360 Security (China) Market Value
| 601360 Stock | 11.45 0.07 0.62% |
| Symbol | 360 |
360 Security '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 360 Security'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 360 Security.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in 360 Security on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding 360 Security Technology or generate 0.0% return on investment in 360 Security over 90 days. 360 Security is related to or competes with TianJin 712, Songz Automobile, State Grid, BTG Hotels, Zhejiang Kingland, Runjian Communication, and Beijing Bewinner. 360 Security is entity of China. It is traded as Stock on SHG exchange. More
360 Security 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 360 Security'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 360 Security Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.48 | |||
| Value At Risk | (5.33) | |||
| Potential Upside | 7.09 |
360 Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 360 Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 360 Security's standard deviation. In reality, there are many statistical measures that can use 360 Security historical prices to predict the future 360 Security's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.1545 | |||
| Treynor Ratio | (0.50) |
360 Security Technology Backtested Returns
At this point, 360 Security is somewhat reliable. 360 Security Technology retains Efficiency (Sharpe Ratio) of close to zero, which signifies that the company had a close to zero % return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for 360 Security, which you can use to evaluate the volatility of the entity. Please confirm 360 Security's Variance of 11.12, market risk adjusted performance of (0.49), and Information Ratio of (0.03) to double-check if the risk estimate we provide is consistent with the expected return of 0.0264%. The firm owns a Beta (Systematic Risk) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 360 Security's returns are expected to increase less than the market. However, during the bear market, the loss of holding 360 Security is expected to be smaller as well. 360 Security Technology today owns a risk of 3.43%. Please confirm 360 Security Technology market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if 360 Security Technology will be following its current price history.
Auto-correlation | 0.44 |
Average predictability
360 Security Technology has average predictability. Overlapping area represents the amount of predictability between 360 Security 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 360 Security Technology price movement. The serial correlation of 0.44 indicates that just about 44.0% of current 360 Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
360 Security Technology lagged returns against current returns
Autocorrelation, which is 360 Security 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 360 Security's stock expected returns. We can calculate the autocorrelation of 360 Security returns to help us make a trade decision. For example, suppose you find that 360 Security 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 |
360 Security 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 360 Security stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 360 Security stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 360 Security stock over time.
Current vs Lagged Prices |
| Timeline |
360 Security Lagged Returns
When evaluating 360 Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 360 Security stock have on its future price. 360 Security 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, 360 Security autocorrelation shows the relationship between 360 Security stock current value and its past values and can show if there is a momentum factor associated with investing in 360 Security Technology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 360 Stock
360 Security financial ratios help investors to determine whether 360 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 360 with respect to the benefits of owning 360 Security security.