Guangzhou Rf Properties Stock Market Value
| GZUHF Stock | USD 0.23 0.00 0.00% |
| Symbol | Guangzhou |
Guangzhou '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 Guangzhou's pink sheet 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 Guangzhou.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Guangzhou on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Guangzhou RF Properties or generate 0.0% return on investment in Guangzhou over 720 days. Guangzhou is related to or competes with BCE, Amkor Technology, Analog Devices, Meiwu Technology, BioNTech, Capital Clean, and Arrow Electronics. Guangzhou RF Properties Co., Ltd., together with its subsidiaries, engages in the development and sale of residential an... More
Guangzhou 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 Guangzhou's pink sheet 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 Guangzhou RF Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1163 | |||
| Maximum Drawdown | 122.35 |
Guangzhou Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guangzhou's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guangzhou's standard deviation. In reality, there are many statistical measures that can use Guangzhou historical prices to predict the future Guangzhou's volatility.| Risk Adjusted Performance | 0.1036 | |||
| Jensen Alpha | 1.74 | |||
| Total Risk Alpha | 1.29 | |||
| Treynor Ratio | (1.75) |
Guangzhou RF Properties Backtested Returns
Guangzhou is out of control given 3 months investment horizon. Guangzhou RF Properties holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of standard deviation over the last 3 months. We have analyze and collected data for sixteen different technical indicators, which can help you to evaluate if expected returns of 1.81% are justified by taking the suggested risk. Use Guangzhou RF Properties market risk adjusted performance of (1.74), and Risk Adjusted Performance of 0.1036 to evaluate company specific risk that cannot be diversified away. Guangzhou holds a performance score of 9 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.98, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Guangzhou are expected to decrease slowly. On the other hand, during market turmoil, Guangzhou is expected to outperform it slightly. Use Guangzhou RF Properties standard deviation, as well as the relationship between the maximum drawdown and day median price , to analyze future returns on Guangzhou RF Properties.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Guangzhou RF Properties has insignificant reverse predictability. Overlapping area represents the amount of predictability between Guangzhou time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guangzhou RF Properties price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Guangzhou price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Guangzhou RF Properties lagged returns against current returns
Autocorrelation, which is Guangzhou pink sheet'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 Guangzhou's pink sheet expected returns. We can calculate the autocorrelation of Guangzhou returns to help us make a trade decision. For example, suppose you find that Guangzhou has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Guangzhou 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 Guangzhou pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guangzhou pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guangzhou pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Guangzhou Lagged Returns
When evaluating Guangzhou's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guangzhou pink sheet have on its future price. Guangzhou 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, Guangzhou autocorrelation shows the relationship between Guangzhou pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Guangzhou RF Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Guangzhou Pink Sheet
Guangzhou financial ratios help investors to determine whether Guangzhou Pink Sheet 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 Guangzhou with respect to the benefits of owning Guangzhou security.