Sihuan Pharmaceutical Holdings Stock Market Value
| SHPHF Stock | USD 0.10 0.00 0.00% |
| Symbol | Sihuan |
Sihuan Pharmaceutical '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 Sihuan Pharmaceutical'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 Sihuan Pharmaceutical.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Sihuan Pharmaceutical on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Sihuan Pharmaceutical Holdings or generate 0.0% return on investment in Sihuan Pharmaceutical over 90 days. Sihuan Pharmaceutical is related to or competes with Regencell Bioscience, Cosmos Health, Talphera, Shanghai Pharmaceuticals, and Sino Biopharmaceutica. Sihuan Pharmaceutical Holdings Group Ltd., an investment holding company, engages in the research and development, manuf... More
Sihuan Pharmaceutical 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 Sihuan Pharmaceutical'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 Sihuan Pharmaceutical Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 16.67 |
Sihuan Pharmaceutical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sihuan Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sihuan Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use Sihuan Pharmaceutical historical prices to predict the future Sihuan Pharmaceutical's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 1.07 |
Sihuan Pharmaceutical Backtested Returns
We have found sixteen technical indicators for Sihuan Pharmaceutical Holdings, which you can use to evaluate the volatility of the company. Please validate Sihuan Pharmaceutical's Coefficient Of Variation of (812.40), risk adjusted performance of (0.09), and Variance of 4.21 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. The entity has a beta of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sihuan Pharmaceutical are expected to decrease at a much lower rate. During the bear market, Sihuan Pharmaceutical is likely to outperform the market. Sihuan Pharmaceutical right now has a risk of 0.0%. Please validate Sihuan Pharmaceutical standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Sihuan Pharmaceutical will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Sihuan Pharmaceutical Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Sihuan Pharmaceutical time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 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 Sihuan Pharmaceutical price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sihuan Pharmaceutical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sihuan Pharmaceutical lagged returns against current returns
Autocorrelation, which is Sihuan Pharmaceutical 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 Sihuan Pharmaceutical's pink sheet expected returns. We can calculate the autocorrelation of Sihuan Pharmaceutical returns to help us make a trade decision. For example, suppose you find that Sihuan Pharmaceutical 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 |
Sihuan Pharmaceutical 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 Sihuan Pharmaceutical pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sihuan Pharmaceutical pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sihuan Pharmaceutical pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sihuan Pharmaceutical Lagged Returns
When evaluating Sihuan Pharmaceutical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sihuan Pharmaceutical pink sheet have on its future price. Sihuan Pharmaceutical 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, Sihuan Pharmaceutical autocorrelation shows the relationship between Sihuan Pharmaceutical pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sihuan Pharmaceutical Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sihuan Pink Sheet
Sihuan Pharmaceutical financial ratios help investors to determine whether Sihuan Pink Sheet 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 Sihuan with respect to the benefits of owning Sihuan Pharmaceutical security.