China Singapore (China) Market Value
| 601512 Stock | 7.63 0.09 1.17% |
| Symbol | China |
China Singapore '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 China Singapore'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 China Singapore.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in China Singapore on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding China Singapore Suzhou Industrial or generate 0.0% return on investment in China Singapore over 90 days. China Singapore is related to or competes with Guangdong Wens, FSPG Hi-Tech, 360 Security, Shanghai Ziyan, Jilin Jlu, Runjian Communication, and New Hope. More
China Singapore 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 China Singapore'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 China Singapore Suzhou Industrial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0354 | |||
| Maximum Drawdown | 7.06 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.3 |
China Singapore Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Singapore's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Singapore's standard deviation. In reality, there are many statistical measures that can use China Singapore historical prices to predict the future China Singapore's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.1591 | |||
| Treynor Ratio | 0.2732 |
China Singapore Suzhou Backtested Returns
China Singapore Suzhou secures Sharpe Ratio (or Efficiency) of -0.0413, which signifies that the company had a -0.0413 % return per unit of risk over the last 3 months. China Singapore Suzhou Industrial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm China Singapore's Mean Deviation of 1.13, risk adjusted performance of (0.03), and Standard Deviation of 1.52 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning China Singapore are expected to decrease at a much lower rate. During the bear market, China Singapore is likely to outperform the market. At this point, China Singapore Suzhou has a negative expected return of -0.0628%. Please make sure to confirm China Singapore's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if China Singapore Suzhou performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
China Singapore Suzhou Industrial has very good reverse predictability. Overlapping area represents the amount of predictability between China Singapore time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 China Singapore Suzhou price movement. The serial correlation of -0.69 indicates that around 69.0% of current China Singapore price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
China Singapore Suzhou lagged returns against current returns
Autocorrelation, which is China Singapore 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 China Singapore's stock expected returns. We can calculate the autocorrelation of China Singapore returns to help us make a trade decision. For example, suppose you find that China Singapore 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 |
China Singapore 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 China Singapore stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Singapore stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Singapore stock over time.
Current vs Lagged Prices |
| Timeline |
China Singapore Lagged Returns
When evaluating China Singapore's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Singapore stock have on its future price. China Singapore 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, China Singapore autocorrelation shows the relationship between China Singapore stock current value and its past values and can show if there is a momentum factor associated with investing in China Singapore Suzhou Industrial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Stock
China Singapore financial ratios help investors to determine whether China 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 China with respect to the benefits of owning China Singapore security.