Foxsemicon Integrated's market value is the price at which a share of Foxsemicon Integrated trades on a public exchange. It measures the collective expectations of Foxsemicon Integrated Technology investors about its performance. Foxsemicon Integrated is selling for under 303.00 as of the 18th of January 2025; that is 0.16 percent decrease since the beginning of the trading day. The stock's lowest day price was 302.5. With this module, you can estimate the performance of a buy and hold strategy of Foxsemicon Integrated Technology and determine expected loss or profit from investing in Foxsemicon Integrated over a given investment horizon. Check out Foxsemicon Integrated Correlation, Foxsemicon Integrated Volatility and Foxsemicon Integrated Alpha and Beta module to complement your research on Foxsemicon Integrated.
Please note, there is a significant difference between Foxsemicon Integrated's value and its price as these two are different measures arrived at by different means. Investors typically determine if Foxsemicon Integrated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Foxsemicon Integrated'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.
Foxsemicon Integrated '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 Foxsemicon Integrated'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 Foxsemicon Integrated.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Foxsemicon Integrated on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Foxsemicon Integrated Technology or generate 0.0% return on investment in Foxsemicon Integrated over 30 days. Foxsemicon Integrated is related to or competes with Marketech International, Global Unichip, RichWave Technology, United Integrated, and Zhen Ding. Foxsemicon Integrated Technology Inc. provides design and contract manufacturing services for semiconductor and TFT-LCD ... More
Foxsemicon Integrated 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 Foxsemicon Integrated'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 Foxsemicon Integrated Technology upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foxsemicon Integrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foxsemicon Integrated's standard deviation. In reality, there are many statistical measures that can use Foxsemicon Integrated historical prices to predict the future Foxsemicon Integrated's volatility.
Foxsemicon Integrated secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12% return per unit of risk over the last 3 months. Foxsemicon Integrated Technology exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Foxsemicon Integrated's Mean Deviation of 1.41, standard deviation of 1.83, and Variance of 3.36 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Foxsemicon Integrated are expected to decrease at a much lower rate. During the bear market, Foxsemicon Integrated is likely to outperform the market. At this point, Foxsemicon Integrated has a negative expected return of -0.22%. Please make sure to confirm Foxsemicon Integrated's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Foxsemicon Integrated performance from the past will be repeated at some point in the near future.
Auto-correlation
0.53
Modest predictability
Foxsemicon Integrated Technology has modest predictability. Overlapping area represents the amount of predictability between Foxsemicon Integrated time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Foxsemicon Integrated price movement. The serial correlation of 0.53 indicates that about 53.0% of current Foxsemicon Integrated price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
0.3
Residual Average
0.0
Price Variance
49.06
Foxsemicon Integrated lagged returns against current returns
Autocorrelation, which is Foxsemicon Integrated 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 Foxsemicon Integrated's stock expected returns. We can calculate the autocorrelation of Foxsemicon Integrated returns to help us make a trade decision. For example, suppose you find that Foxsemicon Integrated 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
Foxsemicon Integrated 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 Foxsemicon Integrated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foxsemicon Integrated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foxsemicon Integrated stock over time.
Current vs Lagged Prices
Timeline
Foxsemicon Integrated Lagged Returns
When evaluating Foxsemicon Integrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foxsemicon Integrated stock have on its future price. Foxsemicon Integrated 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, Foxsemicon Integrated autocorrelation shows the relationship between Foxsemicon Integrated stock current value and its past values and can show if there is a momentum factor associated with investing in Foxsemicon Integrated Technology.
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.
When running Foxsemicon Integrated's price analysis, check to measure Foxsemicon Integrated'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 Foxsemicon Integrated is operating at the current time. Most of Foxsemicon Integrated's value examination focuses on studying past and present price action to predict the probability of Foxsemicon Integrated's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Foxsemicon Integrated's price. Additionally, you may evaluate how the addition of Foxsemicon Integrated to your portfolios can decrease your overall portfolio volatility.