Zhuding International Stock Market Value
| ZHUD Stock | USD 0 0.00 0.00% |
| Symbol | Zhuding |
Zhuding International '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 Zhuding International'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 Zhuding International.
| 05/18/2025 |
| 08/16/2025 |
If you would invest 0.00 in Zhuding International on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding Zhuding International or generate 0.0% return on investment in Zhuding International over 90 days. Zhuding International is related to or competes with Intelligent Living. Zhuding International Limited, through its subsidiary, Fujian Zhuding Building Materials Co More
Zhuding International 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 Zhuding International'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 Zhuding International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 47.94 | |||
| Information Ratio | 0.028 | |||
| Maximum Drawdown | 163.0 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 42.86 |
Zhuding International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zhuding International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zhuding International's standard deviation. In reality, there are many statistical measures that can use Zhuding International historical prices to predict the future Zhuding International's volatility.| Risk Adjusted Performance | 0.0325 | |||
| Jensen Alpha | 1.28 | |||
| Total Risk Alpha | (1.88) | |||
| Sortino Ratio | 0.0139 | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Zhuding International'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.
Zhuding International Backtested Returns
Zhuding International appears to be out of control, given 3 months investment horizon. Zhuding International shows Sharpe Ratio of 0.0322, which attests that the company had a 0.0322 % return per unit of risk over the last 3 months. By examining Zhuding International's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please utilize Zhuding International's Mean Deviation of 9.6, market risk adjusted performance of (0.10), and Downside Deviation of 47.94 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Zhuding International holds a performance score of 2. The firm maintains a market beta of -6.77, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Zhuding International are expected to decrease by larger amounts. On the other hand, during market turmoil, Zhuding International is expected to outperform it. Please check Zhuding International's treynor ratio, semi variance, as well as the relationship between the Semi Variance and day median price , to make a quick decision on whether Zhuding International's historical returns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Zhuding International has modest reverse predictability. Overlapping area represents the amount of predictability between Zhuding International time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th 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 Zhuding International price movement. The serial correlation of -0.46 indicates that about 46.0% of current Zhuding International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Zhuding International lagged returns against current returns
Autocorrelation, which is Zhuding International 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 Zhuding International's pink sheet expected returns. We can calculate the autocorrelation of Zhuding International returns to help us make a trade decision. For example, suppose you find that Zhuding International 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 |
Zhuding International 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 Zhuding International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zhuding International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zhuding International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Zhuding International Lagged Returns
When evaluating Zhuding International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zhuding International pink sheet have on its future price. Zhuding International 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, Zhuding International autocorrelation shows the relationship between Zhuding International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Zhuding International.
Regressed Prices |
| Timeline |
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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 Zhuding Pink Sheet
Zhuding International financial ratios help investors to determine whether Zhuding 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 Zhuding with respect to the benefits of owning Zhuding International security.