Star Comgistic (Taiwan) Market Value
| 4930 Stock | TWD 22.45 0.10 0.44% |
| Symbol | Star |
Star Comgistic '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 Star Comgistic'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 Star Comgistic.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Star Comgistic on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Star Comgistic Capital or generate 0.0% return on investment in Star Comgistic over 30 days. Star Comgistic is related to or competes with Airmate Cayman, Yonyu Plastics, World Known, Xin Chio, Gseven, Scan D, and Redwood. Star Comgistic Capital Co., Ltd. manufactures and sells household appliances in Taiwan and internationally More
Star Comgistic 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 Star Comgistic'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 Star Comgistic Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.33 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 0.9259 |
Star Comgistic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Star Comgistic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Star Comgistic's standard deviation. In reality, there are many statistical measures that can use Star Comgistic historical prices to predict the future Star Comgistic's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.39) |
Star Comgistic Capital Backtested Returns
Star Comgistic Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0417, which indicates the firm had a -0.0417 % return per unit of risk over the last 3 months. Star Comgistic Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Star Comgistic's Risk Adjusted Performance of (0.04), coefficient of variation of (1,995), and Variance of 0.6206 to confirm the risk estimate we provide. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Star Comgistic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Star Comgistic is expected to be smaller as well. At this point, Star Comgistic Capital has a negative expected return of -0.033%. Please make sure to validate Star Comgistic's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Star Comgistic Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Star Comgistic Capital has weak reverse predictability. Overlapping area represents the amount of predictability between Star Comgistic time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Star Comgistic Capital price movement. The serial correlation of -0.23 indicates that over 23.0% of current Star Comgistic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Star Comgistic Capital lagged returns against current returns
Autocorrelation, which is Star Comgistic 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 Star Comgistic's stock expected returns. We can calculate the autocorrelation of Star Comgistic returns to help us make a trade decision. For example, suppose you find that Star Comgistic 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 |
Star Comgistic 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 Star Comgistic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Star Comgistic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Star Comgistic stock over time.
Current vs Lagged Prices |
| Timeline |
Star Comgistic Lagged Returns
When evaluating Star Comgistic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Star Comgistic stock have on its future price. Star Comgistic 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, Star Comgistic autocorrelation shows the relationship between Star Comgistic stock current value and its past values and can show if there is a momentum factor associated with investing in Star Comgistic Capital.
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 Star Stock Analysis
When running Star Comgistic's price analysis, check to measure Star Comgistic'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 Star Comgistic is operating at the current time. Most of Star Comgistic's value examination focuses on studying past and present price action to predict the probability of Star Comgistic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Star Comgistic's price. Additionally, you may evaluate how the addition of Star Comgistic to your portfolios can decrease your overall portfolio volatility.