Shenzhen Investment Holdings Stock Market Value
| SHIHF Stock | USD 0.22 0.00 0.00% |
| Symbol | Shenzhen |
Shenzhen Investment '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 Shenzhen Investment'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 Shenzhen Investment.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Shenzhen Investment on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Shenzhen Investment Holdings or generate 0.0% return on investment in Shenzhen Investment over 60 days. Shenzhen Investment is related to or competes with Jiangsu Expressway, Jiangsu Expressway, Zhejiang Expressway, and Yuexiu Transport. Shenzhen Investment Holdings Bay Area Development Company Limited, an investment holding company, develops, operates, an... More
Shenzhen Investment 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 Shenzhen Investment'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 Shenzhen Investment Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.085 | |||
| Maximum Drawdown | 4.76 |
Shenzhen Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenzhen Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shenzhen Investment's standard deviation. In reality, there are many statistical measures that can use Shenzhen Investment historical prices to predict the future Shenzhen Investment's volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 0.0608 | |||
| Total Risk Alpha | 0.0532 | |||
| Treynor Ratio | 0.5885 |
Shenzhen Investment Backtested Returns
At this point, Shenzhen Investment is out of control. Shenzhen Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Shenzhen Investment Holdings, which you can use to evaluate the volatility of the company. Please validate Shenzhen Investment's Coefficient Of Variation of 812.4, risk adjusted performance of 0.096, and Variance of 0.3436 to confirm if the risk estimate we provide is consistent with the expected return of 0.0756%. Shenzhen Investment has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shenzhen Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenzhen Investment is expected to be smaller as well. Shenzhen Investment right now has a risk of 0.6%. Please validate Shenzhen Investment information ratio, as well as the relationship between the skewness and day median price , to decide if Shenzhen Investment will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Shenzhen Investment Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Shenzhen Investment time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Shenzhen Investment price movement. The serial correlation of 0.0 indicates that just 0.0% of current Shenzhen Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Shenzhen Investment lagged returns against current returns
Autocorrelation, which is Shenzhen Investment 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 Shenzhen Investment's pink sheet expected returns. We can calculate the autocorrelation of Shenzhen Investment returns to help us make a trade decision. For example, suppose you find that Shenzhen Investment 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 |
Shenzhen Investment 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 Shenzhen Investment pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shenzhen Investment pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shenzhen Investment pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shenzhen Investment Lagged Returns
When evaluating Shenzhen Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shenzhen Investment pink sheet have on its future price. Shenzhen Investment 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, Shenzhen Investment autocorrelation shows the relationship between Shenzhen Investment pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shenzhen Investment Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Shenzhen Pink Sheet
Shenzhen Investment financial ratios help investors to determine whether Shenzhen 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 Shenzhen with respect to the benefits of owning Shenzhen Investment security.