Adimmune Corp (Taiwan) Market Value
| 4142 Stock | TWD 21.95 0.50 2.23% |
| Symbol | Adimmune |
Adimmune Corp '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 Adimmune Corp'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 Adimmune Corp.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Adimmune Corp on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Adimmune Corp or generate 0.0% return on investment in Adimmune Corp over 90 days. Adimmune Corp is related to or competes with Medigen Vaccine, SCI Pharmtech, Chunghwa Chemical, ScinoPharm Taiwan, and Abnova Taiwan. Adimmune Corporation manufactures and sells human vaccines in Taiwan More
Adimmune Corp 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 Adimmune Corp'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 Adimmune Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.1006 | |||
| Maximum Drawdown | 17.07 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 9.83 |
Adimmune Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adimmune Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adimmune Corp's standard deviation. In reality, there are many statistical measures that can use Adimmune Corp historical prices to predict the future Adimmune Corp's volatility.| Risk Adjusted Performance | 0.0675 | |||
| Jensen Alpha | 0.2843 | |||
| Total Risk Alpha | 0.6031 | |||
| Sortino Ratio | 0.1458 | |||
| Treynor Ratio | 0.2983 |
Adimmune Corp Backtested Returns
Adimmune Corp appears to be not too volatile, given 3 months investment horizon. Adimmune Corp secures Sharpe Ratio (or Efficiency) of 0.0692, which signifies that the company had a 0.0692 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Adimmune Corp, which you can use to evaluate the volatility of the firm. Please makes use of Adimmune Corp's Risk Adjusted Performance of 0.0675, mean deviation of 2.17, and Downside Deviation of 2.18 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Adimmune Corp holds a performance score of 5. The firm shows a Beta (market volatility) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Adimmune Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Adimmune Corp is expected to be smaller as well. Please check Adimmune Corp'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 Adimmune Corp's price patterns will revert.
Auto-correlation | -0.62 |
Very good reverse predictability
Adimmune Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Adimmune Corp 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 Adimmune Corp price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Adimmune Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Adimmune Corp lagged returns against current returns
Autocorrelation, which is Adimmune Corp 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 Adimmune Corp's stock expected returns. We can calculate the autocorrelation of Adimmune Corp returns to help us make a trade decision. For example, suppose you find that Adimmune Corp 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 |
Adimmune Corp 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 Adimmune Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adimmune Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adimmune Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Adimmune Corp Lagged Returns
When evaluating Adimmune Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adimmune Corp stock have on its future price. Adimmune Corp 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, Adimmune Corp autocorrelation shows the relationship between Adimmune Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Adimmune Corp.
Regressed Prices |
| Timeline |
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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 Adimmune Stock Analysis
When running Adimmune Corp's price analysis, check to measure Adimmune Corp'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 Adimmune Corp is operating at the current time. Most of Adimmune Corp's value examination focuses on studying past and present price action to predict the probability of Adimmune Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adimmune Corp's price. Additionally, you may evaluate how the addition of Adimmune Corp to your portfolios can decrease your overall portfolio volatility.