FDC International (Taiwan) Market Value

2748 Stock  TWD 60.20  0.20  0.33%   
FDC International's market value is the price at which a share of FDC International trades on a public exchange. It measures the collective expectations of FDC International Hotels investors about its performance. FDC International is selling for under 60.20 as of the 22nd of December 2024; that is 0.33% down since the beginning of the trading day. The stock's lowest day price was 59.9.
With this module, you can estimate the performance of a buy and hold strategy of FDC International Hotels and determine expected loss or profit from investing in FDC International over a given investment horizon. Check out FDC International Correlation, FDC International Volatility and FDC International Alpha and Beta module to complement your research on FDC International.
Symbol

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

FDC International '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 FDC International'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 FDC International.
0.00
10/23/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/22/2024
0.00
If you would invest  0.00  in FDC International on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding FDC International Hotels or generate 0.0% return on investment in FDC International over 60 days. FDC International is related to or competes with Merida Industry, Cheng Shin, Uni President, and Pou Chen. FDC International Hotels Corporation operates and manages international tourist hotels and restaurants in Taiwan More

FDC International 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 FDC International'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 FDC International Hotels upside and downside potential and time the market with a certain degree of confidence.

FDC International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FDC International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FDC International's standard deviation. In reality, there are many statistical measures that can use FDC International historical prices to predict the future FDC International's volatility.
Hype
Prediction
LowEstimatedHigh
58.8060.2061.60
Details
Intrinsic
Valuation
LowRealHigh
49.2750.6766.22
Details

FDC International Hotels Backtested Returns

At this stage we consider FDC Stock to be very steady. FDC International Hotels retains Efficiency (Sharpe Ratio) of 0.0346, which denotes the company had a 0.0346% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for FDC International, which you can use to evaluate the volatility of the firm. Please confirm FDC International's Market Risk Adjusted Performance of (0.25), downside deviation of 1.2, and Coefficient Of Variation of 2395.01 to check if the risk estimate we provide is consistent with the expected return of 0.0484%. FDC International has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FDC International are expected to decrease at a much lower rate. During the bear market, FDC International is likely to outperform the market. FDC International Hotels at this moment owns a risk of 1.4%. Please confirm FDC International Hotels mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if FDC International Hotels will be following its current price history.

Auto-correlation

    
  0.34  

Below average predictability

FDC International Hotels has below average predictability. Overlapping area represents the amount of predictability between FDC International time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FDC International Hotels price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current FDC International price fluctuation can be explain by its past prices.
Correlation Coefficient0.34
Spearman Rank Test-0.01
Residual Average0.0
Price Variance2.34

FDC International Hotels lagged returns against current returns

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

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

FDC International Lagged Returns

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

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Additional Tools for FDC Stock Analysis

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