Nan Ya (Taiwan) Market Value

8046 Stock  TWD 136.00  5.00  3.55%   
Nan Ya's market value is the price at which a share of Nan Ya trades on a public exchange. It measures the collective expectations of Nan Ya Printed investors about its performance. Nan Ya is selling for under 136.00 as of the 2nd of March 2025; that is 3.55% down since the beginning of the trading day. The stock's lowest day price was 136.0.
With this module, you can estimate the performance of a buy and hold strategy of Nan Ya Printed and determine expected loss or profit from investing in Nan Ya over a given investment horizon. Check out Nan Ya Correlation, Nan Ya Volatility and Nan Ya Alpha and Beta module to complement your research on Nan Ya.
Symbol

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

Nan Ya '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 Nan Ya'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 Nan Ya.
0.00
03/13/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/02/2025
0.00
If you would invest  0.00  in Nan Ya on March 13, 2023 and sell it all today you would earn a total of 0.00 from holding Nan Ya Printed or generate 0.0% return on investment in Nan Ya over 720 days. Nan Ya is related to or competes with Unimicron Technology, Kinsus Interconnect, Novatek Microelectronics, Delta Electronics, and Realtek Semiconductor. Nan Ya Printed Circuit Board Corporation manufactures and sells printed circuit boards and IC substrates in Taiwan More

Nan Ya 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 Nan Ya'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 Nan Ya Printed upside and downside potential and time the market with a certain degree of confidence.

Nan Ya Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Nan Ya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nan Ya's standard deviation. In reality, there are many statistical measures that can use Nan Ya historical prices to predict the future Nan Ya's volatility.
Hype
Prediction
LowEstimatedHigh
132.94136.00139.06
Details
Intrinsic
Valuation
LowRealHigh
106.46109.52149.60
Details
Naive
Forecast
LowNextHigh
137.21140.27143.34
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
122.42134.17145.91
Details

Nan Ya Printed Backtested Returns

Nan Ya appears to be very steady, given 3 months investment horizon. Nan Ya Printed has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Nan Ya, which you can use to evaluate the volatility of the firm. Please exercise Nan Ya's Risk Adjusted Performance of 0.0527, downside deviation of 2.82, and Mean Deviation of 2.37 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nan Ya holds a performance score of 9. The company secures a Beta (Market Risk) of -0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Nan Ya are expected to decrease at a much lower rate. During the bear market, Nan Ya is likely to outperform the market. Please check Nan Ya's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Nan Ya's current price movements will revert.

Auto-correlation

    
  0.69  

Good predictability

Nan Ya Printed has good predictability. Overlapping area represents the amount of predictability between Nan Ya time series from 13th of March 2023 to 7th of March 2024 and 7th of March 2024 to 2nd 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 Nan Ya Printed price movement. The serial correlation of 0.69 indicates that around 69.0% of current Nan Ya price fluctuation can be explain by its past prices.
Correlation Coefficient0.69
Spearman Rank Test0.71
Residual Average0.0
Price Variance984.91

Nan Ya Printed lagged returns against current returns

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

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

Nan Ya Lagged Returns

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

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Additional Tools for Nan Stock Analysis

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