Ahoku Electronic (Taiwan) Market Value
| 3002 Stock | TWD 23.60 0.25 1.05% |
| Symbol | Ahoku |
Ahoku Electronic '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 Ahoku Electronic'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 Ahoku Electronic.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Ahoku Electronic on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Ahoku Electronic Co or generate 0.0% return on investment in Ahoku Electronic over 360 days. Ahoku Electronic is related to or competes with Excel Cell, Axis, Neo Neon, Everbrite Technology, Adda, Podak, and Taiwan Allied. AHOKU Electronic Company focuses on power supply, communication, and digital multi-media technology businesses More
Ahoku Electronic 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 Ahoku Electronic'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 Ahoku Electronic Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.92 | |||
| Information Ratio | 0.068 | |||
| Maximum Drawdown | 19.74 | |||
| Value At Risk | (6.80) | |||
| Potential Upside | 9.92 |
Ahoku Electronic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ahoku Electronic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ahoku Electronic's standard deviation. In reality, there are many statistical measures that can use Ahoku Electronic historical prices to predict the future Ahoku Electronic's volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | 0.5337 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0839 | |||
| Treynor Ratio | (0.40) |
Ahoku Electronic Backtested Returns
At this stage we consider Ahoku Stock to be not too volatile. Ahoku Electronic secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ahoku Electronic Co, which you can use to evaluate the volatility of the firm. Please confirm Ahoku Electronic's Downside Deviation of 3.92, risk adjusted performance of 0.0714, and Mean Deviation of 3.64 to double-check if the risk estimate we provide is consistent with the expected return of 0.011%. The firm shows a Beta (market volatility) of -1.06, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Ahoku Electronic are expected to decrease slowly. On the other hand, during market turmoil, Ahoku Electronic is expected to outperform it slightly. Ahoku Electronic right now shows a risk of 4.67%. Please confirm Ahoku Electronic information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Ahoku Electronic will be following its price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Ahoku Electronic Co has weak reverse predictability. Overlapping area represents the amount of predictability between Ahoku Electronic 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 Ahoku Electronic price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Ahoku Electronic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 24.08 |
Ahoku Electronic lagged returns against current returns
Autocorrelation, which is Ahoku Electronic 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 Ahoku Electronic's stock expected returns. We can calculate the autocorrelation of Ahoku Electronic returns to help us make a trade decision. For example, suppose you find that Ahoku Electronic 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 |
Ahoku Electronic 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 Ahoku Electronic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ahoku Electronic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ahoku Electronic stock over time.
Current vs Lagged Prices |
| Timeline |
Ahoku Electronic Lagged Returns
When evaluating Ahoku Electronic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ahoku Electronic stock have on its future price. Ahoku Electronic 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, Ahoku Electronic autocorrelation shows the relationship between Ahoku Electronic stock current value and its past values and can show if there is a momentum factor associated with investing in Ahoku Electronic Co.
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 Ahoku Stock Analysis
When running Ahoku Electronic's price analysis, check to measure Ahoku Electronic'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 Ahoku Electronic is operating at the current time. Most of Ahoku Electronic's value examination focuses on studying past and present price action to predict the probability of Ahoku Electronic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ahoku Electronic's price. Additionally, you may evaluate how the addition of Ahoku Electronic to your portfolios can decrease your overall portfolio volatility.