Inly Media (China) Market Value
| 603598 Stock | 19.98 0.22 1.11% |
| Symbol | Inly |
Inly Media '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 Inly Media'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 Inly Media.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Inly Media on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Inly Media Co or generate 0.0% return on investment in Inly Media over 30 days. Inly Media is related to or competes with Nantong Haixing, Fujian Nebula, Dymatic Chemicals, National Silicon, Ningbo Kangqiang, and Lianhe Chemical. Inly Media is entity of China. It is traded as Stock on SHG exchange. More
Inly Media 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 Inly Media'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 Inly Media Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.07 | |||
| Information Ratio | 0.1161 | |||
| Maximum Drawdown | 20.02 | |||
| Value At Risk | (8.61) | |||
| Potential Upside | 10.02 |
Inly Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inly Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inly Media's standard deviation. In reality, there are many statistical measures that can use Inly Media historical prices to predict the future Inly Media's volatility.| Risk Adjusted Performance | 0.0946 | |||
| Jensen Alpha | 0.6421 | |||
| Total Risk Alpha | 0.6868 | |||
| Sortino Ratio | 0.127 | |||
| Treynor Ratio | 1.01 |
Inly Media Backtested Returns
Inly Media appears to be somewhat reliable, given 3 months investment horizon. Inly Media holds Efficiency (Sharpe) Ratio of 0.0971, which attests that the entity had a 0.0971 % return per unit of risk over the last 3 months. By evaluating Inly Media's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please utilize Inly Media's Market Risk Adjusted Performance of 1.02, risk adjusted performance of 0.0946, and Downside Deviation of 5.07 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inly Media holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Inly Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inly Media is expected to be smaller as well. Please check Inly Media's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Inly Media's current trending patterns will revert.
Auto-correlation | -0.82 |
Excellent reverse predictability
Inly Media Co has excellent reverse predictability. Overlapping area represents the amount of predictability between Inly Media time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Inly Media price movement. The serial correlation of -0.82 indicates that around 82.0% of current Inly Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 1.05 |
Inly Media lagged returns against current returns
Autocorrelation, which is Inly Media 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 Inly Media's stock expected returns. We can calculate the autocorrelation of Inly Media returns to help us make a trade decision. For example, suppose you find that Inly Media 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 |
Inly Media 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 Inly Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inly Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inly Media stock over time.
Current vs Lagged Prices |
| Timeline |
Inly Media Lagged Returns
When evaluating Inly Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inly Media stock have on its future price. Inly Media 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, Inly Media autocorrelation shows the relationship between Inly Media stock current value and its past values and can show if there is a momentum factor associated with investing in Inly Media Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Inly Stock
Inly Media financial ratios help investors to determine whether Inly 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 Inly with respect to the benefits of owning Inly Media security.