Shanghai Metersbonwe (China) Market Value
| 002269 Stock | 2.25 0.02 0.90% |
| Symbol | Shanghai |
Shanghai Metersbonwe '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 Shanghai Metersbonwe'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 Shanghai Metersbonwe.
| 08/13/2025 |
| 11/11/2025 |
If you would invest 0.00 in Shanghai Metersbonwe on August 13, 2025 and sell it all today you would earn a total of 0.00 from holding Shanghai Metersbonwe FashionAccessories or generate 0.0% return on investment in Shanghai Metersbonwe over 90 days. Shanghai Metersbonwe is related to or competes with BYD Co, China Mobile, Agricultural Bank, Industrial, China Construction, PetroChina, and China State. Shanghai Metersbonwe is entity of China. It is traded as Stock on SHE exchange. More
Shanghai Metersbonwe 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 Shanghai Metersbonwe'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 Shanghai Metersbonwe FashionAccessories upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.61 | |||
| Information Ratio | 0.0573 | |||
| Maximum Drawdown | 20.27 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 8.5 |
Shanghai Metersbonwe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shanghai Metersbonwe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shanghai Metersbonwe's standard deviation. In reality, there are many statistical measures that can use Shanghai Metersbonwe historical prices to predict the future Shanghai Metersbonwe's volatility.| Risk Adjusted Performance | 0.0615 | |||
| Jensen Alpha | 0.2931 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0574 | |||
| Treynor Ratio | 2.52 |
Shanghai Metersbonwe Backtested Returns
Shanghai Metersbonwe appears to be very risky, given 3 months investment horizon. Shanghai Metersbonwe owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0812, which indicates the firm had a 0.0812 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shanghai Metersbonwe FashionAccessories, which you can use to evaluate the volatility of the company. Please review Shanghai Metersbonwe's Coefficient Of Variation of 1148.11, risk adjusted performance of 0.0615, and Semi Deviation of 3.21 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shanghai Metersbonwe holds a performance score of 6. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shanghai Metersbonwe's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shanghai Metersbonwe is expected to be smaller as well. Please check Shanghai Metersbonwe's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Shanghai Metersbonwe's existing price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Shanghai Metersbonwe FashionAccessories has good reverse predictability. Overlapping area represents the amount of predictability between Shanghai Metersbonwe time series from 13th of August 2025 to 27th of September 2025 and 27th of September 2025 to 11th 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 Shanghai Metersbonwe price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Shanghai Metersbonwe price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Shanghai Metersbonwe lagged returns against current returns
Autocorrelation, which is Shanghai Metersbonwe 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 Shanghai Metersbonwe's stock expected returns. We can calculate the autocorrelation of Shanghai Metersbonwe returns to help us make a trade decision. For example, suppose you find that Shanghai Metersbonwe 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 |
Shanghai Metersbonwe 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 Shanghai Metersbonwe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shanghai Metersbonwe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shanghai Metersbonwe stock over time.
Current vs Lagged Prices |
| Timeline |
Shanghai Metersbonwe Lagged Returns
When evaluating Shanghai Metersbonwe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shanghai Metersbonwe stock have on its future price. Shanghai Metersbonwe 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, Shanghai Metersbonwe autocorrelation shows the relationship between Shanghai Metersbonwe stock current value and its past values and can show if there is a momentum factor associated with investing in Shanghai Metersbonwe FashionAccessories.
Regressed Prices |
| Timeline |
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Shanghai Metersbonwe financial ratios help investors to determine whether Shanghai 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 Shanghai with respect to the benefits of owning Shanghai Metersbonwe security.