Qingdao Haier (China) Market Value
| 688139 Stock | 33.20 0.19 0.57% |
| Symbol | Qingdao |
Qingdao Haier '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 Qingdao Haier'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 Qingdao Haier.
| 09/18/2025 |
| 10/18/2025 |
If you would invest 0.00 in Qingdao Haier on September 18, 2025 and sell it all today you would earn a total of 0.00 from holding Qingdao Haier Biomedical or generate 0.0% return on investment in Qingdao Haier over 30 days. Qingdao Haier is related to or competes with Pengxin International, Tongling Nonferrous, Huaibei Mining, Tibet Huayu, Shenyang Blue, Qingdao Choho, and Guocheng Mining. Qingdao Haier is entity of China. It is traded as Stock on SHG exchange. More
Qingdao Haier 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 Qingdao Haier'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 Qingdao Haier Biomedical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | 0.0394 | |||
| Maximum Drawdown | 8.23 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.77 |
Qingdao Haier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qingdao Haier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qingdao Haier's standard deviation. In reality, there are many statistical measures that can use Qingdao Haier historical prices to predict the future Qingdao Haier's volatility.| Risk Adjusted Performance | 0.0555 | |||
| Jensen Alpha | 0.1235 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0371 | |||
| Treynor Ratio | (0.34) |
Qingdao Haier Biomedical Backtested Returns
At this point, Qingdao Haier is very steady. Qingdao Haier Biomedical maintains Sharpe Ratio (i.e., Efficiency) of 0.0577, which implies the firm had a 0.0577 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Qingdao Haier Biomedical, which you can use to evaluate the volatility of the company. Please check Qingdao Haier's Coefficient Of Variation of 1268.82, risk adjusted performance of 0.0555, and Semi Deviation of 1.42 to confirm if the risk estimate we provide is consistent with the expected return of 0.0888%. Qingdao Haier has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Qingdao Haier are expected to decrease at a much lower rate. During the bear market, Qingdao Haier is likely to outperform the market. Qingdao Haier Biomedical right now holds a risk of 1.54%. Please check Qingdao Haier Biomedical standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Qingdao Haier Biomedical will be following its historical price patterns.
Auto-correlation | 0.50 |
Modest predictability
Qingdao Haier Biomedical has modest predictability. Overlapping area represents the amount of predictability between Qingdao Haier time series from 18th of September 2025 to 3rd of October 2025 and 3rd of October 2025 to 18th of October 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 Qingdao Haier Biomedical price movement. The serial correlation of 0.5 indicates that about 50.0% of current Qingdao Haier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Qingdao Haier Biomedical lagged returns against current returns
Autocorrelation, which is Qingdao Haier 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 Qingdao Haier's stock expected returns. We can calculate the autocorrelation of Qingdao Haier returns to help us make a trade decision. For example, suppose you find that Qingdao Haier 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 |
Qingdao Haier 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 Qingdao Haier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qingdao Haier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qingdao Haier stock over time.
Current vs Lagged Prices |
| Timeline |
Qingdao Haier Lagged Returns
When evaluating Qingdao Haier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qingdao Haier stock have on its future price. Qingdao Haier 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, Qingdao Haier autocorrelation shows the relationship between Qingdao Haier stock current value and its past values and can show if there is a momentum factor associated with investing in Qingdao Haier Biomedical.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Qingdao Stock
Qingdao Haier financial ratios help investors to determine whether Qingdao 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 Qingdao with respect to the benefits of owning Qingdao Haier security.