Yieh Phui (Taiwan) Market Value

2023 Stock  TWD 17.20  0.35  2.08%   
Yieh Phui's market value is the price at which a share of Yieh Phui trades on a public exchange. It measures the collective expectations of Yieh Phui Enterprise investors about its performance. Yieh Phui is selling for under 17.20 as of the 17th of March 2025; that is 2.08 percent increase since the beginning of the trading day. The stock's lowest day price was 16.9.
With this module, you can estimate the performance of a buy and hold strategy of Yieh Phui Enterprise and determine expected loss or profit from investing in Yieh Phui over a given investment horizon. Check out Yieh Phui Correlation, Yieh Phui Volatility and Yieh Phui Alpha and Beta module to complement your research on Yieh Phui.
Symbol

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

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.
0.00
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
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.

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.
Hype
Prediction
LowEstimatedHigh
15.3317.2019.07
Details
Intrinsic
Valuation
LowRealHigh
15.4819.5321.40
Details
Naive
Forecast
LowNextHigh
15.2417.1118.98
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.6816.9917.29
Details

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 Coefficient0.59
Spearman Rank Test0.57
Residual Average0.0
Price Variance0.33

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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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.