Fanhua Inc Stock Market Value
| AIFU Stock | 1.20 0.01 0.83% |
| Symbol | Fanhua |
Is Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Fanhua. If investors know Fanhua will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Fanhua listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Fanhua Inc is measured differently than its book value, which is the value of Fanhua that is recorded on the company's balance sheet. Investors also form their own opinion of Fanhua's value that differs from its market value or its book value, called intrinsic value, which is Fanhua's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Fanhua's market value can be influenced by many factors that don't directly affect Fanhua's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Fanhua's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fanhua is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fanhua'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.
Fanhua '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 Fanhua'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 Fanhua.
| 09/19/2024 |
| 12/18/2024 |
If you would invest 0.00 in Fanhua on September 19, 2024 and sell it all today you would earn a total of 0.00 from holding Fanhua Inc or generate 0.0% return on investment in Fanhua over 90 days. Fanhua is related to or competes with EHealth, Erie Indemnity, Arthur J, Aon PLC, Brown Brown, Marsh McLennan, and Willis Towers. Fanhua is entity of United States. It is traded as Stock on NASDAQ exchange. More
Fanhua 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 Fanhua'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 Fanhua Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.05 | |||
| Information Ratio | 0.0092 | |||
| Maximum Drawdown | 28.53 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.08 |
Fanhua Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fanhua's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fanhua's standard deviation. In reality, there are many statistical measures that can use Fanhua historical prices to predict the future Fanhua's volatility.| Risk Adjusted Performance | 0.0237 | |||
| Jensen Alpha | 0.1077 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | 0.0109 | |||
| Treynor Ratio | 1.28 |
Fanhua Inc Backtested Returns
Fanhua appears to be extremely dangerous, given 3 months investment horizon. Fanhua Inc secures Sharpe Ratio (or Efficiency) of 0.0373, which denotes the company had a 0.0373% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Fanhua Inc, which you can use to evaluate the volatility of the firm. Please utilize Fanhua's Coefficient Of Variation of 4867.05, mean deviation of 4.61, and Downside Deviation of 5.05 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fanhua holds a performance score of 2. The firm shows a Beta (market volatility) of 0.088, which means not very significant fluctuations relative to the market. As returns on the market increase, Fanhua's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fanhua is expected to be smaller as well. Please check Fanhua's accumulation distribution, period momentum indicator, as well as the relationship between the downside variance and sortino ratio , to make a quick decision on whether Fanhua's price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
Fanhua Inc has poor predictability. Overlapping area represents the amount of predictability between Fanhua time series from 19th of September 2024 to 3rd of November 2024 and 3rd of November 2024 to 18th 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 Fanhua Inc price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Fanhua price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fanhua Inc lagged returns against current returns
Autocorrelation, which is Fanhua 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 Fanhua's stock expected returns. We can calculate the autocorrelation of Fanhua returns to help us make a trade decision. For example, suppose you find that Fanhua 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 |
Fanhua 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 Fanhua stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fanhua stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fanhua stock over time.
Current vs Lagged Prices |
| Timeline |
Fanhua Lagged Returns
When evaluating Fanhua's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fanhua stock have on its future price. Fanhua 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, Fanhua autocorrelation shows the relationship between Fanhua stock current value and its past values and can show if there is a momentum factor associated with investing in Fanhua Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Fanhua Stock Analysis
When running Fanhua's price analysis, check to measure Fanhua's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Fanhua is operating at the current time. Most of Fanhua's value examination focuses on studying past and present price action to predict the probability of Fanhua's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fanhua's price. Additionally, you may evaluate how the addition of Fanhua to your portfolios can decrease your overall portfolio volatility.