Keli Sensing (China) Market Value
| 603662 Stock | 85.37 2.07 2.48% |
| Symbol | Keli |
Keli Sensing '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 Keli Sensing'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 Keli Sensing.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Keli Sensing on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Keli Sensing Technology or generate 0.0% return on investment in Keli Sensing over 30 days. Keli Sensing is related to or competes with Jilin Jlu, Fujian Anjoy, Runjian Communication, Queclink Wireless, Muyuan Foodstuff, Anhui Jianghuai, and Dongfeng Automobile. Keli Sensing is entity of China. It is traded as Stock on SHG exchange. More
Keli Sensing 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 Keli Sensing'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 Keli Sensing Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.38 | |||
| Information Ratio | 0.2543 | |||
| Maximum Drawdown | 20.01 | |||
| Value At Risk | (6.91) | |||
| Potential Upside | 10.0 |
Keli Sensing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keli Sensing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keli Sensing's standard deviation. In reality, there are many statistical measures that can use Keli Sensing historical prices to predict the future Keli Sensing's volatility.| Risk Adjusted Performance | 0.1963 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | 1.4 | |||
| Sortino Ratio | 0.3091 | |||
| Treynor Ratio | 2.1 |
Keli Sensing Technology Backtested Returns
Keli Sensing is very steady given 3 months investment horizon. Keli Sensing Technology has Sharpe Ratio of 0.21, which conveys that the firm had a 0.21 % return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.03% are justified by taking the suggested risk. Use Keli Sensing Technology Risk Adjusted Performance of 0.1963, mean deviation of 4.38, and Downside Deviation of 4.38 to evaluate company specific risk that cannot be diversified away. Keli Sensing holds a performance score of 16 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.64, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Keli Sensing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keli Sensing is expected to be smaller as well. Use Keli Sensing Technology coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on Keli Sensing Technology.
Auto-correlation | -0.82 |
Excellent reverse predictability
Keli Sensing Technology has excellent reverse predictability. Overlapping area represents the amount of predictability between Keli Sensing 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 Keli Sensing Technology price movement. The serial correlation of -0.82 indicates that around 82.0% of current Keli Sensing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 9.32 |
Keli Sensing Technology lagged returns against current returns
Autocorrelation, which is Keli Sensing 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 Keli Sensing's stock expected returns. We can calculate the autocorrelation of Keli Sensing returns to help us make a trade decision. For example, suppose you find that Keli Sensing 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 |
Keli Sensing 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 Keli Sensing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keli Sensing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keli Sensing stock over time.
Current vs Lagged Prices |
| Timeline |
Keli Sensing Lagged Returns
When evaluating Keli Sensing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keli Sensing stock have on its future price. Keli Sensing 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, Keli Sensing autocorrelation shows the relationship between Keli Sensing stock current value and its past values and can show if there is a momentum factor associated with investing in Keli Sensing Technology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Keli Stock
Keli Sensing financial ratios help investors to determine whether Keli 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 Keli with respect to the benefits of owning Keli Sensing security.