Maywufa (Taiwan) Market Value
| 1731 Stock | TWD 24.00 0.10 0.42% |
| Symbol | Maywufa |
Maywufa '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 Maywufa'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 Maywufa.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Maywufa on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Maywufa Co or generate 0.0% return on investment in Maywufa over 30 days. Maywufa is related to or competes with Standard Chemical, Sinphar Pharmaceutical, Apex Biotechnology, and Grape King. Maywufa Company Ltd. manufactures and sells hair and skin care products under the Maywufa brand name in Taiwan More
Maywufa 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 Maywufa'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 Maywufa Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5649 | |||
| Information Ratio | 0.2607 | |||
| Maximum Drawdown | 2.6 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.05 |
Maywufa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maywufa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maywufa's standard deviation. In reality, there are many statistical measures that can use Maywufa historical prices to predict the future Maywufa's volatility.| Risk Adjusted Performance | 0.0778 | |||
| Jensen Alpha | 0.0389 | |||
| Total Risk Alpha | 0.1038 | |||
| Sortino Ratio | 0.236 | |||
| Treynor Ratio | (0.64) |
Maywufa Backtested Returns
At this stage we consider Maywufa Stock to be very steady. Maywufa has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Maywufa, which you can use to evaluate the volatility of the firm. Please verify Maywufa's Mean Deviation of 0.3818, downside deviation of 0.5649, and Risk Adjusted Performance of 0.0778 to check out if the risk estimate we provide is consistent with the expected return of 0.0551%. Maywufa has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.07, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Maywufa are expected to decrease at a much lower rate. During the bear market, Maywufa is likely to outperform the market. Maywufa right now secures a risk of 0.51%. Please verify Maywufa Co treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Maywufa Co will be following its current price movements.
Auto-correlation | 0.86 |
Very good predictability
Maywufa Co has very good predictability. Overlapping area represents the amount of predictability between Maywufa time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Maywufa price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Maywufa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Maywufa lagged returns against current returns
Autocorrelation, which is Maywufa 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 Maywufa's stock expected returns. We can calculate the autocorrelation of Maywufa returns to help us make a trade decision. For example, suppose you find that Maywufa 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 |
Maywufa 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 Maywufa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maywufa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maywufa stock over time.
Current vs Lagged Prices |
| Timeline |
Maywufa Lagged Returns
When evaluating Maywufa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maywufa stock have on its future price. Maywufa 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, Maywufa autocorrelation shows the relationship between Maywufa stock current value and its past values and can show if there is a momentum factor associated with investing in Maywufa Co.
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 Maywufa Stock Analysis
When running Maywufa's price analysis, check to measure Maywufa'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 Maywufa is operating at the current time. Most of Maywufa's value examination focuses on studying past and present price action to predict the probability of Maywufa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maywufa's price. Additionally, you may evaluate how the addition of Maywufa to your portfolios can decrease your overall portfolio volatility.