Shenzhen Investment's market value is the price at which a share of Shenzhen Investment trades on a public exchange. It measures the collective expectations of Shenzhen Investment Limited investors about its performance. Shenzhen Investment is trading at 0.11 as of the 10th of January 2025. This is a 21.55 percent increase since the beginning of the trading day. The stock's lowest day price was 0.092. With this module, you can estimate the performance of a buy and hold strategy of Shenzhen Investment Limited and determine expected loss or profit from investing in Shenzhen Investment over a given investment horizon. Check out Shenzhen Investment Correlation, Shenzhen Investment Volatility and Shenzhen Investment Alpha and Beta module to complement your research on Shenzhen Investment.
Please note, there is a significant difference between Shenzhen Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shenzhen Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shenzhen Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 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 Shenzhen Investment.
0.00
12/11/2024
No Change 0.00
0.0
In 30 days
01/10/2025
0.00
If you would invest 0.00 in Shenzhen Investment on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Shenzhen Investment Limited or generate 0.0% return on investment in Shenzhen Investment over 30 days. Shenzhen Investment is related to or competes with Easy Software, Tyson Foods, Thai Beverage, Take-Two Interactive, Magic Software, ASURE SOFTWARE, and MAGIC SOFTWARE. Shenzhen Investment Limited, together with its subsidiaries, invests in, develops, and manages real estate properties in... 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 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 Shenzhen Investment Limited upside and downside potential and time the market with a certain degree of confidence.
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.
Shenzhen Investment appears to be out of control, given 3 months investment horizon. Shenzhen Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0557, which indicates the firm had a 0.0557% return per unit of risk over the last 3 months. We have found thirty technical indicators for Shenzhen Investment Limited, which you can use to evaluate the volatility of the company. Please review Shenzhen Investment's Risk Adjusted Performance of 0.0343, semi deviation of 5.21, and Coefficient Of Variation of 3128.45 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shenzhen Investment holds a performance score of 4. The entity has a beta of 1.09, which indicates a somewhat significant risk relative to the market. Shenzhen Investment returns are very sensitive to returns on the market. As the market goes up or down, Shenzhen Investment is expected to follow. Please check Shenzhen Investment's sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Shenzhen Investment's existing price patterns will revert.
Auto-correlation
0.50
Modest predictability
Shenzhen Investment Limited has modest predictability. Overlapping area represents the amount of predictability between Shenzhen Investment time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 0.5 indicates that about 50.0% of current Shenzhen Investment price fluctuation can be explain by its past prices.
Correlation Coefficient
0.5
Spearman Rank Test
0.33
Residual Average
0.0
Price Variance
0.0
Shenzhen Investment lagged returns against current returns
Autocorrelation, which is Shenzhen Investment 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 Shenzhen Investment's stock 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 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
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shenzhen Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shenzhen Investment stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in Shenzhen Investment Limited.
Shenzhen Investment financial ratios help investors to determine whether Shenzhen 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 Shenzhen with respect to the benefits of owning Shenzhen Investment security.