Yusin Holding (Taiwan) Market Value
| 4557 Stock | TWD 118.00 1.50 1.26% |
| Symbol | Yusin |
Yusin Holding '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 Yusin Holding'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 Yusin Holding.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Yusin Holding on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Yusin Holding Corp or generate 0.0% return on investment in Yusin Holding over 90 days. Yusin Holding is related to or competes with TYC Brother, Laster Tech, Tsang Yow, Global PMX, and YCC Parts. Yusin Holding Corp. engages in the production, manufacture, and sale of auto brake part systems worldwide More
Yusin Holding 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 Yusin Holding'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 Yusin Holding Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.13 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 3.2 |
Yusin Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yusin Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yusin Holding's standard deviation. In reality, there are many statistical measures that can use Yusin Holding historical prices to predict the future Yusin Holding's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.0023 | |||
| Treynor Ratio | (0.48) |
Yusin Holding Corp Backtested Returns
Yusin Holding Corp shows Sharpe Ratio of -0.0392, which attests that the company had a -0.0392 % return per unit of risk over the last 3 months. Yusin Holding Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yusin Holding's Mean Deviation of 1.27, standard deviation of 1.74, and Market Risk Adjusted Performance of (0.47) to validate the risk estimate we provide. The firm maintains a market beta of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yusin Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yusin Holding is expected to be smaller as well. At this point, Yusin Holding Corp has a negative expected return of -0.066%. Please make sure to check out Yusin Holding's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Yusin Holding Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Yusin Holding Corp has insignificant predictability. Overlapping area represents the amount of predictability between Yusin Holding time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Yusin Holding Corp price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Yusin Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 24.2 |
Yusin Holding Corp lagged returns against current returns
Autocorrelation, which is Yusin Holding 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 Yusin Holding's stock expected returns. We can calculate the autocorrelation of Yusin Holding returns to help us make a trade decision. For example, suppose you find that Yusin Holding 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 |
Yusin Holding 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 Yusin Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yusin Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yusin Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Yusin Holding Lagged Returns
When evaluating Yusin Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yusin Holding stock have on its future price. Yusin Holding 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, Yusin Holding autocorrelation shows the relationship between Yusin Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Yusin Holding 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 Yusin Stock Analysis
When running Yusin Holding's price analysis, check to measure Yusin Holding'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 Yusin Holding is operating at the current time. Most of Yusin Holding's value examination focuses on studying past and present price action to predict the probability of Yusin Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yusin Holding's price. Additionally, you may evaluate how the addition of Yusin Holding to your portfolios can decrease your overall portfolio volatility.