Jiayuan Science (China) Market Value
| 301117 Stock | 37.71 0.40 1.07% |
| Symbol | Jiayuan |
Jiayuan Science '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 Jiayuan Science'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 Jiayuan Science.
| 08/22/2025 |
| 11/20/2025 |
If you would invest 0.00 in Jiayuan Science on August 22, 2025 and sell it all today you would earn a total of 0.00 from holding Jiayuan Science and or generate 0.0% return on investment in Jiayuan Science over 90 days. Jiayuan Science is related to or competes with Oppein Home, Xilinmen Furniture, Wuxi Chemical, A Zenith, Cansino Biologics, Hunan Mendale, and Zoy Home. Jiayuan Science is entity of China. It is traded as Stock on SHE exchange. More
Jiayuan Science 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 Jiayuan Science'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 Jiayuan Science and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 27.33 | |||
| Value At Risk | (5.54) | |||
| Potential Upside | 6.69 |
Jiayuan Science Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jiayuan Science's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jiayuan Science's standard deviation. In reality, there are many statistical measures that can use Jiayuan Science historical prices to predict the future Jiayuan Science's volatility.| Risk Adjusted Performance | 0.0044 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | 1.14 |
Jiayuan Science Backtested Returns
At this point, Jiayuan Science is not too volatile. Jiayuan Science holds Efficiency (Sharpe) Ratio of 0.0341, which attests that the entity had a 0.0341 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Jiayuan Science, which you can use to evaluate the volatility of the firm. Please check out Jiayuan Science's Market Risk Adjusted Performance of 1.15, standard deviation of 4.28, and Risk Adjusted Performance of 0.0044 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Jiayuan Science has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0306, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jiayuan Science are expected to decrease at a much lower rate. During the bear market, Jiayuan Science is likely to outperform the market. Jiayuan Science right now retains a risk of 4.34%. Please check out Jiayuan Science market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Jiayuan Science will be following its current trending patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Jiayuan Science and has weak reverse predictability. Overlapping area represents the amount of predictability between Jiayuan Science time series from 22nd of August 2025 to 6th of October 2025 and 6th of October 2025 to 20th 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 Jiayuan Science price movement. The serial correlation of -0.22 indicates that over 22.0% of current Jiayuan Science price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 9.81 |
Jiayuan Science lagged returns against current returns
Autocorrelation, which is Jiayuan Science 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 Jiayuan Science's stock expected returns. We can calculate the autocorrelation of Jiayuan Science returns to help us make a trade decision. For example, suppose you find that Jiayuan Science 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 |
Jiayuan Science 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 Jiayuan Science stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jiayuan Science stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jiayuan Science stock over time.
Current vs Lagged Prices |
| Timeline |
Jiayuan Science Lagged Returns
When evaluating Jiayuan Science's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jiayuan Science stock have on its future price. Jiayuan Science 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, Jiayuan Science autocorrelation shows the relationship between Jiayuan Science stock current value and its past values and can show if there is a momentum factor associated with investing in Jiayuan Science and.
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 Jiayuan Stock
Jiayuan Science financial ratios help investors to determine whether Jiayuan 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 Jiayuan with respect to the benefits of owning Jiayuan Science security.