Jiangsu Flowers (China) Market Value
| 603007 Stock | 11.11 0.58 4.96% |
| Symbol | Jiangsu |
Jiangsu Flowers '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 Jiangsu Flowers' 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 Jiangsu Flowers.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Jiangsu Flowers on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Jiangsu Flowers King or generate 0.0% return on investment in Jiangsu Flowers over 30 days. Jiangsu Flowers is related to or competes with Do Fluoride, Andon Health, Yingde Greatchem, Hangzhou Minsheng, Shandong Sinoglory, Shanghai Rongtai, and Aier Eye. Jiangsu Flowers is entity of China. It is traded as Stock on SHG exchange. More
Jiangsu Flowers 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 Jiangsu Flowers' 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 Jiangsu Flowers King upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.71 | |||
| Information Ratio | 0.1021 | |||
| Maximum Drawdown | 39.81 | |||
| Value At Risk | (5.02) | |||
| Potential Upside | 5.04 |
Jiangsu Flowers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jiangsu Flowers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jiangsu Flowers' standard deviation. In reality, there are many statistical measures that can use Jiangsu Flowers historical prices to predict the future Jiangsu Flowers' volatility.| Risk Adjusted Performance | 0.0998 | |||
| Jensen Alpha | 0.6788 | |||
| Total Risk Alpha | 0.4609 | |||
| Sortino Ratio | 0.072 | |||
| Treynor Ratio | (0.69) |
Jiangsu Flowers King Backtested Returns
Jiangsu Flowers appears to be slightly risky, given 3 months investment horizon. Jiangsu Flowers King holds Efficiency (Sharpe) Ratio of 0.0737, which attests that the entity had a 0.0737 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jiangsu Flowers King, which you can use to evaluate the volatility of the firm. Please utilize Jiangsu Flowers' Risk Adjusted Performance of 0.0998, market risk adjusted performance of (0.68), and Downside Deviation of 8.71 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jiangsu Flowers holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of -0.95, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Jiangsu Flowers are expected to decrease slowly. On the other hand, during market turmoil, Jiangsu Flowers is expected to outperform it slightly. Please check Jiangsu Flowers' downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Jiangsu Flowers' current trending patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Jiangsu Flowers King has poor reverse predictability. Overlapping area represents the amount of predictability between Jiangsu Flowers time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 Jiangsu Flowers King price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Jiangsu Flowers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Jiangsu Flowers King lagged returns against current returns
Autocorrelation, which is Jiangsu Flowers 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 Jiangsu Flowers' stock expected returns. We can calculate the autocorrelation of Jiangsu Flowers returns to help us make a trade decision. For example, suppose you find that Jiangsu Flowers 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 |
Jiangsu Flowers 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 Jiangsu Flowers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jiangsu Flowers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jiangsu Flowers stock over time.
Current vs Lagged Prices |
| Timeline |
Jiangsu Flowers Lagged Returns
When evaluating Jiangsu Flowers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jiangsu Flowers stock have on its future price. Jiangsu Flowers 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, Jiangsu Flowers autocorrelation shows the relationship between Jiangsu Flowers stock current value and its past values and can show if there is a momentum factor associated with investing in Jiangsu Flowers King.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Jiangsu Stock
Jiangsu Flowers financial ratios help investors to determine whether Jiangsu 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 Jiangsu with respect to the benefits of owning Jiangsu Flowers security.