Zhefu Holding (China) Market Value
| 002266 Stock | 4.02 0.03 0.75% |
| Symbol | Zhefu |
Zhefu Holding '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 Zhefu Holding'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 Zhefu Holding.
| 08/26/2025 |
| 11/24/2025 |
If you would invest 0.00 in Zhefu Holding on August 26, 2025 and sell it all today you would earn a total of 0.00 from holding Zhefu Holding Group or generate 0.0% return on investment in Zhefu Holding over 90 days. Zhefu Holding is related to or competes with Tibet Huayu, Uroica Mining, Nanjing OLO, Zoy Home, Shanghai Shuixing, Xiamen Goldenhome, and Ningbo Homelink. More
Zhefu Holding 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 Zhefu Holding'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 Zhefu Holding Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.046 | |||
| Maximum Drawdown | 15.57 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 9.98 |
Zhefu Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zhefu Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zhefu Holding's standard deviation. In reality, there are many statistical measures that can use Zhefu Holding historical prices to predict the future Zhefu Holding's volatility.| Risk Adjusted Performance | 0.0443 | |||
| Jensen Alpha | 0.1767 | |||
| Total Risk Alpha | 0.0749 | |||
| Sortino Ratio | 0.0568 | |||
| Treynor Ratio | (0.38) |
Zhefu Holding Group Backtested Returns
At this point, Zhefu Holding is relatively risky. Zhefu Holding Group shows Sharpe Ratio of 0.055, which attests that the company had a 0.055 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Zhefu Holding Group, which you can use to evaluate the volatility of the company. Please check out Zhefu Holding's Market Risk Adjusted Performance of (0.37), downside deviation of 2.63, and Mean Deviation of 2.21 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Zhefu Holding has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of -0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Zhefu Holding are expected to decrease at a much lower rate. During the bear market, Zhefu Holding is likely to outperform the market. Zhefu Holding Group right now maintains a risk of 3.24%. Please check out Zhefu Holding Group mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Zhefu Holding Group will be following its historical returns.
Auto-correlation | -0.29 |
Weak reverse predictability
Zhefu Holding Group has weak reverse predictability. Overlapping area represents the amount of predictability between Zhefu Holding time series from 26th of August 2025 to 10th of October 2025 and 10th of October 2025 to 24th of November 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 Zhefu Holding Group price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Zhefu Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Zhefu Holding Group lagged returns against current returns
Autocorrelation, which is Zhefu Holding 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 Zhefu Holding's stock expected returns. We can calculate the autocorrelation of Zhefu Holding returns to help us make a trade decision. For example, suppose you find that Zhefu Holding 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 |
Zhefu Holding 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 Zhefu Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zhefu Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zhefu Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Zhefu Holding Lagged Returns
When evaluating Zhefu Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zhefu Holding stock have on its future price. Zhefu Holding 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, Zhefu Holding autocorrelation shows the relationship between Zhefu Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Zhefu Holding Group.
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 Zhefu Stock
Zhefu Holding financial ratios help investors to determine whether Zhefu 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 Zhefu with respect to the benefits of owning Zhefu Holding security.