Saurer Intelligent (China) Market Value
| 600545 Stock | 2.67 0.04 1.48% |
| Symbol | Saurer |
Saurer Intelligent '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 Saurer Intelligent'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 Saurer Intelligent.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Saurer Intelligent on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Saurer Intelligent Technology or generate 0.0% return on investment in Saurer Intelligent over 90 days. Saurer Intelligent is related to or competes with Lianhe Chemical, Huasi Agricultural, Huitong Construction, Tjk Machinery, Dymatic Chemicals, Tederic Machinery, and Ningbo Bohui. More
Saurer Intelligent 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 Saurer Intelligent'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 Saurer Intelligent Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.014 | |||
| Maximum Drawdown | 20.23 | |||
| Value At Risk | (7.04) | |||
| Potential Upside | 9.89 |
Saurer Intelligent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saurer Intelligent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saurer Intelligent's standard deviation. In reality, there are many statistical measures that can use Saurer Intelligent historical prices to predict the future Saurer Intelligent's volatility.| Risk Adjusted Performance | 0.0038 | |||
| Jensen Alpha | 0.0241 | |||
| Total Risk Alpha | 0.4758 | |||
| Treynor Ratio | (0.06) |
Saurer Intelligent Backtested Returns
Saurer Intelligent owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Saurer Intelligent Technology exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saurer Intelligent's Coefficient Of Variation of (20,681), risk adjusted performance of 0.0038, and Variance of 21.3 to confirm the risk estimate we provide. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saurer Intelligent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saurer Intelligent is expected to be smaller as well. At this point, Saurer Intelligent has a negative expected return of -0.0223%. Please make sure to validate Saurer Intelligent's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Saurer Intelligent performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Saurer Intelligent Technology has poor reverse predictability. Overlapping area represents the amount of predictability between Saurer Intelligent 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 Saurer Intelligent price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Saurer Intelligent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Saurer Intelligent lagged returns against current returns
Autocorrelation, which is Saurer Intelligent 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 Saurer Intelligent's stock expected returns. We can calculate the autocorrelation of Saurer Intelligent returns to help us make a trade decision. For example, suppose you find that Saurer Intelligent 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 |
Saurer Intelligent 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 Saurer Intelligent stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saurer Intelligent stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saurer Intelligent stock over time.
Current vs Lagged Prices |
| Timeline |
Saurer Intelligent Lagged Returns
When evaluating Saurer Intelligent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saurer Intelligent stock have on its future price. Saurer Intelligent 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, Saurer Intelligent autocorrelation shows the relationship between Saurer Intelligent stock current value and its past values and can show if there is a momentum factor associated with investing in Saurer Intelligent Technology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Saurer Stock
Saurer Intelligent financial ratios help investors to determine whether Saurer 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 Saurer with respect to the benefits of owning Saurer Intelligent security.