Guangzhou Dongfang (China) Market Value

000524 Stock   10.41  0.17  1.61%   
Guangzhou Dongfang's market value is the price at which a share of Guangzhou Dongfang trades on a public exchange. It measures the collective expectations of Guangzhou Dongfang Hotel investors about its performance. Guangzhou Dongfang is trading at 10.41 as of the 5th of December 2024, a 1.61 percent decrease since the beginning of the trading day. The stock's open price was 10.58.
With this module, you can estimate the performance of a buy and hold strategy of Guangzhou Dongfang Hotel and determine expected loss or profit from investing in Guangzhou Dongfang over a given investment horizon. Check out Guangzhou Dongfang Correlation, Guangzhou Dongfang Volatility and Guangzhou Dongfang Alpha and Beta module to complement your research on Guangzhou Dongfang.
Symbol

Please note, there is a significant difference between Guangzhou Dongfang's value and its price as these two are different measures arrived at by different means. Investors typically determine if Guangzhou Dongfang is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Guangzhou Dongfang's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Guangzhou Dongfang '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 Guangzhou Dongfang'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 Guangzhou Dongfang.
0.00
12/16/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/05/2024
0.00
If you would invest  0.00  in Guangzhou Dongfang on December 16, 2022 and sell it all today you would earn a total of 0.00 from holding Guangzhou Dongfang Hotel or generate 0.0% return on investment in Guangzhou Dongfang over 720 days. Guangzhou Dongfang is related to or competes with Biwin Storage, PetroChina, Industrial, China Construction, China Petroleum, Agricultural Bank, and Bank of China. Guangzhou Dongfang is entity of China. It is traded as Stock on SHE exchange. More

Guangzhou Dongfang 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 Guangzhou Dongfang'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 Guangzhou Dongfang Hotel upside and downside potential and time the market with a certain degree of confidence.

Guangzhou Dongfang Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Guangzhou Dongfang's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guangzhou Dongfang's standard deviation. In reality, there are many statistical measures that can use Guangzhou Dongfang historical prices to predict the future Guangzhou Dongfang's volatility.
Hype
Prediction
LowEstimatedHigh
7.8010.4113.02
Details
Intrinsic
Valuation
LowRealHigh
7.319.9112.52
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.060.060.06
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Guangzhou Dongfang. Your research has to be compared to or analyzed against Guangzhou Dongfang's peers to derive any actionable benefits. When done correctly, Guangzhou Dongfang's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Guangzhou Dongfang Hotel.

Guangzhou Dongfang Hotel Backtested Returns

Guangzhou Dongfang appears to be somewhat reliable, given 3 months investment horizon. Guangzhou Dongfang Hotel holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Guangzhou Dongfang Hotel, which you can use to evaluate the volatility of the firm. Please utilize Guangzhou Dongfang's market risk adjusted performance of 0.7029, and Risk Adjusted Performance of 0.121 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guangzhou Dongfang holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guangzhou Dongfang's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guangzhou Dongfang is expected to be smaller as well. Please check Guangzhou Dongfang's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Guangzhou Dongfang's current trending patterns will revert.

Auto-correlation

    
  -0.51  

Good reverse predictability

Guangzhou Dongfang Hotel has good reverse predictability. Overlapping area represents the amount of predictability between Guangzhou Dongfang time series from 16th of December 2022 to 11th of December 2023 and 11th of December 2023 to 5th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guangzhou Dongfang Hotel price movement. The serial correlation of -0.51 indicates that about 51.0% of current Guangzhou Dongfang price fluctuation can be explain by its past prices.
Correlation Coefficient-0.51
Spearman Rank Test-0.33
Residual Average0.0
Price Variance0.74

Guangzhou Dongfang Hotel lagged returns against current returns

Autocorrelation, which is Guangzhou Dongfang 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 Guangzhou Dongfang's stock expected returns. We can calculate the autocorrelation of Guangzhou Dongfang returns to help us make a trade decision. For example, suppose you find that Guangzhou Dongfang 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  

Guangzhou Dongfang 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 Guangzhou Dongfang stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guangzhou Dongfang stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guangzhou Dongfang stock over time.
   Current vs Lagged Prices   
       Timeline  

Guangzhou Dongfang Lagged Returns

When evaluating Guangzhou Dongfang's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guangzhou Dongfang stock have on its future price. Guangzhou Dongfang 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, Guangzhou Dongfang autocorrelation shows the relationship between Guangzhou Dongfang stock current value and its past values and can show if there is a momentum factor associated with investing in Guangzhou Dongfang Hotel.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Guangzhou Stock

Guangzhou Dongfang financial ratios help investors to determine whether Guangzhou 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 Guangzhou with respect to the benefits of owning Guangzhou Dongfang security.