Huawen Media (China) Market Value
| 000793 Stock | 3.29 0.16 5.11% |
| Symbol | Huawen |
Huawen Media '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 Huawen Media'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 Huawen Media.
| 08/07/2025 |
| 11/05/2025 |
If you would invest 0.00 in Huawen Media on August 7, 2025 and sell it all today you would earn a total of 0.00 from holding Huawen Media Investment or generate 0.0% return on investment in Huawen Media over 90 days. Huawen Media is related to or competes with Metallurgicalof China, Xinjiang Baodi, Allgens Medical, Chengtun Mining, Cofoe Medical, Nanjing Vishee, and Hengkang Medical. Huawen Media is entity of China. It is traded as Stock on SHE exchange. More
Huawen Media 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 Huawen Media'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 Huawen Media Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1348 | |||
| Maximum Drawdown | 9.2 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 4.86 |
Huawen Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huawen Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huawen Media's standard deviation. In reality, there are many statistical measures that can use Huawen Media historical prices to predict the future Huawen Media's volatility.| Risk Adjusted Performance | 0.1176 | |||
| Jensen Alpha | 0.3823 | |||
| Total Risk Alpha | 0.0628 | |||
| Sortino Ratio | 0.175 | |||
| Treynor Ratio | (1.13) |
Huawen Media Investment Backtested Returns
Huawen Media appears to be moderately volatile, given 3 months investment horizon. Huawen Media Investment holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Huawen Media Investment, which you can use to evaluate the volatility of the firm. Please utilize Huawen Media's risk adjusted performance of 0.1176, and Market Risk Adjusted Performance of (1.12) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Huawen Media holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Huawen Media are expected to decrease at a much lower rate. During the bear market, Huawen Media is likely to outperform the market. Please check Huawen Media's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Huawen Media's current trending patterns will revert.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Huawen Media Investment has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Huawen Media time series from 7th of August 2025 to 21st of September 2025 and 21st of September 2025 to 5th of November 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 Huawen Media Investment price movement. The serial correlation of -0.73 indicates that around 73.0% of current Huawen Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Huawen Media Investment lagged returns against current returns
Autocorrelation, which is Huawen Media 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 Huawen Media's stock expected returns. We can calculate the autocorrelation of Huawen Media returns to help us make a trade decision. For example, suppose you find that Huawen Media 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 |
Huawen Media 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 Huawen Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huawen Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huawen Media stock over time.
Current vs Lagged Prices |
| Timeline |
Huawen Media Lagged Returns
When evaluating Huawen Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huawen Media stock have on its future price. Huawen Media 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, Huawen Media autocorrelation shows the relationship between Huawen Media stock current value and its past values and can show if there is a momentum factor associated with investing in Huawen Media Investment.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Huawen Stock
Huawen Media financial ratios help investors to determine whether Huawen 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 Huawen with respect to the benefits of owning Huawen Media security.