Yageo Corp (Taiwan) Market Value
| 2327 Stock | TWD 523.00 2.00 0.38% |
| Symbol | Yageo |
Yageo Corp '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 Yageo Corp'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 Yageo Corp.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Yageo Corp on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Yageo Corp or generate 0.0% return on investment in Yageo Corp over 90 days. Yageo Corp is related to or competes with TECO Electric, Te Chang, Onyx Healthcare, Kindom Construction, Louisa Professional, and Shieh Yih. Yageo Corporation manufactures and sells passive components worldwide More
Yageo Corp 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 Yageo Corp'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 Yageo Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0656 | |||
| Maximum Drawdown | 11.15 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 2.89 |
Yageo Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yageo Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yageo Corp's standard deviation. In reality, there are many statistical measures that can use Yageo Corp historical prices to predict the future Yageo Corp's volatility.| Risk Adjusted Performance | 0.0176 | |||
| Jensen Alpha | 0.0522 | |||
| Total Risk Alpha | 0.2567 | |||
| Sortino Ratio | 0.0668 | |||
| Treynor Ratio | 0.0515 |
Yageo Corp Backtested Returns
At this stage we consider Yageo Stock to be very steady. Yageo Corp shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Yageo Corp, which you can use to evaluate the volatility of the company. Please check out Yageo Corp's Mean Deviation of 1.41, market risk adjusted performance of 0.0615, and Downside Deviation of 1.88 to validate if the risk estimate we provide is consistent with the expected return of 0.0051%. The firm maintains a market beta of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yageo Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yageo Corp is expected to be smaller as well. Yageo Corp right now maintains a risk of 1.96%. Please check out Yageo Corp market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Yageo Corp will be following its historical returns.
Auto-correlation | 0.63 |
Good predictability
Yageo Corp has good predictability. Overlapping area represents the amount of predictability between Yageo Corp 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 Yageo Corp price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Yageo Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 622.47 |
Yageo Corp lagged returns against current returns
Autocorrelation, which is Yageo Corp 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 Yageo Corp's stock expected returns. We can calculate the autocorrelation of Yageo Corp returns to help us make a trade decision. For example, suppose you find that Yageo Corp 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 |
Yageo Corp 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 Yageo Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yageo Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yageo Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Yageo Corp Lagged Returns
When evaluating Yageo Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yageo Corp stock have on its future price. Yageo Corp 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, Yageo Corp autocorrelation shows the relationship between Yageo Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Yageo Corp.
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 Yageo Stock Analysis
When running Yageo Corp's price analysis, check to measure Yageo Corp'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 Yageo Corp is operating at the current time. Most of Yageo Corp's value examination focuses on studying past and present price action to predict the probability of Yageo Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yageo Corp's price. Additionally, you may evaluate how the addition of Yageo Corp to your portfolios can decrease your overall portfolio volatility.