Yuan Jen (Taiwan) Market Value
| 1725 Stock | TWD 37.75 0.40 1.05% |
| Symbol | Yuan |
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.
| 02/01/2025 |
| 03/03/2025 |
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.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 12.57 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 3.85 |
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.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.95) |
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 Average | 0.0 | |
| Price Variance | 0.21 |
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 |
Also Currently Popular
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 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.