AUPU Home (China) Market Value
| 603551 Stock | 11.90 0.04 0.34% |
| Symbol | AUPU |
AUPU Home '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 AUPU Home'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 AUPU Home.
| 05/16/2024 |
| 12/12/2024 |
If you would invest 0.00 in AUPU Home on May 16, 2024 and sell it all today you would earn a total of 0.00 from holding AUPU Home Style or generate 0.0% return on investment in AUPU Home over 210 days. AUPU Home is related to or competes with Lutian Machinery, China Longyuan, PetroChina, Bank of China, Guangxi Guiguan, Yantai North, and Huaneng Lancang. AUPU Home is entity of China. It is traded as Stock on SHG exchange. More
AUPU Home 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 AUPU Home'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 AUPU Home Style upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.1191 | |||
| Maximum Drawdown | 12.26 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 3.98 |
AUPU Home Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AUPU Home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AUPU Home's standard deviation. In reality, there are many statistical measures that can use AUPU Home historical prices to predict the future AUPU Home's volatility.| Risk Adjusted Performance | 0.132 | |||
| Jensen Alpha | 0.3611 | |||
| Total Risk Alpha | 0.0239 | |||
| Sortino Ratio | 0.1445 | |||
| Treynor Ratio | 1.65 |
AUPU Home Style Backtested Returns
AUPU Home appears to be not too volatile, given 3 months investment horizon. AUPU Home Style secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AUPU Home Style, which you can use to evaluate the volatility of the firm. Please makes use of AUPU Home's mean deviation of 1.75, and Risk Adjusted Performance of 0.132 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AUPU Home holds a performance score of 14. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AUPU Home's returns are expected to increase less than the market. However, during the bear market, the loss of holding AUPU Home is expected to be smaller as well. Please check AUPU Home's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether AUPU Home's price patterns will revert.
Auto-correlation | -0.69 |
Very good reverse predictability
AUPU Home Style has very good reverse predictability. Overlapping area represents the amount of predictability between AUPU Home time series from 16th of May 2024 to 29th of August 2024 and 29th of August 2024 to 12th 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 AUPU Home Style price movement. The serial correlation of -0.69 indicates that around 69.0% of current AUPU Home price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
AUPU Home Style lagged returns against current returns
Autocorrelation, which is AUPU Home 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 AUPU Home's stock expected returns. We can calculate the autocorrelation of AUPU Home returns to help us make a trade decision. For example, suppose you find that AUPU Home 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 |
AUPU Home 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 AUPU Home stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AUPU Home stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AUPU Home stock over time.
Current vs Lagged Prices |
| Timeline |
AUPU Home Lagged Returns
When evaluating AUPU Home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AUPU Home stock have on its future price. AUPU Home 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, AUPU Home autocorrelation shows the relationship between AUPU Home stock current value and its past values and can show if there is a momentum factor associated with investing in AUPU Home Style.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AUPU Stock
AUPU Home financial ratios help investors to determine whether AUPU 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 AUPU with respect to the benefits of owning AUPU Home security.