Silicon Optronics (Taiwan) Market Value
| 3530 Stock | TWD 75.20 2.30 2.97% |
| Symbol | Silicon |
Silicon 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 Silicon 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 Silicon Optronics.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Silicon Optronics on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Silicon Optronics or generate 0.0% return on investment in Silicon Optronics over 30 days. Silicon Optronics is related to or competes with TrueLight, Averlogic Technologies, Top Union, Niko Semiconductor, Tyntek Corp, Generalplus Technology, and ALi Corp. Silicon Optronics, Inc., together with its subsidiaries, operates as a complementary metal-oxide-semiconductor image sen... More
Silicon 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 Silicon 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 Silicon Optronics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.0552 | |||
| Maximum Drawdown | 12.6 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 7.57 |
Silicon Optronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silicon Optronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silicon Optronics' standard deviation. In reality, there are many statistical measures that can use Silicon Optronics historical prices to predict the future Silicon Optronics' volatility.| Risk Adjusted Performance | 0.0662 | |||
| Jensen Alpha | 0.1906 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0856 | |||
| Treynor Ratio | 0.3772 |
Silicon Optronics Backtested Returns
Silicon Optronics appears to be very steady, given 3 months investment horizon. Silicon Optronics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Silicon Optronics, which you can use to evaluate the volatility of the company. Please review Silicon Optronics' Risk Adjusted Performance of 0.0662, semi deviation of 1.67, and Coefficient Of Variation of 1200.53 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Silicon Optronics holds a performance score of 8. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Silicon Optronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Silicon Optronics is expected to be smaller as well. Please check Silicon Optronics' coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Silicon Optronics' existing price patterns will revert.
Auto-correlation | 0.07 |
Virtually no predictability
Silicon Optronics has virtually no predictability. Overlapping area represents the amount of predictability between Silicon Optronics time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st 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 Silicon Optronics price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Silicon Optronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 4.29 |
Silicon Optronics lagged returns against current returns
Autocorrelation, which is Silicon 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 Silicon Optronics' stock expected returns. We can calculate the autocorrelation of Silicon Optronics returns to help us make a trade decision. For example, suppose you find that Silicon 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 |
Silicon 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 Silicon Optronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silicon Optronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silicon Optronics stock over time.
Current vs Lagged Prices |
| Timeline |
Silicon Optronics Lagged Returns
When evaluating Silicon Optronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silicon Optronics stock have on its future price. Silicon 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, Silicon Optronics autocorrelation shows the relationship between Silicon Optronics stock current value and its past values and can show if there is a momentum factor associated with investing in Silicon Optronics.
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 Silicon Stock Analysis
When running Silicon Optronics' price analysis, check to measure Silicon Optronics' 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 Silicon Optronics is operating at the current time. Most of Silicon Optronics' value examination focuses on studying past and present price action to predict the probability of Silicon Optronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silicon Optronics' price. Additionally, you may evaluate how the addition of Silicon Optronics to your portfolios can decrease your overall portfolio volatility.