Uhf Logistics Group Stock Market Value
| RGLG Stock | USD 0.04 0.02 67.65% |
| Symbol | UHF |
UHF Logistics '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 UHF Logistics' 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 UHF Logistics.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in UHF Logistics on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding UHF Logistics Group or generate 0.0% return on investment in UHF Logistics over 30 days. UHF Logistics is related to or competes with Green Planet, and Continental Beverage. UHF Logistics Group, Inc., through its subsidiary, Shenzhen Rui Pu Da Electronic Technology Company Ltd, engages in the ... More
UHF Logistics 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 UHF Logistics' 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 UHF Logistics Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 44.6 | |||
| Information Ratio | 0.1038 | |||
| Maximum Drawdown | 237.17 | |||
| Value At Risk | (25.93) | |||
| Potential Upside | 67.65 |
UHF Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UHF Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UHF Logistics' standard deviation. In reality, there are many statistical measures that can use UHF Logistics historical prices to predict the future UHF Logistics' volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 3.19 | |||
| Total Risk Alpha | (0.94) | |||
| Sortino Ratio | 0.0767 | |||
| Treynor Ratio | 1.08 |
UHF Logistics Group Backtested Returns
UHF Logistics is out of control given 3 months investment horizon. UHF Logistics Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of volatility over the last 3 months. We were able to break down and interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 3.65% are justified by taking the suggested risk. Use UHF Logistics Group coefficient of variation of 932.3, and Risk Adjusted Performance of 0.0916 to evaluate company specific risk that cannot be diversified away. UHF Logistics holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 3.25, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, UHF Logistics will likely underperform. Use UHF Logistics Group total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to analyze future returns on UHF Logistics Group.
Auto-correlation | -0.34 |
Poor reverse predictability
UHF Logistics Group has poor reverse predictability. Overlapping area represents the amount of predictability between UHF Logistics time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 UHF Logistics Group price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current UHF Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
UHF Logistics Group lagged returns against current returns
Autocorrelation, which is UHF Logistics 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 UHF Logistics' pink sheet expected returns. We can calculate the autocorrelation of UHF Logistics returns to help us make a trade decision. For example, suppose you find that UHF Logistics 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 |
UHF Logistics 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 UHF Logistics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UHF Logistics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UHF Logistics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
UHF Logistics Lagged Returns
When evaluating UHF Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UHF Logistics pink sheet have on its future price. UHF Logistics 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, UHF Logistics autocorrelation shows the relationship between UHF Logistics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UHF Logistics Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in UHF Pink Sheet
UHF Logistics financial ratios help investors to determine whether UHF 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 UHF with respect to the benefits of owning UHF Logistics security.