Puya Semiconductor (China) Market Value
| 688766 Stock | 119.54 8.61 7.76% |
| Symbol | Puya |
Puya Semiconductor '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 Puya Semiconductor'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 Puya Semiconductor.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Puya Semiconductor on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Puya Semiconductor Shanghai or generate 0.0% return on investment in Puya Semiconductor over 90 days. Puya Semiconductor is related to or competes with Guangzhou Jinyi, Shuhua Sports, Thinkingdom Media, Hunan Investment, Jiangsu Yueda, and Ciwen Media. Puya Semiconductor is entity of China. It is traded as Stock on SHG exchange. More
Puya Semiconductor 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 Puya Semiconductor'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 Puya Semiconductor Shanghai upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.97 | |||
| Information Ratio | 0.1054 | |||
| Maximum Drawdown | 27.66 | |||
| Value At Risk | (7.86) | |||
| Potential Upside | 8.42 |
Puya Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Puya Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Puya Semiconductor's standard deviation. In reality, there are many statistical measures that can use Puya Semiconductor historical prices to predict the future Puya Semiconductor's volatility.| Risk Adjusted Performance | 0.0865 | |||
| Jensen Alpha | 0.4233 | |||
| Total Risk Alpha | 0.9532 | |||
| Sortino Ratio | 0.1059 | |||
| Treynor Ratio | (3.18) |
Puya Semiconductor Backtested Returns
At this point, Puya Semiconductor is very steady. Puya Semiconductor maintains Sharpe Ratio (i.e., Efficiency) of 0.0108, which implies the firm had a 0.0108 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Puya Semiconductor, which you can use to evaluate the volatility of the company. Please check Puya Semiconductor's Risk Adjusted Performance of 0.0865, semi deviation of 4.52, and Coefficient Of Variation of 1121.45 to confirm if the risk estimate we provide is consistent with the expected return of 0.0474%. The company holds a Beta of -0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Puya Semiconductor are expected to decrease at a much lower rate. During the bear market, Puya Semiconductor is likely to outperform the market. Puya Semiconductor right now holds a risk of 4.39%. Please check Puya Semiconductor total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Puya Semiconductor will be following its historical price patterns.
Auto-correlation | 0.03 |
Virtually no predictability
Puya Semiconductor Shanghai has virtually no predictability. Overlapping area represents the amount of predictability between Puya Semiconductor time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Puya Semiconductor price movement. The serial correlation of 0.03 indicates that only 3.0% of current Puya Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 36.13 |
Puya Semiconductor lagged returns against current returns
Autocorrelation, which is Puya Semiconductor 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 Puya Semiconductor's stock expected returns. We can calculate the autocorrelation of Puya Semiconductor returns to help us make a trade decision. For example, suppose you find that Puya Semiconductor 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 |
Puya Semiconductor 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 Puya Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Puya Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Puya Semiconductor stock over time.
Current vs Lagged Prices |
| Timeline |
Puya Semiconductor Lagged Returns
When evaluating Puya Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Puya Semiconductor stock have on its future price. Puya Semiconductor 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, Puya Semiconductor autocorrelation shows the relationship between Puya Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in Puya Semiconductor Shanghai.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Puya Stock
Puya Semiconductor financial ratios help investors to determine whether Puya Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Puya with respect to the benefits of owning Puya Semiconductor security.