Value Added (Korea) Market Value
| 043150 Stock | KRW 20,250 800.00 3.80% |
| Symbol | Value |
Value Added '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 Value Added'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 Value Added.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Value Added on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Value Added Technology or generate 0.0% return on investment in Value Added over 720 days. Value Added is related to or competes with DIO, Medy Tox, InBody CoLtd, and Soulbrain Holdings. Value Added Technology Co., Ltd. develops, manufactures, and sells dental medical X-ray devices in Korea More
Value Added 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 Value Added'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 Value Added Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0349 | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.89 |
Value Added Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Added's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Added's standard deviation. In reality, there are many statistical measures that can use Value Added historical prices to predict the future Value Added's volatility.| Risk Adjusted Performance | 0.0252 | |||
| Jensen Alpha | 0.0182 | |||
| Total Risk Alpha | 0.0834 | |||
| Sortino Ratio | 0.038 | |||
| Treynor Ratio | (0.05) |
Value Added Technology Backtested Returns
At this point, Value Added is very steady. Value Added Technology owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0268, which indicates the firm had a 0.0268 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Value Added Technology, which you can use to evaluate the volatility of the company. Please validate Value Added's Semi Deviation of 1.44, coefficient of variation of 3732.62, and Risk Adjusted Performance of 0.0252 to confirm if the risk estimate we provide is consistent with the expected return of 0.0431%. Value Added has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Value Added are expected to decrease at a much lower rate. During the bear market, Value Added is likely to outperform the market. Value Added Technology right now has a risk of 1.61%. Please validate Value Added semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Value Added will be following its existing price patterns.
Auto-correlation | 0.51 |
Modest predictability
Value Added Technology has modest predictability. Overlapping area represents the amount of predictability between Value Added time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Value Added Technology price movement. The serial correlation of 0.51 indicates that about 51.0% of current Value Added price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 15.4 M |
Value Added Technology lagged returns against current returns
Autocorrelation, which is Value Added 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 Value Added's stock expected returns. We can calculate the autocorrelation of Value Added returns to help us make a trade decision. For example, suppose you find that Value Added 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 |
Value Added 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 Value Added stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Added stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Added stock over time.
Current vs Lagged Prices |
| Timeline |
Value Added Lagged Returns
When evaluating Value Added's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Added stock have on its future price. Value Added 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, Value Added autocorrelation shows the relationship between Value Added stock current value and its past values and can show if there is a momentum factor associated with investing in Value Added Technology.
Regressed Prices |
| Timeline |
Other Information on Investing in Value Stock
Value Added financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Added security.