Yuan Jen (Taiwan) Market Value

1725 Stock  TWD 37.75  0.40  1.05%   
Yuan Jen's market value is the price at which a share of Yuan Jen trades on a public exchange. It measures the collective expectations of Yuan Jen Enterprises investors about its performance. Yuan Jen is selling for under 37.75 as of the 3rd of March 2025; that is 1.05 percent decrease since the beginning of the trading day. The stock's lowest day price was 37.5.
With this module, you can estimate the performance of a buy and hold strategy of Yuan Jen Enterprises and determine expected loss or profit from investing in Yuan Jen over a given investment horizon. Check out Yuan Jen Correlation, Yuan Jen Volatility and Yuan Jen Alpha and Beta module to complement your research on Yuan Jen.
Symbol

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

Yuan Jen '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 Yuan Jen'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 Yuan Jen.
0.00
02/01/2025
No Change 0.00  0.0 
In 31 days
03/03/2025
0.00
If you would invest  0.00  in Yuan Jen on February 1, 2025 and sell it all today you would earn a total of 0.00 from holding Yuan Jen Enterprises or generate 0.0% return on investment in Yuan Jen over 30 days. Yuan Jen is related to or competes with China Man, Sinon Corp, Formosan Union, Maywufa, and Eternal Materials. ,Ltd. operates as a petrochemical trading company in Taiwan, China, and internationally More

Yuan Jen 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 Yuan Jen'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 Yuan Jen Enterprises upside and downside potential and time the market with a certain degree of confidence.

Yuan Jen Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Yuan Jen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yuan Jen's standard deviation. In reality, there are many statistical measures that can use Yuan Jen historical prices to predict the future Yuan Jen's volatility.
Hype
Prediction
LowEstimatedHigh
35.4138.1540.89
Details
Intrinsic
Valuation
LowRealHigh
31.8934.6341.97
Details
Naive
Forecast
LowNextHigh
33.9836.7139.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
28.8034.7640.72
Details

Yuan Jen Enterprises Backtested Returns

Yuan Jen Enterprises shows Sharpe Ratio of -0.0283, which attests that the company had a -0.0283 % return per unit of risk over the last 3 months. Yuan Jen Enterprises exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yuan Jen's Mean Deviation of 1.67, market risk adjusted performance of (0.94), and Standard Deviation of 2.57 to validate the risk estimate we provide. The firm maintains a market beta of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yuan Jen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yuan Jen is expected to be smaller as well. At this point, Yuan Jen Enterprises has a negative expected return of -0.0775%. Please make sure to check out Yuan Jen's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Yuan Jen Enterprises performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.22  

Weak reverse predictability

Yuan Jen Enterprises has weak reverse predictability. Overlapping area represents the amount of predictability between Yuan Jen time series from 1st of February 2025 to 16th of February 2025 and 16th of February 2025 to 3rd 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 Yuan Jen Enterprises price movement. The serial correlation of -0.22 indicates that over 22.0% of current Yuan Jen price fluctuation can be explain by its past prices.
Correlation Coefficient-0.22
Spearman Rank Test-0.56
Residual Average0.0
Price Variance0.21

Yuan Jen Enterprises lagged returns against current returns

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

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

Yuan Jen Lagged Returns

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

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Additional Tools for Yuan Stock Analysis

When running Yuan Jen's price analysis, check to measure Yuan Jen'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 Yuan Jen is operating at the current time. Most of Yuan Jen's value examination focuses on studying past and present price action to predict the probability of Yuan Jen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yuan Jen's price. Additionally, you may evaluate how the addition of Yuan Jen to your portfolios can decrease your overall portfolio volatility.