Zoomlion Stock Market Value
| ZLIOY Stock | USD 8.86 0.36 4.24% |
| Symbol | ZoomLion |
ZoomLion '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 ZoomLion'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 ZoomLion.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in ZoomLion on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding ZoomLion or generate 0.0% return on investment in ZoomLion over 90 days. ZoomLion is related to or competes with Zoomlion Heavy, Deere, Anhui Conch, PICC Property, China National, and China Minsh. Zoomlion Heavy Industry Science and Technology Co., Ltd., together with its subsidiaries, engages in the research, devel... More
ZoomLion 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 ZoomLion'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 ZoomLion upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0651 | |||
| Maximum Drawdown | 14.03 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 4.31 |
ZoomLion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ZoomLion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ZoomLion's standard deviation. In reality, there are many statistical measures that can use ZoomLion historical prices to predict the future ZoomLion's volatility.| Risk Adjusted Performance | 0.1356 | |||
| Jensen Alpha | 0.3555 | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (3.01) |
ZoomLion Backtested Returns
ZoomLion appears to be somewhat reliable, given 3 months investment horizon. ZoomLion shows Sharpe Ratio of 0.17, which attests that the company had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for ZoomLion, which you can use to evaluate the volatility of the company. Please utilize ZoomLion's Standard Deviation of 2.06, market risk adjusted performance of (3.00), and Mean Deviation of 1.03 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ZoomLion holds a performance score of 13. The firm maintains a market beta of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ZoomLion are expected to decrease at a much lower rate. During the bear market, ZoomLion is likely to outperform the market. Please check ZoomLion's total risk alpha and rate of daily change , to make a quick decision on whether ZoomLion's historical returns will revert.
Auto-correlation | 0.31 |
Below average predictability
ZoomLion has below average predictability. Overlapping area represents the amount of predictability between ZoomLion time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 ZoomLion price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current ZoomLion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
ZoomLion lagged returns against current returns
Autocorrelation, which is ZoomLion 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 ZoomLion's pink sheet expected returns. We can calculate the autocorrelation of ZoomLion returns to help us make a trade decision. For example, suppose you find that ZoomLion 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 |
ZoomLion 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 ZoomLion pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ZoomLion pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ZoomLion pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ZoomLion Lagged Returns
When evaluating ZoomLion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ZoomLion pink sheet have on its future price. ZoomLion 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, ZoomLion autocorrelation shows the relationship between ZoomLion pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ZoomLion.
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.Additional Tools for ZoomLion Pink Sheet Analysis
When running ZoomLion's price analysis, check to measure ZoomLion'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 ZoomLion is operating at the current time. Most of ZoomLion's value examination focuses on studying past and present price action to predict the probability of ZoomLion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ZoomLion's price. Additionally, you may evaluate how the addition of ZoomLion to your portfolios can decrease your overall portfolio volatility.