Yi Shin (Taiwan) Market Value
| 4440 Stock | 17.60 0.10 0.57% |
| Symbol | 4440 |
Yi Shin '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 Yi Shin'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 Yi Shin.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Yi Shin on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Yi Shin Textile or generate 0.0% return on investment in Yi Shin over 30 days.
Yi Shin 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 Yi Shin'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 Yi Shin Textile upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 18.57 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 2.6 |
Yi Shin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yi Shin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yi Shin's standard deviation. In reality, there are many statistical measures that can use Yi Shin historical prices to predict the future Yi Shin's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (1.13) |
Yi Shin Textile Backtested Returns
Yi Shin Textile retains Efficiency (Sharpe Ratio) of -0.12, which attests that the company had a -0.12 % return per unit of price deviation over the last 3 months. Yi Shin exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yi Shin's information ratio of (0.11), and Market Risk Adjusted Performance of (1.12) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yi Shin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yi Shin is expected to be smaller as well. At this point, Yi Shin Textile has a negative expected return of -0.19%. Please make sure to check out Yi Shin's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Yi Shin Textile performance from the past will be repeated at future time.
Auto-correlation | -0.84 |
Excellent reverse predictability
Yi Shin Textile has excellent reverse predictability. Overlapping area represents the amount of predictability between Yi Shin time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th 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 Yi Shin Textile price movement. The serial correlation of -0.84 indicates that around 84.0% of current Yi Shin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Yi Shin Textile lagged returns against current returns
Autocorrelation, which is Yi Shin 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 Yi Shin's stock expected returns. We can calculate the autocorrelation of Yi Shin returns to help us make a trade decision. For example, suppose you find that Yi Shin 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 |
Yi Shin 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 Yi Shin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yi Shin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yi Shin stock over time.
Current vs Lagged Prices |
| Timeline |
Yi Shin Lagged Returns
When evaluating Yi Shin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yi Shin stock have on its future price. Yi Shin 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, Yi Shin autocorrelation shows the relationship between Yi Shin stock current value and its past values and can show if there is a momentum factor associated with investing in Yi Shin Textile.
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 4440 Stock Analysis
When running Yi Shin's price analysis, check to measure Yi Shin'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 Yi Shin is operating at the current time. Most of Yi Shin's value examination focuses on studying past and present price action to predict the probability of Yi Shin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yi Shin's price. Additionally, you may evaluate how the addition of Yi Shin to your portfolios can decrease your overall portfolio volatility.