IEI Integration (Taiwan) Market Value
| 3022 Stock | TWD 98.70 0.70 0.70% |
| Symbol | IEI |
IEI Integration '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 IEI Integration'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 IEI Integration.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in IEI Integration on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding IEI Integration Corp or generate 0.0% return on investment in IEI Integration over 90 days. IEI Integration is related to or competes with Advantech, Getac Technology, Flytech Technology, ADLINK Technology, and Asia Vital. IEI Integration Corp. provides industrial computer products worldwide More
IEI Integration 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 IEI Integration'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 IEI Integration Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.168 | |||
| Maximum Drawdown | 14.57 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 8.0 |
IEI Integration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IEI Integration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IEI Integration's standard deviation. In reality, there are many statistical measures that can use IEI Integration historical prices to predict the future IEI Integration's volatility.| Risk Adjusted Performance | 0.1228 | |||
| Jensen Alpha | 0.3213 | |||
| Total Risk Alpha | 0.7239 | |||
| Sortino Ratio | 0.2557 | |||
| Treynor Ratio | (0.86) |
IEI Integration Corp Backtested Returns
IEI Integration appears to be very steady, given 3 months investment horizon. IEI Integration Corp holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for IEI Integration Corp, which you can use to evaluate the volatility of the firm. Please utilize IEI Integration's Semi Deviation of 1.4, market risk adjusted performance of (0.85), and Risk Adjusted Performance of 0.1228 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IEI Integration holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of -0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning IEI Integration are expected to decrease at a much lower rate. During the bear market, IEI Integration is likely to outperform the market. Please check IEI Integration's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether IEI Integration's current trending patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
IEI Integration Corp has weak reverse predictability. Overlapping area represents the amount of predictability between IEI Integration time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 IEI Integration Corp price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current IEI Integration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 165.01 |
IEI Integration Corp lagged returns against current returns
Autocorrelation, which is IEI Integration 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 IEI Integration's stock expected returns. We can calculate the autocorrelation of IEI Integration returns to help us make a trade decision. For example, suppose you find that IEI Integration 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 |
IEI Integration 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 IEI Integration stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IEI Integration stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IEI Integration stock over time.
Current vs Lagged Prices |
| Timeline |
IEI Integration Lagged Returns
When evaluating IEI Integration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IEI Integration stock have on its future price. IEI Integration 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, IEI Integration autocorrelation shows the relationship between IEI Integration stock current value and its past values and can show if there is a momentum factor associated with investing in IEI Integration 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 IEI Stock Analysis
When running IEI Integration's price analysis, check to measure IEI Integration'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 IEI Integration is operating at the current time. Most of IEI Integration's value examination focuses on studying past and present price action to predict the probability of IEI Integration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IEI Integration's price. Additionally, you may evaluate how the addition of IEI Integration to your portfolios can decrease your overall portfolio volatility.