Sesoda Corp (Taiwan) Market Value
| 1708 Stock | TWD 42.00 1.45 3.58% |
| Symbol | Sesoda |
Sesoda Corp '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 Sesoda Corp'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 Sesoda Corp.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Sesoda Corp on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Sesoda Corp or generate 0.0% return on investment in Sesoda Corp over 30 days. Sesoda Corp is related to or competes with Taiwan Fertilizer, Sinon Corp, Eternal Materials, Oriental Union, and Everlight Chemical. Sesoda Corporation manufactures and markets sulfate of potash in Taiwan More
Sesoda Corp 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 Sesoda Corp'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 Sesoda Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.44 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 1.52 |
Sesoda Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sesoda Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sesoda Corp's standard deviation. In reality, there are many statistical measures that can use Sesoda Corp historical prices to predict the future Sesoda Corp's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.0219 | |||
| Treynor Ratio | (0.54) |
Sesoda Corp Backtested Returns
Sesoda Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0149, which indicates the firm had a -0.0149 % return per unit of risk over the last 3 months. Sesoda Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sesoda Corp's Risk Adjusted Performance of (0.04), coefficient of variation of (1,697), and Variance of 2.1 to confirm the risk estimate we provide. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sesoda Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sesoda Corp is expected to be smaller as well. At this point, Sesoda Corp has a negative expected return of -0.0212%. Please make sure to validate Sesoda Corp's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Sesoda Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Sesoda Corp has below average predictability. Overlapping area represents the amount of predictability between Sesoda Corp time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Sesoda Corp price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Sesoda Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
Sesoda Corp lagged returns against current returns
Autocorrelation, which is Sesoda Corp 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 Sesoda Corp's stock expected returns. We can calculate the autocorrelation of Sesoda Corp returns to help us make a trade decision. For example, suppose you find that Sesoda Corp 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 |
Sesoda Corp 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 Sesoda Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sesoda Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sesoda Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Sesoda Corp Lagged Returns
When evaluating Sesoda Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sesoda Corp stock have on its future price. Sesoda Corp 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, Sesoda Corp autocorrelation shows the relationship between Sesoda Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Sesoda Corp.
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 Sesoda Stock Analysis
When running Sesoda Corp's price analysis, check to measure Sesoda Corp'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 Sesoda Corp is operating at the current time. Most of Sesoda Corp's value examination focuses on studying past and present price action to predict the probability of Sesoda Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sesoda Corp's price. Additionally, you may evaluate how the addition of Sesoda Corp to your portfolios can decrease your overall portfolio volatility.