Beijing Global (China) Market Value
| 300523 Stock | 23.52 0.81 3.33% |
| Symbol | Beijing |
Beijing Global '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 Beijing Global'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 Beijing Global.
| 09/16/2025 |
| 12/15/2025 |
If you would invest 0.00 in Beijing Global on September 16, 2025 and sell it all today you would earn a total of 0.00 from holding Beijing Global Safety or generate 0.0% return on investment in Beijing Global over 90 days. Beijing Global is related to or competes with Muyuan Foodstuff, Guilin Seamild, HanS Laser, Linewell Software, Gosuncn Technology, and Anji Foodstuff. Beijing Global is entity of China. It is traded as Stock on SHE exchange. More
Beijing Global 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 Beijing Global'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 Beijing Global Safety upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.09 | |||
| Value At Risk | (4.11) | |||
| Potential Upside | 5.04 |
Beijing Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beijing Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beijing Global's standard deviation. In reality, there are many statistical measures that can use Beijing Global historical prices to predict the future Beijing Global's volatility.| Risk Adjusted Performance | 0.0177 | |||
| Jensen Alpha | 0.0488 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.1) |
Beijing Global Safety Backtested Returns
Beijing Global appears to be not too volatile, given 3 months investment horizon. Beijing Global Safety secures Sharpe Ratio (or Efficiency) of 0.077, which signifies that the company had a 0.077 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Beijing Global Safety, which you can use to evaluate the volatility of the firm. Please makes use of Beijing Global's Downside Deviation of 2.61, mean deviation of 1.95, and Risk Adjusted Performance of 0.0177 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Beijing Global holds a performance score of 6. The firm shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Beijing Global are expected to decrease at a much lower rate. During the bear market, Beijing Global is likely to outperform the market. Please check Beijing Global's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Beijing Global's price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Beijing Global Safety has good predictability. Overlapping area represents the amount of predictability between Beijing Global time series from 16th of September 2025 to 31st of October 2025 and 31st of October 2025 to 15th of December 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 Beijing Global Safety price movement. The serial correlation of 0.73 indicates that around 73.0% of current Beijing Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Beijing Global Safety lagged returns against current returns
Autocorrelation, which is Beijing Global 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 Beijing Global's stock expected returns. We can calculate the autocorrelation of Beijing Global returns to help us make a trade decision. For example, suppose you find that Beijing Global 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 |
Beijing Global 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 Beijing Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beijing Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beijing Global stock over time.
Current vs Lagged Prices |
| Timeline |
Beijing Global Lagged Returns
When evaluating Beijing Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beijing Global stock have on its future price. Beijing Global 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, Beijing Global autocorrelation shows the relationship between Beijing Global stock current value and its past values and can show if there is a momentum factor associated with investing in Beijing Global Safety.
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 Beijing Stock
Beijing Global financial ratios help investors to determine whether Beijing 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 Beijing with respect to the benefits of owning Beijing Global security.