Sublime China (China) Market Value
| 301299 Stock | 71.01 0.60 0.85% |
| Symbol | Sublime |
Sublime China '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 Sublime China'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 Sublime China.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Sublime China on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Sublime China Information or generate 0.0% return on investment in Sublime China over 90 days. Sublime China is related to or competes with Hengli Petrochemical, Offshore Oil, HeBei Jinniu, Bomesc Offshore, Simei Media, CSSC Offshore, and Nantong JiangTian. Sublime China is entity of China. It is traded as Stock on SHE exchange. More
Sublime China 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 Sublime China'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 Sublime China Information upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.76 | |||
| Information Ratio | 0.0923 | |||
| Maximum Drawdown | 27.28 | |||
| Value At Risk | (6.61) | |||
| Potential Upside | 8.46 |
Sublime China Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sublime China's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sublime China's standard deviation. In reality, there are many statistical measures that can use Sublime China historical prices to predict the future Sublime China's volatility.| Risk Adjusted Performance | 0.0653 | |||
| Jensen Alpha | 0.3593 | |||
| Total Risk Alpha | 1.07 | |||
| Sortino Ratio | 0.0952 | |||
| Treynor Ratio | 1.25 |
Sublime China Information Backtested Returns
Sublime China appears to be very steady, given 3 months investment horizon. Sublime China Information owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0746, which indicates the firm had a 0.0746 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sublime China Information, which you can use to evaluate the volatility of the company. Please review Sublime China's Risk Adjusted Performance of 0.0653, coefficient of variation of 1458.78, and Semi Deviation of 4.32 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sublime China holds a performance score of 5. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sublime China's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sublime China is expected to be smaller as well. Please check Sublime China's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Sublime China's existing price patterns will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Sublime China Information has modest reverse predictability. Overlapping area represents the amount of predictability between Sublime China 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 Sublime China Information price movement. The serial correlation of -0.47 indicates that about 47.0% of current Sublime China price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 35.59 |
Sublime China Information lagged returns against current returns
Autocorrelation, which is Sublime China 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 Sublime China's stock expected returns. We can calculate the autocorrelation of Sublime China returns to help us make a trade decision. For example, suppose you find that Sublime China 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 |
Sublime China 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 Sublime China stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sublime China stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sublime China stock over time.
Current vs Lagged Prices |
| Timeline |
Sublime China Lagged Returns
When evaluating Sublime China's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sublime China stock have on its future price. Sublime China 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, Sublime China autocorrelation shows the relationship between Sublime China stock current value and its past values and can show if there is a momentum factor associated with investing in Sublime China Information.
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 Sublime Stock
Sublime China financial ratios help investors to determine whether Sublime 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 Sublime with respect to the benefits of owning Sublime China security.