Beijing Seeyon (China) Market Value
| 688369 Stock | 19.04 1.03 5.13% |
| Symbol | Beijing |
Beijing Seeyon '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 Beijing Seeyon'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 Beijing Seeyon.
| 03/15/2023 |
| 01/03/2025 |
If you would invest 0.00 in Beijing Seeyon on March 15, 2023 and sell it all today you would earn a total of 0.00 from holding Beijing Seeyon Internet or generate 0.0% return on investment in Beijing Seeyon over 660 days. Beijing Seeyon is related to or competes with Gansu Jiu, Changzhou Almaden, Aba Chemicals, Queclink Wireless, Hunan Nanling, Jiangsu Seagull, and Inner Mongolia. Beijing Seeyon is entity of China. It is traded as Stock on SHG exchange. More
Beijing Seeyon 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 Beijing Seeyon'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 Beijing Seeyon Internet upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.3 | |||
| Information Ratio | 0.1206 | |||
| Maximum Drawdown | 29.96 | |||
| Value At Risk | (6.22) | |||
| Potential Upside | 9.1 |
Beijing Seeyon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beijing Seeyon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beijing Seeyon's standard deviation. In reality, there are many statistical measures that can use Beijing Seeyon historical prices to predict the future Beijing Seeyon's volatility.| Risk Adjusted Performance | 0.1074 | |||
| Jensen Alpha | 0.6646 | |||
| Total Risk Alpha | 0.6543 | |||
| Sortino Ratio | 0.1545 | |||
| Treynor Ratio | 1.37 |
Beijing Seeyon Internet Backtested Returns
Beijing Seeyon Internet secures Sharpe Ratio (or Efficiency) of -0.0318, which signifies that the company had a -0.0318% return per unit of risk over the last 3 months. Beijing Seeyon Internet exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beijing Seeyon's Downside Deviation of 4.3, risk adjusted performance of 0.1074, and Mean Deviation of 4.08 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Beijing Seeyon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beijing Seeyon is expected to be smaller as well. At this point, Beijing Seeyon Internet has a negative expected return of -0.14%. Please make sure to confirm Beijing Seeyon's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Beijing Seeyon Internet performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Beijing Seeyon Internet has no correlation between past and present. Overlapping area represents the amount of predictability between Beijing Seeyon time series from 15th of March 2023 to 8th of February 2024 and 8th of February 2024 to 3rd 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 Beijing Seeyon Internet price movement. The serial correlation of 0.0 indicates that just 0.0% of current Beijing Seeyon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 15.2 |
Beijing Seeyon Internet lagged returns against current returns
Autocorrelation, which is Beijing Seeyon 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 Beijing Seeyon's stock expected returns. We can calculate the autocorrelation of Beijing Seeyon returns to help us make a trade decision. For example, suppose you find that Beijing Seeyon 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 |
Beijing Seeyon 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 Beijing Seeyon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beijing Seeyon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beijing Seeyon stock over time.
Current vs Lagged Prices |
| Timeline |
Beijing Seeyon Lagged Returns
When evaluating Beijing Seeyon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beijing Seeyon stock have on its future price. Beijing Seeyon 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, Beijing Seeyon autocorrelation shows the relationship between Beijing Seeyon stock current value and its past values and can show if there is a momentum factor associated with investing in Beijing Seeyon Internet.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Beijing Stock
Beijing Seeyon financial ratios help investors to determine whether Beijing 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 Beijing with respect to the benefits of owning Beijing Seeyon security.