Jinyu Bio-Technology (China) Market Value
| 600201 Stock | 7.53 0.01 0.13% |
| Symbol | Jinyu |
Jinyu Bio-Technology '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 Jinyu Bio-Technology'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 Jinyu Bio-Technology.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Jinyu Bio-Technology on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Jinyu Bio Technology Co or generate 0.0% return on investment in Jinyu Bio-Technology over 90 days. Jinyu Bio-Technology is related to or competes with Hengyi Petrochemical, Zhangjiagang Elegant, Nanjing OLO, Lier Chemical, Xinxiang Chemical, Guangzhou Shangpin, and Daoming OpticsChemical. Jinyu Bio-Technology is entity of China. It is traded as Stock on SHG exchange. More
Jinyu Bio-Technology 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 Jinyu Bio-Technology'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 Jinyu Bio Technology Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.1076 | |||
| Maximum Drawdown | 11.56 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.3 |
Jinyu Bio-Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jinyu Bio-Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jinyu Bio-Technology's standard deviation. In reality, there are many statistical measures that can use Jinyu Bio-Technology historical prices to predict the future Jinyu Bio-Technology's volatility.| Risk Adjusted Performance | 0.0674 | |||
| Jensen Alpha | 0.0736 | |||
| Total Risk Alpha | 0.3636 | |||
| Sortino Ratio | 0.1161 | |||
| Treynor Ratio | (0.19) |
Jinyu Bio Technology Backtested Returns
At this point, Jinyu Bio-Technology is somewhat reliable. Jinyu Bio Technology holds Efficiency (Sharpe) Ratio of 0.0588, which attests that the entity had a 0.0588 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Jinyu Bio Technology, which you can use to evaluate the volatility of the firm. Please check out Jinyu Bio-Technology's Market Risk Adjusted Performance of (0.18), risk adjusted performance of 0.0674, and Downside Deviation of 1.99 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Jinyu Bio-Technology has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Jinyu Bio-Technology are expected to decrease at a much lower rate. During the bear market, Jinyu Bio-Technology is likely to outperform the market. Jinyu Bio Technology right now retains a risk of 1.88%. Please check out Jinyu Bio-Technology downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Jinyu Bio-Technology will be following its current trending patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Jinyu Bio Technology Co has poor reverse predictability. Overlapping area represents the amount of predictability between Jinyu Bio-Technology time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Jinyu Bio Technology price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Jinyu Bio-Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Jinyu Bio Technology lagged returns against current returns
Autocorrelation, which is Jinyu Bio-Technology 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 Jinyu Bio-Technology's stock expected returns. We can calculate the autocorrelation of Jinyu Bio-Technology returns to help us make a trade decision. For example, suppose you find that Jinyu Bio-Technology 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 |
Jinyu Bio-Technology 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 Jinyu Bio-Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jinyu Bio-Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jinyu Bio-Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Jinyu Bio-Technology Lagged Returns
When evaluating Jinyu Bio-Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jinyu Bio-Technology stock have on its future price. Jinyu Bio-Technology 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, Jinyu Bio-Technology autocorrelation shows the relationship between Jinyu Bio-Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Jinyu Bio Technology Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Jinyu Stock
Jinyu Bio-Technology financial ratios help investors to determine whether Jinyu 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 Jinyu with respect to the benefits of owning Jinyu Bio-Technology security.