Haier Smart (Germany) Market Value
| 690D Stock | EUR 1.84 0.02 1.10% |
| Symbol | Haier |
Haier Smart '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 Haier Smart'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 Haier Smart.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Haier Smart on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Haier Smart Home or generate 0.0% return on investment in Haier Smart over 90 days. Haier Smart is related to or competes with Haier Smart, Derwent London, Identiv, INTUITIVE SURGICAL, Volkswagen, and Reliance Steel. Haier Smart Home Co., Ltd. manufactures and distributes home appliances in Mainland China, the United States, Australia,... More
Haier Smart 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 Haier Smart'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 Haier Smart Home upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0397 | |||
| Maximum Drawdown | 8.48 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.47 |
Haier Smart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haier Smart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haier Smart's standard deviation. In reality, there are many statistical measures that can use Haier Smart historical prices to predict the future Haier Smart's volatility.| Risk Adjusted Performance | 0.1212 | |||
| Jensen Alpha | 0.1969 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0516 | |||
| Treynor Ratio | (43.62) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Haier Smart'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.
Haier Smart Home Backtested Returns
Haier Smart appears to be unstable, given 3 months investment horizon. Haier Smart Home holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Haier Smart Home, which you can use to evaluate the volatility of the firm. Please utilize Haier Smart's Market Risk Adjusted Performance of (43.61), risk adjusted performance of 0.1212, and Downside Deviation of 1.27 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Haier Smart holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.0045, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Haier Smart are expected to decrease at a much lower rate. During the bear market, Haier Smart is likely to outperform the market. Please check Haier Smart's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Haier Smart's current trending patterns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
Haier Smart Home has modest reverse predictability. Overlapping area represents the amount of predictability between Haier Smart 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 Haier Smart Home price movement. The serial correlation of -0.49 indicates that about 49.0% of current Haier Smart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Haier Smart Home lagged returns against current returns
Autocorrelation, which is Haier Smart 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 Haier Smart's stock expected returns. We can calculate the autocorrelation of Haier Smart returns to help us make a trade decision. For example, suppose you find that Haier Smart 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 |
Haier Smart 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 Haier Smart stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haier Smart stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haier Smart stock over time.
Current vs Lagged Prices |
| Timeline |
Haier Smart Lagged Returns
When evaluating Haier Smart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haier Smart stock have on its future price. Haier Smart 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, Haier Smart autocorrelation shows the relationship between Haier Smart stock current value and its past values and can show if there is a momentum factor associated with investing in Haier Smart Home.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Haier Stock
Haier Smart financial ratios help investors to determine whether Haier 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 Haier with respect to the benefits of owning Haier Smart security.