GMI Technology (Taiwan) Market Value
| 3312 Stock | TWD 41.90 0.25 0.59% |
| Symbol | GMI |
GMI Technology '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 GMI Technology'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 GMI Technology.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in GMI Technology on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding GMI Technology or generate 0.0% return on investment in GMI Technology over 30 days. GMI Technology is related to or competes with China Wire, Genesis Technology, Caswell, Infortrend Technology, APAC Opto, Uniplus Electronics, and Mildef Crete. GMI Technology Inc. operates as an electronic components distributor and applications solutions provider primarily in th... More
GMI Technology 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 GMI Technology'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 GMI Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | (0.0007) | |||
| Maximum Drawdown | 12.65 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 3.47 |
GMI Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GMI Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GMI Technology's standard deviation. In reality, there are many statistical measures that can use GMI Technology historical prices to predict the future GMI Technology's volatility.| Risk Adjusted Performance | 0.0339 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.0009) | |||
| Treynor Ratio | 0.0698 |
GMI Technology Backtested Returns
At this stage we consider GMI Stock to be very steady. GMI Technology holds Efficiency (Sharpe) Ratio of 0.041, which attests that the entity had a 0.041 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for GMI Technology, which you can use to evaluate the volatility of the firm. Please check out GMI Technology's Risk Adjusted Performance of 0.0339, market risk adjusted performance of 0.0798, and Semi Deviation of 1.88 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. GMI Technology has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.18, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GMI Technology will likely underperform. GMI Technology now retains a risk of 2.64%. Please check out GMI Technology downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if GMI Technology will be following its current trending patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
GMI Technology has insignificant reverse predictability. Overlapping area represents the amount of predictability between GMI Technology time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 GMI Technology price movement. The serial correlation of -0.16 indicates that over 16.0% of current GMI Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 9.51 |
GMI Technology lagged returns against current returns
Autocorrelation, which is GMI Technology 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 GMI Technology's stock expected returns. We can calculate the autocorrelation of GMI Technology returns to help us make a trade decision. For example, suppose you find that GMI Technology 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 |
GMI Technology 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 GMI Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GMI Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GMI Technology stock over time.
Current vs Lagged Prices |
| Timeline |
GMI Technology Lagged Returns
When evaluating GMI Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GMI Technology stock have on its future price. GMI Technology 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, GMI Technology autocorrelation shows the relationship between GMI Technology stock current value and its past values and can show if there is a momentum factor associated with investing in GMI Technology.
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 GMI Stock Analysis
When running GMI Technology's price analysis, check to measure GMI Technology'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 GMI Technology is operating at the current time. Most of GMI Technology's value examination focuses on studying past and present price action to predict the probability of GMI Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GMI Technology's price. Additionally, you may evaluate how the addition of GMI Technology to your portfolios can decrease your overall portfolio volatility.