Fuh Hwa's market value is the price at which a share of Fuh Hwa trades on a public exchange. It measures the collective expectations of Fuh Hwa Taiwan investors about its performance. Fuh Hwa is selling for under 18.21 as of the 15th of March 2025; that is 0.33 percent decrease since the beginning of the trading day. The etf's last reported lowest price was 18.18. With this module, you can estimate the performance of a buy and hold strategy of Fuh Hwa Taiwan and determine expected loss or profit from investing in Fuh Hwa over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
Fuh
Fuh Hwa '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 Fuh Hwa's etf 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 Fuh Hwa.
0.00
12/15/2024
No Change 0.00
0.0
In 3 months and 1 day
03/15/2025
0.00
If you would invest 0.00 in Fuh Hwa on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Fuh Hwa Taiwan or generate 0.0% return on investment in Fuh Hwa over 90 days.
Fuh Hwa 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 Fuh Hwa's etf 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 Fuh Hwa Taiwan upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuh Hwa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuh Hwa's standard deviation. In reality, there are many statistical measures that can use Fuh Hwa historical prices to predict the future Fuh Hwa's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fuh Hwa. Your research has to be compared to or analyzed against Fuh Hwa's peers to derive any actionable benefits. When done correctly, Fuh Hwa'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 Fuh Hwa Taiwan.
Fuh Hwa Taiwan Backtested Returns
Currently, Fuh Hwa Taiwan is very steady. Fuh Hwa Taiwan secures Sharpe Ratio (or Efficiency) of 0.089, which denotes the etf had a 0.089 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fuh Hwa Taiwan, which you can use to evaluate the volatility of the entity. Please confirm Fuh Hwa's Coefficient Of Variation of 1367.42, mean deviation of 0.5341, and Downside Deviation of 0.7765 to check if the risk estimate we provide is consistent with the expected return of 0.0601%. The etf shows a Beta (market volatility) of -0.0225, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fuh Hwa are expected to decrease at a much lower rate. During the bear market, Fuh Hwa is likely to outperform the market.
Auto-correlation
0.40
Average predictability
Fuh Hwa Taiwan has average predictability. Overlapping area represents the amount of predictability between Fuh Hwa time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Fuh Hwa Taiwan price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Fuh Hwa price fluctuation can be explain by its past prices.
Correlation Coefficient
0.4
Spearman Rank Test
0.02
Residual Average
0.0
Price Variance
0.07
Fuh Hwa Taiwan lagged returns against current returns
Autocorrelation, which is Fuh Hwa etf'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 Fuh Hwa's etf expected returns. We can calculate the autocorrelation of Fuh Hwa returns to help us make a trade decision. For example, suppose you find that Fuh Hwa has exhibited high autocorrelation historically, and you observe that the etf 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
Fuh Hwa 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 Fuh Hwa etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fuh Hwa etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fuh Hwa etf over time.
Current vs Lagged Prices
Timeline
Fuh Hwa Lagged Returns
When evaluating Fuh Hwa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fuh Hwa etf have on its future price. Fuh Hwa 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, Fuh Hwa autocorrelation shows the relationship between Fuh Hwa etf current value and its past values and can show if there is a momentum factor associated with investing in Fuh Hwa Taiwan.
Regressed Prices
Timeline
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