Talant Optronics (China) Market Value
| 301045 Stock | 27.94 0.51 1.86% |
| Symbol | Talant |
Talant Optronics '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 Talant Optronics' 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 Talant Optronics.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Talant Optronics on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Talant Optronics Co or generate 0.0% return on investment in Talant Optronics over 360 days. Talant Optronics is related to or competes with Hinova Pharmaceuticals, QuantumCTek, Shanghai Broadband, Jiangsu Yinhe, Yuanjie Semiconductor, Anxin Trust, and Semiconductor Manufacturing. Talant Optronics is entity of China. It is traded as Stock on SHE exchange. More
Talant Optronics 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 Talant Optronics' 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 Talant Optronics Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0058 | |||
| Maximum Drawdown | 14.42 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 4.84 |
Talant Optronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Talant Optronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Talant Optronics' standard deviation. In reality, there are many statistical measures that can use Talant Optronics historical prices to predict the future Talant Optronics' volatility.| Risk Adjusted Performance | 0.0343 | |||
| Jensen Alpha | 0.0618 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.007 | |||
| Treynor Ratio | 0.2628 |
Talant Optronics Backtested Returns
Talant Optronics owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Talant Optronics Co exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Talant Optronics' Coefficient Of Variation of 2591.05, semi deviation of 1.98, and Risk Adjusted Performance of 0.0343 to confirm the risk estimate we provide. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Talant Optronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Talant Optronics is expected to be smaller as well. At this point, Talant Optronics has a negative expected return of -0.0096%. Please make sure to validate Talant Optronics' coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Talant Optronics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.49 |
Modest reverse predictability
Talant Optronics Co has modest reverse predictability. Overlapping area represents the amount of predictability between Talant Optronics time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th of December 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 Talant Optronics price movement. The serial correlation of -0.49 indicates that about 49.0% of current Talant Optronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 4.29 |
Talant Optronics lagged returns against current returns
Autocorrelation, which is Talant Optronics 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 Talant Optronics' stock expected returns. We can calculate the autocorrelation of Talant Optronics returns to help us make a trade decision. For example, suppose you find that Talant Optronics 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 |
Talant Optronics 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 Talant Optronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Talant Optronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Talant Optronics stock over time.
Current vs Lagged Prices |
| Timeline |
Talant Optronics Lagged Returns
When evaluating Talant Optronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Talant Optronics stock have on its future price. Talant Optronics 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, Talant Optronics autocorrelation shows the relationship between Talant Optronics stock current value and its past values and can show if there is a momentum factor associated with investing in Talant Optronics 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.Other Information on Investing in Talant Stock
Talant Optronics financial ratios help investors to determine whether Talant Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Talant with respect to the benefits of owning Talant Optronics security.