Twinhead International (Taiwan) Market Value
| 2364 Stock | TWD 65.40 0.60 0.91% |
| Symbol | Twinhead |
Twinhead International '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 Twinhead International'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 Twinhead International.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Twinhead International on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Twinhead International Corp or generate 0.0% return on investment in Twinhead International over 30 days. Twinhead International is related to or competes with Albatron Technology, Jetway Information, Solid Year, Ko Ja, Chaintech Technology, Sun Max, and Leo Systems. Twinhead International Corporation offer rugged notebooks, rugged tablets, embedded solutions, and vehicle mount computers worldwide. More
Twinhead International 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 Twinhead International'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 Twinhead International Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 16.12 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.14 |
Twinhead International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Twinhead International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Twinhead International's standard deviation. In reality, there are many statistical measures that can use Twinhead International historical prices to predict the future Twinhead International's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (25.49) |
Twinhead International Backtested Returns
Twinhead International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0533, which indicates the firm had a -0.0533 % return per unit of risk over the last 3 months. Twinhead International Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Twinhead International's Coefficient Of Variation of (1,876), risk adjusted performance of (0.03), and Variance of 3.86 to confirm the risk estimate we provide. The entity has a beta of 0.0045, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Twinhead International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Twinhead International is expected to be smaller as well. At this point, Twinhead International has a negative expected return of -0.1%. Please make sure to validate Twinhead International's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Twinhead International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Twinhead International Corp has average predictability. Overlapping area represents the amount of predictability between Twinhead International time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Twinhead International price movement. The serial correlation of 0.49 indicates that about 49.0% of current Twinhead International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Twinhead International lagged returns against current returns
Autocorrelation, which is Twinhead International 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 Twinhead International's stock expected returns. We can calculate the autocorrelation of Twinhead International returns to help us make a trade decision. For example, suppose you find that Twinhead International 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 |
Twinhead International 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 Twinhead International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Twinhead International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Twinhead International stock over time.
Current vs Lagged Prices |
| Timeline |
Twinhead International Lagged Returns
When evaluating Twinhead International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Twinhead International stock have on its future price. Twinhead International 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, Twinhead International autocorrelation shows the relationship between Twinhead International stock current value and its past values and can show if there is a momentum factor associated with investing in Twinhead International Corp.
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 Twinhead Stock Analysis
When running Twinhead International's price analysis, check to measure Twinhead International'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 Twinhead International is operating at the current time. Most of Twinhead International's value examination focuses on studying past and present price action to predict the probability of Twinhead International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Twinhead International's price. Additionally, you may evaluate how the addition of Twinhead International to your portfolios can decrease your overall portfolio volatility.