Bestec Power (Taiwan) Market Value
| 3308 Stock | TWD 22.65 0.15 0.66% |
| Symbol | Bestec |
Bestec Power '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 Bestec Power'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 Bestec Power.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Bestec Power on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Bestec Power Electronics or generate 0.0% return on investment in Bestec Power over 30 days. Bestec Power is related to or competes with Powercom, Inalways, BH Global, Ledtech Electronics, Bright Sheland, and Chang Jia. Bestec Power Electronics Co., Ltd. designs, fabricates, markets, and sells switching power supply products worldwide More
Bestec Power 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 Bestec Power'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 Bestec Power Electronics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.1455 | |||
| Maximum Drawdown | 15.21 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 8.79 |
Bestec Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bestec Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bestec Power's standard deviation. In reality, there are many statistical measures that can use Bestec Power historical prices to predict the future Bestec Power's volatility.| Risk Adjusted Performance | 0.1387 | |||
| Jensen Alpha | 0.5197 | |||
| Total Risk Alpha | 0.0789 | |||
| Sortino Ratio | 0.2186 | |||
| Treynor Ratio | 2.24 |
Bestec Power Electronics Backtested Returns
Bestec Power appears to be not too volatile, given 3 months investment horizon. Bestec Power Electronics secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. By analyzing Bestec Power's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please makes use of Bestec Power's Risk Adjusted Performance of 0.1387, mean deviation of 1.96, and Downside Deviation of 2.0 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bestec Power holds a performance score of 15. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bestec Power's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bestec Power is expected to be smaller as well. Please check Bestec Power's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Bestec Power's price patterns will revert.
Auto-correlation | 0.46 |
Average predictability
Bestec Power Electronics has average predictability. Overlapping area represents the amount of predictability between Bestec Power 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 Bestec Power Electronics price movement. The serial correlation of 0.46 indicates that about 46.0% of current Bestec Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
Bestec Power Electronics lagged returns against current returns
Autocorrelation, which is Bestec Power 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 Bestec Power's stock expected returns. We can calculate the autocorrelation of Bestec Power returns to help us make a trade decision. For example, suppose you find that Bestec Power 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 |
Bestec Power 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 Bestec Power stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bestec Power stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bestec Power stock over time.
Current vs Lagged Prices |
| Timeline |
Bestec Power Lagged Returns
When evaluating Bestec Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bestec Power stock have on its future price. Bestec Power 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, Bestec Power autocorrelation shows the relationship between Bestec Power stock current value and its past values and can show if there is a momentum factor associated with investing in Bestec Power Electronics.
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 Bestec Stock Analysis
When running Bestec Power's price analysis, check to measure Bestec Power'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 Bestec Power is operating at the current time. Most of Bestec Power's value examination focuses on studying past and present price action to predict the probability of Bestec Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bestec Power's price. Additionally, you may evaluate how the addition of Bestec Power to your portfolios can decrease your overall portfolio volatility.