Shanghai Fosun Pharmaceutical Stock Market Value
| SFOSF Stock | USD 1.96 0.00 0.00% |
| Symbol | Shanghai |
Shanghai Fosun '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 Shanghai Fosun'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 Shanghai Fosun.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Shanghai Fosun on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Shanghai Fosun Pharmaceutical or generate 0.0% return on investment in Shanghai Fosun over 90 days. Shanghai Fosun is related to or competes with SNDL, Teva Pharma, Sino Biopharmaceutica, Shionogi, SINOPHARM GROUP, Ono Pharmaceutical, and Shionogi. Shanghai Fosun Pharmaceutical Co., Ltd. develops, manufactures, and sells pharmaceutical products in Mainland China and ... More
Shanghai Fosun 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 Shanghai Fosun'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 Shanghai Fosun Pharmaceutical upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.97) | |||
| Maximum Drawdown | 1.53 |
Shanghai Fosun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shanghai Fosun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shanghai Fosun's standard deviation. In reality, there are many statistical measures that can use Shanghai Fosun historical prices to predict the future Shanghai Fosun's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.3646 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shanghai Fosun'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.
Shanghai Fosun Pharm Backtested Returns
At this point, Shanghai Fosun is very steady. Shanghai Fosun Pharm owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0576, which indicates the firm had a 0.0576 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Shanghai Fosun Pharmaceutical, which you can use to evaluate the volatility of the company. Please validate Shanghai Fosun's insignificant Risk Adjusted Performance, coefficient of variation of 1805.64, and Variance of 0.0201 to confirm if the risk estimate we provide is consistent with the expected return of 0.0085%. Shanghai Fosun has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.0059, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shanghai Fosun are expected to decrease at a much lower rate. During the bear market, Shanghai Fosun is likely to outperform the market. Shanghai Fosun Pharm right now has a risk of 0.15%. Please validate Shanghai Fosun mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to decide if Shanghai Fosun will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Shanghai Fosun Pharmaceutical has no correlation between past and present. Overlapping area represents the amount of predictability between Shanghai Fosun time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Shanghai Fosun Pharm price movement. The serial correlation of 0.0 indicates that just 0.0% of current Shanghai Fosun price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Shanghai Fosun Pharm lagged returns against current returns
Autocorrelation, which is Shanghai Fosun 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 Shanghai Fosun's pink sheet expected returns. We can calculate the autocorrelation of Shanghai Fosun returns to help us make a trade decision. For example, suppose you find that Shanghai Fosun 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 |
Shanghai Fosun 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 Shanghai Fosun pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shanghai Fosun pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shanghai Fosun pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shanghai Fosun Lagged Returns
When evaluating Shanghai Fosun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shanghai Fosun pink sheet have on its future price. Shanghai Fosun 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, Shanghai Fosun autocorrelation shows the relationship between Shanghai Fosun pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shanghai Fosun Pharmaceutical.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Shanghai Pink Sheet
Shanghai Fosun financial ratios help investors to determine whether Shanghai 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 Shanghai with respect to the benefits of owning Shanghai Fosun security.