Wuhan Yangtze (China) Market Value
| 600345 Stock | 25.61 0.21 0.83% |
| Symbol | Wuhan |
Wuhan Yangtze '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 Wuhan Yangtze'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 Wuhan Yangtze.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Wuhan Yangtze on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Wuhan Yangtze Communication or generate 0.0% return on investment in Wuhan Yangtze over 90 days. Wuhan Yangtze is related to or competes with Guangdong Wens, Guilin Seamild, Sihui Fuji, Guobo Electronics, Wuxi Dk, Eastroc Beverage, and Muyuan Foodstuff. Wuhan Yangtze is entity of China. It is traded as Stock on SHG exchange. More
Wuhan Yangtze 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 Wuhan Yangtze'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 Wuhan Yangtze Communication upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0013 | |||
| Maximum Drawdown | 15.92 | |||
| Value At Risk | (5.91) | |||
| Potential Upside | 7.62 |
Wuhan Yangtze Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wuhan Yangtze's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wuhan Yangtze's standard deviation. In reality, there are many statistical measures that can use Wuhan Yangtze historical prices to predict the future Wuhan Yangtze's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | 0.2916 | |||
| Treynor Ratio | 0.1992 |
Wuhan Yangtze Commun Backtested Returns
At this point, Wuhan Yangtze is not too volatile. Wuhan Yangtze Commun shows Sharpe Ratio of 0.0303, which attests that the company had a 0.0303 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Wuhan Yangtze Commun, which you can use to evaluate the volatility of the company. Please check out Wuhan Yangtze's Standard Deviation of 3.49, market risk adjusted performance of 0.2092, and Mean Deviation of 2.46 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. Wuhan Yangtze has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of -0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Wuhan Yangtze are expected to decrease at a much lower rate. During the bear market, Wuhan Yangtze is likely to outperform the market. Wuhan Yangtze Commun right now maintains a risk of 3.31%. Please check out Wuhan Yangtze Commun standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Wuhan Yangtze Commun will be following its historical returns.
Auto-correlation | -0.22 |
Weak reverse predictability
Wuhan Yangtze Communication has weak reverse predictability. Overlapping area represents the amount of predictability between Wuhan Yangtze 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 Wuhan Yangtze Commun price movement. The serial correlation of -0.22 indicates that over 22.0% of current Wuhan Yangtze price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.02 |
Wuhan Yangtze Commun lagged returns against current returns
Autocorrelation, which is Wuhan Yangtze 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 Wuhan Yangtze's stock expected returns. We can calculate the autocorrelation of Wuhan Yangtze returns to help us make a trade decision. For example, suppose you find that Wuhan Yangtze 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 |
Wuhan Yangtze 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 Wuhan Yangtze stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wuhan Yangtze stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wuhan Yangtze stock over time.
Current vs Lagged Prices |
| Timeline |
Wuhan Yangtze Lagged Returns
When evaluating Wuhan Yangtze's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wuhan Yangtze stock have on its future price. Wuhan Yangtze 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, Wuhan Yangtze autocorrelation shows the relationship between Wuhan Yangtze stock current value and its past values and can show if there is a momentum factor associated with investing in Wuhan Yangtze Communication.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wuhan Stock
Wuhan Yangtze financial ratios help investors to determine whether Wuhan 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 Wuhan with respect to the benefits of owning Wuhan Yangtze security.