Suzhou Oriental (China) Market Value
| 688261 Stock | 45.27 0.07 0.15% |
| Symbol | Suzhou |
Suzhou Oriental '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 Suzhou Oriental'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 Suzhou Oriental.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Suzhou Oriental on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Suzhou Oriental Semiconductor or generate 0.0% return on investment in Suzhou Oriental over 90 days. Suzhou Oriental is related to or competes with Pinlive Foods, Guotai Epoint, Jiangsu Hoperun, Shandong Huifa, Beijing Sanyuan, China National, and Guangdong Wens. Suzhou Oriental is entity of China. It is traded as Stock on SHG exchange. More
Suzhou Oriental 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 Suzhou Oriental'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 Suzhou Oriental Semiconductor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0232 | |||
| Maximum Drawdown | 13.29 | |||
| Value At Risk | (4.42) | |||
| Potential Upside | 4.48 |
Suzhou Oriental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suzhou Oriental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suzhou Oriental's standard deviation. In reality, there are many statistical measures that can use Suzhou Oriental historical prices to predict the future Suzhou Oriental's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.3146 | |||
| Treynor Ratio | (0.76) |
Suzhou Oriental Semi Backtested Returns
At this point, Suzhou Oriental is very steady. Suzhou Oriental Semi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0155, which indicates the firm had a 0.0155 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Suzhou Oriental Semiconductor, which you can use to evaluate the volatility of the company. Please validate Suzhou Oriental's Coefficient Of Variation of (8,719), variance of 8.14, and insignificant Risk Adjusted Performance to confirm if the risk estimate we provide is consistent with the expected return of 0.0461%. Suzhou Oriental has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.0565, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Suzhou Oriental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suzhou Oriental is expected to be smaller as well. Suzhou Oriental Semi right now has a risk of 2.97%. Please validate Suzhou Oriental maximum drawdown, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Suzhou Oriental will be following its existing price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Suzhou Oriental Semiconductor has modest reverse predictability. Overlapping area represents the amount of predictability between Suzhou Oriental time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Suzhou Oriental Semi price movement. The serial correlation of -0.5 indicates that about 50.0% of current Suzhou Oriental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 |
Suzhou Oriental Semi lagged returns against current returns
Autocorrelation, which is Suzhou Oriental 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 Suzhou Oriental's stock expected returns. We can calculate the autocorrelation of Suzhou Oriental returns to help us make a trade decision. For example, suppose you find that Suzhou Oriental 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 |
Suzhou Oriental 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 Suzhou Oriental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suzhou Oriental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suzhou Oriental stock over time.
Current vs Lagged Prices |
| Timeline |
Suzhou Oriental Lagged Returns
When evaluating Suzhou Oriental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suzhou Oriental stock have on its future price. Suzhou Oriental 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, Suzhou Oriental autocorrelation shows the relationship between Suzhou Oriental stock current value and its past values and can show if there is a momentum factor associated with investing in Suzhou Oriental Semiconductor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Suzhou Stock
Suzhou Oriental financial ratios help investors to determine whether Suzhou 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 Suzhou with respect to the benefits of owning Suzhou Oriental security.