AVerMedia Technologies (Taiwan) Market Value

2417 Stock  TWD 51.00  1.80  3.41%   
AVerMedia Technologies' market value is the price at which a share of AVerMedia Technologies trades on a public exchange. It measures the collective expectations of AVerMedia Technologies investors about its performance. AVerMedia Technologies is selling for under 51.00 as of the 2nd of March 2025; that is 3.41 percent decrease since the beginning of the trading day. The stock's lowest day price was 50.5.
With this module, you can estimate the performance of a buy and hold strategy of AVerMedia Technologies and determine expected loss or profit from investing in AVerMedia Technologies over a given investment horizon. Check out AVerMedia Technologies Correlation, AVerMedia Technologies Volatility and AVerMedia Technologies Alpha and Beta module to complement your research on AVerMedia Technologies.
Symbol

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

AVerMedia Technologies '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 AVerMedia Technologies' 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 AVerMedia Technologies.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in AVerMedia Technologies on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding AVerMedia Technologies or generate 0.0% return on investment in AVerMedia Technologies over 30 days. AVerMedia Technologies is related to or competes with Clevo, Zinwell, Gigastorage Corp, Shuttle, and Ability Enterprise. AVerMedia Technologies, Inc. designs, manufactures, and markets multimedia, Internet TV, and consumer electronic product... More

AVerMedia Technologies 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 AVerMedia Technologies' 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 AVerMedia Technologies upside and downside potential and time the market with a certain degree of confidence.

AVerMedia Technologies Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for AVerMedia Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVerMedia Technologies' standard deviation. In reality, there are many statistical measures that can use AVerMedia Technologies historical prices to predict the future AVerMedia Technologies' volatility.
Hype
Prediction
LowEstimatedHigh
47.7651.0054.24
Details
Intrinsic
Valuation
LowRealHigh
38.2441.4856.10
Details
Naive
Forecast
LowNextHigh
44.7948.0351.27
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
48.3051.1053.89
Details

AVerMedia Technologies Backtested Returns

AVerMedia Technologies appears to be very steady, given 3 months investment horizon. AVerMedia Technologies secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for AVerMedia Technologies, which you can use to evaluate the volatility of the firm. Please makes use of AVerMedia Technologies' risk adjusted performance of 0.1195, and Mean Deviation of 2.19 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AVerMedia Technologies holds a performance score of 10. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AVerMedia Technologies are expected to decrease at a much lower rate. During the bear market, AVerMedia Technologies is likely to outperform the market. Please check AVerMedia Technologies' 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 AVerMedia Technologies' price patterns will revert.

Auto-correlation

    
  0.57  

Modest predictability

AVerMedia Technologies has modest predictability. Overlapping area represents the amount of predictability between AVerMedia Technologies time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 AVerMedia Technologies price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current AVerMedia Technologies price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test-0.33
Residual Average0.0
Price Variance0.48

AVerMedia Technologies lagged returns against current returns

Autocorrelation, which is AVerMedia Technologies 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 AVerMedia Technologies' stock expected returns. We can calculate the autocorrelation of AVerMedia Technologies returns to help us make a trade decision. For example, suppose you find that AVerMedia Technologies 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  

AVerMedia Technologies 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 AVerMedia Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVerMedia Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVerMedia Technologies stock over time.
   Current vs Lagged Prices   
       Timeline  

AVerMedia Technologies Lagged Returns

When evaluating AVerMedia Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVerMedia Technologies stock have on its future price. AVerMedia Technologies 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, AVerMedia Technologies autocorrelation shows the relationship between AVerMedia Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in AVerMedia Technologies.
   Regressed Prices   
       Timeline  

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Additional Tools for AVerMedia Stock Analysis

When running AVerMedia Technologies' price analysis, check to measure AVerMedia Technologies' 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 AVerMedia Technologies is operating at the current time. Most of AVerMedia Technologies' value examination focuses on studying past and present price action to predict the probability of AVerMedia Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AVerMedia Technologies' price. Additionally, you may evaluate how the addition of AVerMedia Technologies to your portfolios can decrease your overall portfolio volatility.