Chien Kuo (Taiwan) Market Value

5515 Stock  TWD 27.60  0.05  0.18%   
Chien Kuo's market value is the price at which a share of Chien Kuo trades on a public exchange. It measures the collective expectations of Chien Kuo Construction investors about its performance. Chien Kuo is selling for under 27.60 as of the 5th of March 2025; that is 0.18 percent decrease since the beginning of the trading day. The stock's lowest day price was 27.35.
With this module, you can estimate the performance of a buy and hold strategy of Chien Kuo Construction and determine expected loss or profit from investing in Chien Kuo over a given investment horizon. Check out Chien Kuo Correlation, Chien Kuo Volatility and Chien Kuo Alpha and Beta module to complement your research on Chien Kuo.
Symbol

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

Chien Kuo '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 Chien Kuo'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 Chien Kuo.
0.00
02/03/2025
No Change 0.00  0.0 
In 30 days
03/05/2025
0.00
If you would invest  0.00  in Chien Kuo on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Chien Kuo Construction or generate 0.0% return on investment in Chien Kuo over 30 days. Chien Kuo is related to or competes with BES Engineering, Continental Holdings, Kee Tai, Hung Sheng, and Kung Sing. Chien Kuo Construction Co., Ltd. engages in the construction business in Taiwan and China More

Chien Kuo 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 Chien Kuo'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 Chien Kuo Construction upside and downside potential and time the market with a certain degree of confidence.

Chien Kuo Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Chien Kuo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chien Kuo's standard deviation. In reality, there are many statistical measures that can use Chien Kuo historical prices to predict the future Chien Kuo's volatility.
Hype
Prediction
LowEstimatedHigh
26.3227.6028.88
Details
Intrinsic
Valuation
LowRealHigh
26.1127.3928.67
Details
Naive
Forecast
LowNextHigh
27.1228.4029.68
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
25.7527.2928.83
Details

Chien Kuo Construction Backtested Returns

At this stage we consider Chien Stock to be very steady. Chien Kuo Construction secures Sharpe Ratio (or Efficiency) of 0.0244, which signifies that the company had a 0.0244 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Chien Kuo Construction, which you can use to evaluate the volatility of the firm. Please confirm Chien Kuo's Mean Deviation of 0.9818, risk adjusted performance of 0.033, and Downside Deviation of 1.24 to double-check if the risk estimate we provide is consistent with the expected return of 0.0312%. Chien Kuo has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chien Kuo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chien Kuo is expected to be smaller as well. Chien Kuo Construction right now shows a risk of 1.28%. Please confirm Chien Kuo Construction downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Chien Kuo Construction will be following its price patterns.

Auto-correlation

    
  0.08  

Virtually no predictability

Chien Kuo Construction has virtually no predictability. Overlapping area represents the amount of predictability between Chien Kuo time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Chien Kuo Construction price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Chien Kuo price fluctuation can be explain by its past prices.
Correlation Coefficient0.08
Spearman Rank Test-0.43
Residual Average0.0
Price Variance0.07

Chien Kuo Construction lagged returns against current returns

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

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

Chien Kuo Lagged Returns

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

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Additional Tools for Chien Stock Analysis

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