Shimao Property Holdings Stock Market Value
SIOPF Stock | USD 0.06 0.00 0.00% |
Symbol | Shimao |
Shimao Property '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 Shimao Property's pink sheet 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 Shimao Property.
02/28/2024 |
| 03/29/2024 |
If you would invest 0.00 in Shimao Property on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Shimao Property Holdings or generate 0.0% return on investment in Shimao Property over 30 days. Shimao Property is related to or competes with Sun Hung, Sun Hung, China Resources, China Vanke, and China Vanke. Shimao Group Holdings Limited, an investment holding company, engages in the property development and investment activit... More
Shimao Property 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 Shimao Property's pink sheet 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 Shimao Property Holdings upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.20) | |||
Maximum Drawdown | 14.08 |
Shimao Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shimao Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shimao Property's standard deviation. In reality, there are many statistical measures that can use Shimao Property historical prices to predict the future Shimao Property's volatility.Risk Adjusted Performance | (0.06) | |||
Jensen Alpha | (0.22) | |||
Total Risk Alpha | (0.61) | |||
Treynor Ratio | 3.33 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shimao Property's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Shimao Property Holdings Backtested Returns
We have found sixteen technical indicators for Shimao Property Holdings, which you can use to evaluate the volatility of the company. Please validate Shimao Property's Coefficient Of Variation of (812.40), variance of 3.01, and Risk Adjusted Performance of (0.06) to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. The entity has a beta of -0.067, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shimao Property are expected to decrease at a much lower rate. During the bear market, Shimao Property is likely to outperform the market. Shimao Property Holdings right now has a risk of 0.0%. Please validate Shimao Property variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if Shimao Property will be following its existing price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Shimao Property Holdings has perfect predictability. Overlapping area represents the amount of predictability between Shimao Property time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 to 29th of March 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 Shimao Property Holdings price movement. The serial correlation of 1.0 indicates that 100.0% of current Shimao Property price fluctuation can be explain by its past prices.
Correlation Coefficient | 1.0 | |
Spearman Rank Test | 1.0 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Shimao Property Holdings lagged returns against current returns
Autocorrelation, which is Shimao Property pink sheet'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 Shimao Property's pink sheet expected returns. We can calculate the autocorrelation of Shimao Property returns to help us make a trade decision. For example, suppose you find that Shimao Property has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Shimao Property 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 Shimao Property pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shimao Property pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shimao Property pink sheet over time.
Current vs Lagged Prices |
Timeline |
Shimao Property Lagged Returns
When evaluating Shimao Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shimao Property pink sheet have on its future price. Shimao Property 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, Shimao Property autocorrelation shows the relationship between Shimao Property pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shimao Property Holdings.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Shimao Property in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Shimao Property's short interest history, or implied volatility extrapolated from Shimao Property options trading.
Currently Active Assets on Macroaxis
Check out Shimao Property Correlation, Shimao Property Volatility and Shimao Property Alpha and Beta module to complement your research on Shimao Property. You can also try the AI Investment Finder module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Shimao Pink Sheet analysis
When running Shimao Property's price analysis, check to measure Shimao Property's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Shimao Property is operating at the current time. Most of Shimao Property's value examination focuses on studying past and present price action to predict the probability of Shimao Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shimao Property's price. Additionally, you may evaluate how the addition of Shimao Property to your portfolios can decrease your overall portfolio volatility.
Global Correlations Find global opportunities by holding instruments from different markets | |
Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |
Shimao Property technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.