Lianhua Supermarket (Germany) Market Value
| LSJ Stock | EUR 0.03 0 3.13% |
| Symbol | Lianhua |
Lianhua Supermarket '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 Lianhua Supermarket'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 Lianhua Supermarket.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Lianhua Supermarket on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Lianhua Supermarket Holdings or generate 0.0% return on investment in Lianhua Supermarket over 90 days. Lianhua Supermarket is related to or competes with Aeon Co, SHOPRITE HDGS, Shoprite Holdings, Dillards, Macys, RYOHIN UNSPADR/1, and Isetan Mitsukoshi. Lianhua Supermarket Holdings Co., Ltd., together with its subsidiaries, operates supermarkets, hypermarkets, and conveni... More
Lianhua Supermarket 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 Lianhua Supermarket'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 Lianhua Supermarket Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.0 | |||
| Information Ratio | 0.0819 | |||
| Maximum Drawdown | 57.79 | |||
| Value At Risk | (9.86) | |||
| Potential Upside | 13.11 |
Lianhua Supermarket Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lianhua Supermarket's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lianhua Supermarket's standard deviation. In reality, there are many statistical measures that can use Lianhua Supermarket historical prices to predict the future Lianhua Supermarket's volatility.| Risk Adjusted Performance | 0.0669 | |||
| Jensen Alpha | 0.5974 | |||
| Total Risk Alpha | 2.07 | |||
| Sortino Ratio | 0.1099 | |||
| Treynor Ratio | (1.79) |
Lianhua Supermarket Backtested Returns
Lianhua Supermarket is out of control given 3 months investment horizon. Lianhua Supermarket has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.23% are justified by taking the suggested risk. Use Lianhua Supermarket Mean Deviation of 5.94, risk adjusted performance of 0.0669, and Downside Deviation of 7.0 to evaluate company specific risk that cannot be diversified away. Lianhua Supermarket holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lianhua Supermarket are expected to decrease at a much lower rate. During the bear market, Lianhua Supermarket is likely to outperform the market. Use Lianhua Supermarket semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to analyze future returns on Lianhua Supermarket.
Auto-correlation | -0.25 |
Weak reverse predictability
Lianhua Supermarket Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Lianhua Supermarket time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Lianhua Supermarket price movement. The serial correlation of -0.25 indicates that over 25.0% of current Lianhua Supermarket price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lianhua Supermarket lagged returns against current returns
Autocorrelation, which is Lianhua Supermarket 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 Lianhua Supermarket's stock expected returns. We can calculate the autocorrelation of Lianhua Supermarket returns to help us make a trade decision. For example, suppose you find that Lianhua Supermarket 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 |
Lianhua Supermarket 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 Lianhua Supermarket stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lianhua Supermarket stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lianhua Supermarket stock over time.
Current vs Lagged Prices |
| Timeline |
Lianhua Supermarket Lagged Returns
When evaluating Lianhua Supermarket's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lianhua Supermarket stock have on its future price. Lianhua Supermarket 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, Lianhua Supermarket autocorrelation shows the relationship between Lianhua Supermarket stock current value and its past values and can show if there is a momentum factor associated with investing in Lianhua Supermarket Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lianhua Stock
Lianhua Supermarket financial ratios help investors to determine whether Lianhua 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 Lianhua with respect to the benefits of owning Lianhua Supermarket security.