Yieh Phui (Taiwan) Market Value
| 2023 Stock | TWD 17.20 0.35 2.08% |
| Symbol | Yieh |
Yieh Phui '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 Yieh Phui'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 Yieh Phui.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Yieh Phui on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Yieh Phui Enterprise or generate 0.0% return on investment in Yieh Phui over 90 days. Yieh Phui is related to or competes with Chung Hung, Tung Ho, Sheng Yu, China Steel, and Yulon. Yieh Phui Enterprise Co., Ltd., together with its subsidiaries, processes, manufactures, markets, imports and exports, a... More
Yieh Phui 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 Yieh Phui'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 Yieh Phui Enterprise upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | 0.1682 | |||
| Maximum Drawdown | 10.42 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 3.24 |
Yieh Phui Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yieh Phui's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yieh Phui's standard deviation. In reality, there are many statistical measures that can use Yieh Phui historical prices to predict the future Yieh Phui's volatility.| Risk Adjusted Performance | 0.1026 | |||
| Jensen Alpha | 0.2442 | |||
| Total Risk Alpha | 0.4084 | |||
| Sortino Ratio | 0.1861 | |||
| Treynor Ratio | 0.361 |
Yieh Phui Enterprise Backtested Returns
Yieh Phui appears to be very steady, given 3 months investment horizon. Yieh Phui Enterprise shows Sharpe Ratio of 0.13, which attests that the company had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Yieh Phui Enterprise, which you can use to evaluate the volatility of the company. Please utilize Yieh Phui's Market Risk Adjusted Performance of 0.371, mean deviation of 1.19, and Downside Deviation of 1.59 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yieh Phui holds a performance score of 10. The firm maintains a market beta of 0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yieh Phui's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yieh Phui is expected to be smaller as well. Please check Yieh Phui's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Yieh Phui's historical returns will revert.
Auto-correlation | 0.59 |
Modest predictability
Yieh Phui Enterprise has modest predictability. Overlapping area represents the amount of predictability between Yieh Phui time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Yieh Phui Enterprise price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Yieh Phui price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Yieh Phui Enterprise lagged returns against current returns
Autocorrelation, which is Yieh Phui 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 Yieh Phui's stock expected returns. We can calculate the autocorrelation of Yieh Phui returns to help us make a trade decision. For example, suppose you find that Yieh Phui 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 |
Yieh Phui 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 Yieh Phui stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yieh Phui stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yieh Phui stock over time.
Current vs Lagged Prices |
| Timeline |
Yieh Phui Lagged Returns
When evaluating Yieh Phui's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yieh Phui stock have on its future price. Yieh Phui 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, Yieh Phui autocorrelation shows the relationship between Yieh Phui stock current value and its past values and can show if there is a momentum factor associated with investing in Yieh Phui Enterprise.
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 Yieh Stock Analysis
When running Yieh Phui's price analysis, check to measure Yieh Phui'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 Yieh Phui is operating at the current time. Most of Yieh Phui's value examination focuses on studying past and present price action to predict the probability of Yieh Phui's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yieh Phui's price. Additionally, you may evaluate how the addition of Yieh Phui to your portfolios can decrease your overall portfolio volatility.