Luyin Investment (China) Market Value
| 600784 Stock | 6.44 0.12 1.90% |
| Symbol | Luyin |
Luyin Investment '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 Luyin Investment'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 Luyin Investment.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Luyin Investment on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Luyin Investment Group or generate 0.0% return on investment in Luyin Investment over 90 days. Luyin Investment is related to or competes with Fujian Boss, Inspur Software, Suzhou Xingye, Shengtak New, Jiangsu Hoperun, Linkage Software, and GRIPM Advanced. Luyin Investment is entity of China. It is traded as Stock on SHG exchange. More
Luyin Investment 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 Luyin Investment'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 Luyin Investment Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0386 | |||
| Maximum Drawdown | 12.53 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.37 |
Luyin Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Luyin Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Luyin Investment's standard deviation. In reality, there are many statistical measures that can use Luyin Investment historical prices to predict the future Luyin Investment's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.213 | |||
| Treynor Ratio | (0.15) |
Luyin Investment Backtested Returns
At this point, Luyin Investment is somewhat reliable. Luyin Investment has Sharpe Ratio of 0.0313, which conveys that the firm had a 0.0313 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Luyin Investment, which you can use to evaluate the volatility of the firm. Please verify Luyin Investment's Standard Deviation of 1.97, insignificant risk adjusted performance, and Mean Deviation of 1.27 to check out if the risk estimate we provide is consistent with the expected return of 0.0625%. Luyin Investment has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Luyin Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Luyin Investment is expected to be smaller as well. Luyin Investment right now secures a risk of 1.99%. Please verify Luyin Investment Group potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Luyin Investment Group will be following its current price movements.
Auto-correlation | -0.31 |
Poor reverse predictability
Luyin Investment Group has poor reverse predictability. Overlapping area represents the amount of predictability between Luyin Investment time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Luyin Investment price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Luyin Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Luyin Investment lagged returns against current returns
Autocorrelation, which is Luyin Investment 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 Luyin Investment's stock expected returns. We can calculate the autocorrelation of Luyin Investment returns to help us make a trade decision. For example, suppose you find that Luyin Investment 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 |
Luyin Investment 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 Luyin Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Luyin Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Luyin Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Luyin Investment Lagged Returns
When evaluating Luyin Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Luyin Investment stock have on its future price. Luyin Investment 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, Luyin Investment autocorrelation shows the relationship between Luyin Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Luyin Investment Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Luyin Stock
Luyin Investment financial ratios help investors to determine whether Luyin 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 Luyin with respect to the benefits of owning Luyin Investment security.