Jeju Semiconductor (Korea) Market Value

080220 Stock  KRW 15,660  1,020  6.12%   
Jeju Semiconductor's market value is the price at which a share of Jeju Semiconductor trades on a public exchange. It measures the collective expectations of Jeju Semiconductor Corp investors about its performance. Jeju Semiconductor is trading at 15660.00 as of the 1st of March 2025, a 6.12% down since the beginning of the trading day. The stock's open price was 16680.0.
With this module, you can estimate the performance of a buy and hold strategy of Jeju Semiconductor Corp and determine expected loss or profit from investing in Jeju Semiconductor over a given investment horizon. Check out Jeju Semiconductor Correlation, Jeju Semiconductor Volatility and Jeju Semiconductor Alpha and Beta module to complement your research on Jeju Semiconductor.
Symbol

Please note, there is a significant difference between Jeju Semiconductor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jeju Semiconductor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jeju Semiconductor'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.

Jeju Semiconductor '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 Jeju Semiconductor'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 Jeju Semiconductor.
0.00
03/12/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/01/2025
0.00
If you would invest  0.00  in Jeju Semiconductor on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Jeju Semiconductor Corp or generate 0.0% return on investment in Jeju Semiconductor over 720 days. Jeju Semiconductor is related to or competes with Duksan Hi, Haitai Confectionery, KTB Investment, SV Investment, NH Investment, Nh Investment, and E Investment. Jeju Semiconductor Corp. provides memory semiconductor solutions worldwide More

Jeju Semiconductor 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 Jeju Semiconductor'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 Jeju Semiconductor Corp upside and downside potential and time the market with a certain degree of confidence.

Jeju Semiconductor Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jeju Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jeju Semiconductor's standard deviation. In reality, there are many statistical measures that can use Jeju Semiconductor historical prices to predict the future Jeju Semiconductor's volatility.
Hype
Prediction
LowEstimatedHigh
15,65415,66015,666
Details
Intrinsic
Valuation
LowRealHigh
14,45214,45817,226
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jeju Semiconductor. Your research has to be compared to or analyzed against Jeju Semiconductor's peers to derive any actionable benefits. When done correctly, Jeju Semiconductor'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 Jeju Semiconductor Corp.

Jeju Semiconductor Corp Backtested Returns

Jeju Semiconductor is very steady given 3 months investment horizon. Jeju Semiconductor Corp holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.18% are justified by taking the suggested risk. Use Jeju Semiconductor Corp Risk Adjusted Performance of 0.1588, downside deviation of 3.68, and Market Risk Adjusted Performance of (11.55) to evaluate company specific risk that cannot be diversified away. Jeju Semiconductor holds a performance score of 16 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jeju Semiconductor are expected to decrease at a much lower rate. During the bear market, Jeju Semiconductor is likely to outperform the market. Use Jeju Semiconductor Corp downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to analyze future returns on Jeju Semiconductor Corp.

Auto-correlation

    
  -0.24  

Weak reverse predictability

Jeju Semiconductor Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Jeju Semiconductor 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 Jeju Semiconductor Corp price movement. The serial correlation of -0.24 indicates that over 24.0% of current Jeju Semiconductor price fluctuation can be explain by its past prices.
Correlation Coefficient-0.24
Spearman Rank Test-0.53
Residual Average0.0
Price Variance31.5 M

Jeju Semiconductor Corp lagged returns against current returns

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

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

Jeju Semiconductor Lagged Returns

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

Pair Trading with Jeju Semiconductor

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Jeju Semiconductor position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Jeju Semiconductor will appreciate offsetting losses from the drop in the long position's value.

Moving together with Jeju Stock

  0.74040910 ICD CoPairCorr

Moving against Jeju Stock

  0.36058400 Korea New NetworkPairCorr
The ability to find closely correlated positions to Jeju Semiconductor could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Jeju Semiconductor when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Jeju Semiconductor - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Jeju Semiconductor Corp to buy it.
The correlation of Jeju Semiconductor is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Jeju Semiconductor moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Jeju Semiconductor Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Jeju Semiconductor can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Other Information on Investing in Jeju Stock

Jeju Semiconductor financial ratios help investors to determine whether Jeju 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 Jeju with respect to the benefits of owning Jeju Semiconductor security.