Taihe Technologies (China) Market Value
| 300801 Stock | 22.97 0.08 0.35% |
| Symbol | Taihe |
Taihe Technologies '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 Taihe Technologies' 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 Taihe Technologies.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Taihe Technologies on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Taihe Technologies or generate 0.0% return on investment in Taihe Technologies over 90 days. Taihe Technologies is related to or competes with Shaanxi Meineng, Ningxia Younglight, Citic Guoan, Hainan Airlines, Shenzhen Noposion, Bohai Leasing, and Xizi Clean. More
Taihe Technologies 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 Taihe Technologies' 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 Taihe Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.3 | |||
| Information Ratio | 0.1116 | |||
| Maximum Drawdown | 34.5 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 4.83 |
Taihe Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taihe Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taihe Technologies' standard deviation. In reality, there are many statistical measures that can use Taihe Technologies historical prices to predict the future Taihe Technologies' volatility.| Risk Adjusted Performance | 0.1375 | |||
| Jensen Alpha | 0.7341 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1367 | |||
| Treynor Ratio | (6.02) |
Taihe Technologies Backtested Returns
Taihe Technologies appears to be somewhat reliable, given 3 months investment horizon. Taihe Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. By inspecting Taihe Technologies' technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please review Taihe Technologies' Coefficient Of Variation of 722.59, risk adjusted performance of 0.1375, and Semi Deviation of 3.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taihe Technologies holds a performance score of 10. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Taihe Technologies are expected to decrease at a much lower rate. During the bear market, Taihe Technologies is likely to outperform the market. Please check Taihe Technologies' downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Taihe Technologies' existing price patterns will revert.
Auto-correlation | 0.60 |
Good predictability
Taihe Technologies has good predictability. Overlapping area represents the amount of predictability between Taihe Technologies time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Taihe Technologies price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Taihe Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 18.88 |
Taihe Technologies lagged returns against current returns
Autocorrelation, which is Taihe Technologies 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 Taihe Technologies' stock expected returns. We can calculate the autocorrelation of Taihe Technologies returns to help us make a trade decision. For example, suppose you find that Taihe Technologies 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 |
Taihe Technologies 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 Taihe Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taihe Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taihe Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Taihe Technologies Lagged Returns
When evaluating Taihe Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taihe Technologies stock have on its future price. Taihe Technologies 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, Taihe Technologies autocorrelation shows the relationship between Taihe Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Taihe Technologies.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Taihe Stock
Taihe Technologies financial ratios help investors to determine whether Taihe 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 Taihe with respect to the benefits of owning Taihe Technologies security.