Ganfeng Lithium (Germany) Market Value
| 39EA Stock | EUR 2.58 0.01 0.39% |
| Symbol | Ganfeng |
Ganfeng Lithium '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 Ganfeng Lithium'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 Ganfeng Lithium.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Ganfeng Lithium on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Ganfeng Lithium Co or generate 0.0% return on investment in Ganfeng Lithium over 90 days. Ganfeng Lithium is related to or competes with CDL INVESTMENT, Guangdong Investment, AGNC INVESTMENT, Cairo Communication, and SLR Investment. Ganfeng Lithium Co., Ltd. manufactures and sells lithium products in Mainland China, Hong Kong, rest of Asia, the Europe... More
Ganfeng Lithium 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 Ganfeng Lithium'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 Ganfeng Lithium Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (4.10) | |||
| Potential Upside | 4.78 |
Ganfeng Lithium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ganfeng Lithium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ganfeng Lithium's standard deviation. In reality, there are many statistical measures that can use Ganfeng Lithium historical prices to predict the future Ganfeng Lithium's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.1653 | |||
| Treynor Ratio | (0.24) |
Ganfeng Lithium Backtested Returns
At this point, Ganfeng Lithium is unstable. Ganfeng Lithium holds Efficiency (Sharpe) Ratio of 0.0253, which attests that the entity had a 0.0253 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Ganfeng Lithium, which you can use to evaluate the volatility of the firm. Please check out Ganfeng Lithium's Market Risk Adjusted Performance of (0.23), standard deviation of 2.66, and Risk Adjusted Performance of (0.04) to validate if the risk estimate we provide is consistent with the expected return of 0.0652%. Ganfeng Lithium has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ganfeng Lithium's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ganfeng Lithium is expected to be smaller as well. Ganfeng Lithium right now retains a risk of 2.58%. Please check out Ganfeng Lithium standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if Ganfeng Lithium will be following its current trending patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Ganfeng Lithium Co has virtually no predictability. Overlapping area represents the amount of predictability between Ganfeng Lithium time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Ganfeng Lithium price movement. The serial correlation of 0.02 indicates that only 2.0% of current Ganfeng Lithium price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ganfeng Lithium lagged returns against current returns
Autocorrelation, which is Ganfeng Lithium 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 Ganfeng Lithium's stock expected returns. We can calculate the autocorrelation of Ganfeng Lithium returns to help us make a trade decision. For example, suppose you find that Ganfeng Lithium 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 |
Ganfeng Lithium 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 Ganfeng Lithium stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ganfeng Lithium stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ganfeng Lithium stock over time.
Current vs Lagged Prices |
| Timeline |
Ganfeng Lithium Lagged Returns
When evaluating Ganfeng Lithium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ganfeng Lithium stock have on its future price. Ganfeng Lithium 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, Ganfeng Lithium autocorrelation shows the relationship between Ganfeng Lithium stock current value and its past values and can show if there is a momentum factor associated with investing in Ganfeng Lithium Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ganfeng Stock
Ganfeng Lithium financial ratios help investors to determine whether Ganfeng 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 Ganfeng with respect to the benefits of owning Ganfeng Lithium security.