Dawushan Farm (Taiwan) Market Value
| 6952 Stock | 48.00 0.80 1.64% |
| Symbol | Dawushan |
Dawushan Farm '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 Dawushan Farm'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 Dawushan Farm.
| 12/27/2022 |
| 12/16/2024 |
If you would invest 0.00 in Dawushan Farm on December 27, 2022 and sell it all today you would earn a total of 0.00 from holding Dawushan Farm Tech or generate 0.0% return on investment in Dawushan Farm over 720 days.
Dawushan Farm 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 Dawushan Farm'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 Dawushan Farm Tech upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.69 |
Dawushan Farm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dawushan Farm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dawushan Farm's standard deviation. In reality, there are many statistical measures that can use Dawushan Farm historical prices to predict the future Dawushan Farm's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.10) |
Dawushan Farm Tech Backtested Returns
Dawushan Farm Tech secures Sharpe Ratio (or Efficiency) of -0.0271, which denotes the company had a -0.0271% return per unit of risk over the last 3 months. Dawushan Farm Tech exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dawushan Farm's Variance of 2.46, mean deviation of 0.9242, and Standard Deviation of 1.57 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, Dawushan Farm's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dawushan Farm is expected to be smaller as well. At this point, Dawushan Farm Tech has a negative expected return of -0.0431%. Please make sure to confirm Dawushan Farm's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Dawushan Farm Tech performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Dawushan Farm Tech has poor predictability. Overlapping area represents the amount of predictability between Dawushan Farm time series from 27th of December 2022 to 22nd of December 2023 and 22nd of December 2023 to 16th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dawushan Farm Tech price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Dawushan Farm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 62.2 |
Dawushan Farm Tech lagged returns against current returns
Autocorrelation, which is Dawushan Farm 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 Dawushan Farm's stock expected returns. We can calculate the autocorrelation of Dawushan Farm returns to help us make a trade decision. For example, suppose you find that Dawushan Farm 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 |
Dawushan Farm 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 Dawushan Farm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dawushan Farm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dawushan Farm stock over time.
Current vs Lagged Prices |
| Timeline |
Dawushan Farm Lagged Returns
When evaluating Dawushan Farm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dawushan Farm stock have on its future price. Dawushan Farm 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, Dawushan Farm autocorrelation shows the relationship between Dawushan Farm stock current value and its past values and can show if there is a momentum factor associated with investing in Dawushan Farm Tech.
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 Dawushan Stock Analysis
When running Dawushan Farm's price analysis, check to measure Dawushan Farm'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 Dawushan Farm is operating at the current time. Most of Dawushan Farm's value examination focuses on studying past and present price action to predict the probability of Dawushan Farm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dawushan Farm's price. Additionally, you may evaluate how the addition of Dawushan Farm to your portfolios can decrease your overall portfolio volatility.