Regal Holding (Taiwan) Market Value
| 4807 Stock | 18.10 0.10 0.55% |
| Symbol | Regal |
Regal Holding '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 Regal Holding'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 Regal Holding.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Regal Holding on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Regal Holding Co or generate 0.0% return on investment in Regal Holding over 360 days. Regal Holding is related to or competes with SunVic Technology, Axman Enterprise, CJW International, Jui Li, Dacome International, Jiyuan Packaging, and Lifestyle Global. More
Regal Holding 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 Regal Holding'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 Regal Holding Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.65 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.96 |
Regal Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regal Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regal Holding's standard deviation. In reality, there are many statistical measures that can use Regal Holding historical prices to predict the future Regal Holding's volatility.| Risk Adjusted Performance | 0.0334 | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1364 |
Regal Holding Backtested Returns
At this stage we consider Regal Stock to be very steady. Regal Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.0137, which implies the firm had a 0.0137 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Regal Holding, which you can use to evaluate the volatility of the company. Please check Regal Holding's Risk Adjusted Performance of 0.0334, coefficient of variation of 2363.73, and Semi Deviation of 0.9469 to confirm if the risk estimate we provide is consistent with the expected return of 0.0149%. Regal Holding has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.29, which implies not very significant fluctuations relative to the market. As returns on the market increase, Regal Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Regal Holding is expected to be smaller as well. Regal Holding right now holds a risk of 1.09%. Please check Regal Holding market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Regal Holding will be following its historical price patterns.
Auto-correlation | -0.68 |
Very good reverse predictability
Regal Holding Co has very good reverse predictability. Overlapping area represents the amount of predictability between Regal Holding time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Regal Holding price movement. The serial correlation of -0.68 indicates that around 68.0% of current Regal Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
Regal Holding lagged returns against current returns
Autocorrelation, which is Regal Holding 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 Regal Holding's stock expected returns. We can calculate the autocorrelation of Regal Holding returns to help us make a trade decision. For example, suppose you find that Regal Holding 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 |
Regal Holding 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 Regal Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regal Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regal Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Regal Holding Lagged Returns
When evaluating Regal Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regal Holding stock have on its future price. Regal Holding 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, Regal Holding autocorrelation shows the relationship between Regal Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Regal Holding Co.
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 Regal Stock Analysis
When running Regal Holding's price analysis, check to measure Regal Holding'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 Regal Holding is operating at the current time. Most of Regal Holding's value examination focuses on studying past and present price action to predict the probability of Regal Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regal Holding's price. Additionally, you may evaluate how the addition of Regal Holding to your portfolios can decrease your overall portfolio volatility.