Lida Holdings (Taiwan) Market Value
| 4552 Stock | 24.15 0.45 1.90% |
| Symbol | Lida |
Lida Holdings '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 Lida Holdings' 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 Lida Holdings.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Lida Holdings on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Lida Holdings or generate 0.0% return on investment in Lida Holdings over 30 days. Lida Holdings is related to or competes with UVAT Technology, Top High, Eclat Forever, Taiwan Benefit, and Quaser Machine. More
Lida Holdings 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 Lida Holdings' 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 Lida Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.0098 | |||
| Maximum Drawdown | 9.31 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.19 |
Lida Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lida Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lida Holdings' standard deviation. In reality, there are many statistical measures that can use Lida Holdings historical prices to predict the future Lida Holdings' volatility.| Risk Adjusted Performance | 0.0569 | |||
| Jensen Alpha | 0.0572 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0117 | |||
| Treynor Ratio | 0.1969 |
Lida Holdings Backtested Returns
At this stage we consider Lida Stock to be very steady. Lida Holdings has Sharpe Ratio of 0.0698, which conveys that the firm had a 0.0698 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lida Holdings, which you can use to evaluate the volatility of the firm. Please verify Lida Holdings' Downside Deviation of 1.31, mean deviation of 0.8976, and Risk Adjusted Performance of 0.0569 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Lida Holdings has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lida Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lida Holdings is expected to be smaller as well. Lida Holdings right now secures a risk of 1.61%. Please verify Lida Holdings market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Lida Holdings will be following its current price movements.
Auto-correlation | -0.69 |
Very good reverse predictability
Lida Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between Lida Holdings time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Lida Holdings price movement. The serial correlation of -0.69 indicates that around 69.0% of current Lida Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Lida Holdings lagged returns against current returns
Autocorrelation, which is Lida Holdings 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 Lida Holdings' stock expected returns. We can calculate the autocorrelation of Lida Holdings returns to help us make a trade decision. For example, suppose you find that Lida Holdings 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 |
Lida Holdings 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 Lida Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lida Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lida Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Lida Holdings Lagged Returns
When evaluating Lida Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lida Holdings stock have on its future price. Lida Holdings 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, Lida Holdings autocorrelation shows the relationship between Lida Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Lida Holdings.
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 Lida Stock Analysis
When running Lida Holdings' price analysis, check to measure Lida Holdings' 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 Lida Holdings is operating at the current time. Most of Lida Holdings' value examination focuses on studying past and present price action to predict the probability of Lida Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lida Holdings' price. Additionally, you may evaluate how the addition of Lida Holdings to your portfolios can decrease your overall portfolio volatility.