Faraday Technology (Taiwan) Market Value

3035 Stock  TWD 225.00  4.50  2.04%   
Faraday Technology's market value is the price at which a share of Faraday Technology trades on a public exchange. It measures the collective expectations of Faraday Technology Corp investors about its performance. Faraday Technology is selling for under 225.00 as of the 17th of March 2025; that is 2.04% increase since the beginning of the trading day. The stock's lowest day price was 219.0.
With this module, you can estimate the performance of a buy and hold strategy of Faraday Technology Corp and determine expected loss or profit from investing in Faraday Technology over a given investment horizon. Check out Faraday Technology Correlation, Faraday Technology Volatility and Faraday Technology Alpha and Beta module to complement your research on Faraday Technology.
Symbol

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

Faraday Technology '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 Faraday Technology'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 Faraday Technology.
0.00
12/17/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/17/2025
0.00
If you would invest  0.00  in Faraday Technology on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Faraday Technology Corp or generate 0.0% return on investment in Faraday Technology over 90 days. Faraday Technology is related to or competes with Global Unichip, Novatek Microelectronics, Realtek Semiconductor, Unimicron Technology, and Elan Microelectronics. Faraday Technology Corporation operates as a fabless ASICSoC and silicon intellectual property provider worldwide More

Faraday Technology 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 Faraday Technology'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 Faraday Technology Corp upside and downside potential and time the market with a certain degree of confidence.

Faraday Technology Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Faraday Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Faraday Technology's standard deviation. In reality, there are many statistical measures that can use Faraday Technology historical prices to predict the future Faraday Technology's volatility.
Hype
Prediction
LowEstimatedHigh
222.57225.00227.43
Details
Intrinsic
Valuation
LowRealHigh
202.50227.50229.93
Details
Naive
Forecast
LowNextHigh
214.72217.15219.59
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
217.44232.32247.20
Details

Faraday Technology Corp Backtested Returns

Faraday Technology Corp secures Sharpe Ratio (or Efficiency) of -0.0505, which denotes the company had a -0.0505 % return per unit of risk over the last 3 months. Faraday Technology Corp exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Faraday Technology's Mean Deviation of 1.83, downside deviation of 2.22, and Coefficient Of Variation of 4070.33 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, Faraday Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Faraday Technology is expected to be smaller as well. At this point, Faraday Technology Corp has a negative expected return of -0.12%. Please make sure to confirm Faraday Technology's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Faraday Technology Corp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.15  

Insignificant predictability

Faraday Technology Corp has insignificant predictability. Overlapping area represents the amount of predictability between Faraday Technology 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 Faraday Technology Corp price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Faraday Technology price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test0.25
Residual Average0.0
Price Variance61.81

Faraday Technology Corp lagged returns against current returns

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

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

Faraday Technology Lagged Returns

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

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Additional Tools for Faraday Stock Analysis

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