Spearman Rank Test
0.59
Residual Average
0.0
Price Variance
1.37
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
Timeline
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.
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.