KS Terminals (Taiwan) Market Value
| 3003 Stock | TWD 72.80 0.50 0.68% |
| Symbol | 3003 |
KS Terminals '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 KS Terminals' 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 KS Terminals.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in KS Terminals on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding KS Terminals or generate 0.0% return on investment in KS Terminals over 30 days. KS Terminals is related to or competes with Sinbon Electronics, WT Microelectronics, Asia Optical, Asia Vital, and Tripod Technology. Terminals Inc. manufactures and sells electrical terminals, lighting systems, AC charging and automotive connectors, nyl... More
KS Terminals 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 KS Terminals' 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 KS Terminals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 8.09 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.78 |
KS Terminals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KS Terminals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KS Terminals' standard deviation. In reality, there are many statistical measures that can use KS Terminals historical prices to predict the future KS Terminals' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.374 |
KS Terminals Backtested Returns
KS Terminals retains Efficiency (Sharpe Ratio) of -0.0276, which conveys that the firm had a -0.0276 % return per unit of price deviation over the last 3 months. KS Terminals exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KS Terminals' Information Ratio of (0.08), market risk adjusted performance of 0.384, and Mean Deviation of 1.54 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KS Terminals are expected to decrease at a much lower rate. During the bear market, KS Terminals is likely to outperform the market. At this point, KS Terminals has a negative expected return of -0.0493%. Please make sure to verify KS Terminals' coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if KS Terminals performance from the past will be repeated sooner or later.
Auto-correlation | -0.35 |
Poor reverse predictability
KS Terminals has poor reverse predictability. Overlapping area represents the amount of predictability between KS Terminals time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 KS Terminals price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current KS Terminals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
KS Terminals lagged returns against current returns
Autocorrelation, which is KS Terminals 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 KS Terminals' stock expected returns. We can calculate the autocorrelation of KS Terminals returns to help us make a trade decision. For example, suppose you find that KS Terminals 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 |
KS Terminals 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 KS Terminals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KS Terminals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KS Terminals stock over time.
Current vs Lagged Prices |
| Timeline |
KS Terminals Lagged Returns
When evaluating KS Terminals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KS Terminals stock have on its future price. KS Terminals 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, KS Terminals autocorrelation shows the relationship between KS Terminals stock current value and its past values and can show if there is a momentum factor associated with investing in KS Terminals.
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 3003 Stock Analysis
When running KS Terminals' price analysis, check to measure KS Terminals' 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 KS Terminals is operating at the current time. Most of KS Terminals' value examination focuses on studying past and present price action to predict the probability of KS Terminals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KS Terminals' price. Additionally, you may evaluate how the addition of KS Terminals to your portfolios can decrease your overall portfolio volatility.