Lan Fa (Taiwan) Market Value
| 1459 Stock | TWD 12.55 0.05 0.40% |
| Symbol | Lan |
Lan Fa '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 Lan Fa'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 Lan Fa.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Lan Fa on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Lan Fa Textile or generate 0.0% return on investment in Lan Fa over 90 days. Lan Fa is related to or competes with Lealea Enterprise, Li Peng, De Licacy, Chyang Sheng, and Carnival Industrial. It offers semigloss yarns, non-gloss yarns, and gloss yarns and superfine fibers for use in buckskin textile fabrics More
Lan Fa 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 Lan Fa'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 Lan Fa Textile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | 0.1826 | |||
| Maximum Drawdown | 16.89 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 9.13 |
Lan Fa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lan Fa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lan Fa's standard deviation. In reality, there are many statistical measures that can use Lan Fa historical prices to predict the future Lan Fa's volatility.| Risk Adjusted Performance | 0.122 | |||
| Jensen Alpha | 0.4245 | |||
| Total Risk Alpha | 0.8577 | |||
| Sortino Ratio | 0.2922 | |||
| Treynor Ratio | 1.15 |
Lan Fa Textile Backtested Returns
Lan Fa appears to be not too volatile, given 3 months investment horizon. Lan Fa Textile has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. By analyzing Lan Fa's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please exercise Lan Fa's Risk Adjusted Performance of 0.122, mean deviation of 1.64, and Downside Deviation of 1.78 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lan Fa holds a performance score of 12. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lan Fa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lan Fa is expected to be smaller as well. Please check Lan Fa's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Lan Fa's current price movements will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Lan Fa Textile has modest reverse predictability. Overlapping area represents the amount of predictability between Lan Fa 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 Lan Fa Textile price movement. The serial correlation of -0.5 indicates that about 50.0% of current Lan Fa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 2.42 |
Lan Fa Textile lagged returns against current returns
Autocorrelation, which is Lan Fa 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 Lan Fa's stock expected returns. We can calculate the autocorrelation of Lan Fa returns to help us make a trade decision. For example, suppose you find that Lan Fa 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 |
Lan Fa 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 Lan Fa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lan Fa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lan Fa stock over time.
Current vs Lagged Prices |
| Timeline |
Lan Fa Lagged Returns
When evaluating Lan Fa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lan Fa stock have on its future price. Lan Fa 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, Lan Fa autocorrelation shows the relationship between Lan Fa stock current value and its past values and can show if there is a momentum factor associated with investing in Lan Fa Textile.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Lan Stock Analysis
When running Lan Fa's price analysis, check to measure Lan Fa'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 Lan Fa is operating at the current time. Most of Lan Fa's value examination focuses on studying past and present price action to predict the probability of Lan Fa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lan Fa's price. Additionally, you may evaluate how the addition of Lan Fa to your portfolios can decrease your overall portfolio volatility.