Origin Agritech Stock Market Value
| SEED Stock | USD 3.18 0.01 0.32% |
| Symbol | Origin |
Origin Agritech Price To Book Ratio
Is Origin Agritech's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Origin Agritech. If investors know Origin will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Origin Agritech listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 1.16 | Revenue Per Share 14.254 | Quarterly Revenue Growth 3.38 | Return On Assets (0.04) | Return On Equity (3.72) |
The market value of Origin Agritech is measured differently than its book value, which is the value of Origin that is recorded on the company's balance sheet. Investors also form their own opinion of Origin Agritech's value that differs from its market value or its book value, called intrinsic value, which is Origin Agritech's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Origin Agritech's market value can be influenced by many factors that don't directly affect Origin Agritech's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Origin Agritech's value and its price as these two are different measures arrived at by different means. Investors typically determine if Origin Agritech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Origin Agritech's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Origin Agritech '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 Origin Agritech'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 Origin Agritech.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Origin Agritech on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Origin Agritech or generate 0.0% return on investment in Origin Agritech over 30 days. Origin Agritech is related to or competes with Benson Hill, Corteva, Scotts Miracle, Yara International, American Vanguard, FMC, and CF Industries. Origin Agritech Limited, together with its subsidiaries, operates an agricultural biotechnology and an e-commerce platfo... More
Origin Agritech 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 Origin Agritech'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 Origin Agritech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.77 | |||
| Information Ratio | 0.0936 | |||
| Maximum Drawdown | 76.26 | |||
| Value At Risk | (10.51) | |||
| Potential Upside | 10.22 |
Origin Agritech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Origin Agritech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Origin Agritech's standard deviation. In reality, there are many statistical measures that can use Origin Agritech historical prices to predict the future Origin Agritech's volatility.| Risk Adjusted Performance | 0.0715 | |||
| Jensen Alpha | 0.9606 | |||
| Total Risk Alpha | 0.0463 | |||
| Sortino Ratio | 0.1366 | |||
| Treynor Ratio | 2.48 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Origin Agritech'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.
Origin Agritech Backtested Returns
Origin Agritech is dangerous given 3 months investment horizon. Origin Agritech maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.55% are justified by taking the suggested risk. Use Origin Agritech Semi Deviation of 5.87, risk adjusted performance of 0.0715, and Coefficient Of Variation of 995.07 to evaluate company specific risk that cannot be diversified away. Origin Agritech holds a performance score of 12 on a scale of zero to a hundred. The company holds a Beta of 0.4, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Origin Agritech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Origin Agritech is expected to be smaller as well. Use Origin Agritech downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to analyze future returns on Origin Agritech.
Auto-correlation | 0.40 |
Average predictability
Origin Agritech has average predictability. Overlapping area represents the amount of predictability between Origin Agritech time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 Origin Agritech price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Origin Agritech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Origin Agritech lagged returns against current returns
Autocorrelation, which is Origin Agritech 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 Origin Agritech's stock expected returns. We can calculate the autocorrelation of Origin Agritech returns to help us make a trade decision. For example, suppose you find that Origin Agritech 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 |
Origin Agritech 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 Origin Agritech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Origin Agritech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Origin Agritech stock over time.
Current vs Lagged Prices |
| Timeline |
Origin Agritech Lagged Returns
When evaluating Origin Agritech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Origin Agritech stock have on its future price. Origin Agritech 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, Origin Agritech autocorrelation shows the relationship between Origin Agritech stock current value and its past values and can show if there is a momentum factor associated with investing in Origin Agritech.
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 Origin Agritech 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, Origin Agritech's short interest history, or implied volatility extrapolated from Origin Agritech options trading.
Currently Active Assets on Macroaxis
When determining whether Origin Agritech is a strong investment it is important to analyze Origin Agritech's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Origin Agritech's future performance. For an informed investment choice regarding Origin Stock, refer to the following important reports:Check out Origin Agritech Correlation, Origin Agritech Volatility and Origin Agritech Alpha and Beta module to complement your research on Origin Agritech. For information on how to trade Origin Stock refer to our How to Trade Origin Stock guide.Note that the Origin Agritech information on this page should be used as a complementary analysis to other Origin Agritech's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Origin Stock analysis
When running Origin Agritech's price analysis, check to measure Origin Agritech'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 Origin Agritech is operating at the current time. Most of Origin Agritech's value examination focuses on studying past and present price action to predict the probability of Origin Agritech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Origin Agritech's price. Additionally, you may evaluate how the addition of Origin Agritech to your portfolios can decrease your overall portfolio volatility.
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Origin Agritech technical stock 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, stock market cycles, or different charting patterns.