IKKA Holdings (Taiwan) Market Value
| 2250 Stock | 75.10 0.30 0.40% |
| Symbol | IKKA |
IKKA Holdings '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 IKKA Holdings' 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 IKKA Holdings.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in IKKA Holdings on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding IKKA Holdings Limited or generate 0.0% return on investment in IKKA Holdings over 360 days.
IKKA Holdings 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 IKKA Holdings' 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 IKKA Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.8 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 2.82 |
IKKA Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IKKA Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IKKA Holdings' standard deviation. In reality, there are many statistical measures that can use IKKA Holdings historical prices to predict the future IKKA Holdings' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.32) |
IKKA Holdings Limited Backtested Returns
IKKA Holdings Limited holds Efficiency (Sharpe) Ratio of -0.1, which attests that the entity had a -0.1 % return per unit of risk over the last 3 months. IKKA Holdings Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IKKA Holdings' Risk Adjusted Performance of (0.06), coefficient of variation of (1,037), and Market Risk Adjusted Performance of (0.31) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IKKA Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding IKKA Holdings is expected to be smaller as well. At this point, IKKA Holdings Limited has a negative expected return of -0.18%. Please make sure to check out IKKA Holdings' standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if IKKA Holdings Limited performance from the past will be repeated in the future.
Auto-correlation | 0.66 |
Good predictability
IKKA Holdings Limited has good predictability. Overlapping area represents the amount of predictability between IKKA Holdings time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IKKA Holdings Limited price movement. The serial correlation of 0.66 indicates that around 66.0% of current IKKA Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 77.19 |
IKKA Holdings Limited lagged returns against current returns
Autocorrelation, which is IKKA Holdings 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 IKKA Holdings' stock expected returns. We can calculate the autocorrelation of IKKA Holdings returns to help us make a trade decision. For example, suppose you find that IKKA Holdings 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 |
IKKA Holdings 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 IKKA Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IKKA Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IKKA Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
IKKA Holdings Lagged Returns
When evaluating IKKA Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IKKA Holdings stock have on its future price. IKKA Holdings 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, IKKA Holdings autocorrelation shows the relationship between IKKA Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in IKKA Holdings Limited.
Regressed Prices |
| Timeline |
Also Currently Popular
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 IKKA Stock Analysis
When running IKKA Holdings' price analysis, check to measure IKKA Holdings' 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 IKKA Holdings is operating at the current time. Most of IKKA Holdings' value examination focuses on studying past and present price action to predict the probability of IKKA Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IKKA Holdings' price. Additionally, you may evaluate how the addition of IKKA Holdings to your portfolios can decrease your overall portfolio volatility.