MediaTek (Taiwan) Market Value

2454 Stock  TWD 1,400  10.00  0.72%   
MediaTek's market value is the price at which a share of MediaTek trades on a public exchange. It measures the collective expectations of MediaTek investors about its performance. MediaTek is selling for under 1400.00 as of the 16th of March 2025; that is 0.72 percent increase since the beginning of the trading day. The stock's lowest day price was 1390.0.
With this module, you can estimate the performance of a buy and hold strategy of MediaTek and determine expected loss or profit from investing in MediaTek over a given investment horizon. Check out MediaTek Correlation, MediaTek Volatility and MediaTek Alpha and Beta module to complement your research on MediaTek.
Symbol

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

MediaTek '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 MediaTek'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 MediaTek.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in MediaTek on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding MediaTek or generate 0.0% return on investment in MediaTek over 90 days. MediaTek is related to or competes with Hon Hai, United Microelectronics, LARGAN Precision, Delta Electronics, and Realtek Semiconductor. MediaTek Inc. researches, develops, produces, and markets integrated circuits worldwide More

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

MediaTek Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for MediaTek's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MediaTek's standard deviation. In reality, there are many statistical measures that can use MediaTek historical prices to predict the future MediaTek's volatility.
Hype
Prediction
LowEstimatedHigh
1,3981,4001,402
Details
Intrinsic
Valuation
LowRealHigh
1,2601,6841,686
Details

MediaTek Backtested Returns

At this stage we consider MediaTek Stock to be very steady. MediaTek has Sharpe Ratio of 0.0193, which conveys that the firm had a 0.0193 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for MediaTek, which you can use to evaluate the volatility of the firm. Please verify MediaTek's Mean Deviation of 1.53, downside deviation of 2.22, and Risk Adjusted Performance of 0.0587 to check out if the risk estimate we provide is consistent with the expected return of 0.0391%. MediaTek has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MediaTek's returns are expected to increase less than the market. However, during the bear market, the loss of holding MediaTek is expected to be smaller as well. MediaTek right now secures a risk of 2.03%. Please verify MediaTek mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if MediaTek will be following its current price movements.

Auto-correlation

    
  -0.4  

Poor reverse predictability

MediaTek has poor reverse predictability. Overlapping area represents the amount of predictability between MediaTek time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 MediaTek price movement. The serial correlation of -0.4 indicates that just about 40.0% of current MediaTek price fluctuation can be explain by its past prices.
Correlation Coefficient-0.4
Spearman Rank Test-0.38
Residual Average0.0
Price Variance2235.81

MediaTek lagged returns against current returns

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

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

MediaTek Lagged Returns

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

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Additional Tools for MediaTek Stock Analysis

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