EverFocus Electronics (Taiwan) Market Value
| 5484 Stock | TWD 40.05 0.40 0.99% |
| Symbol | EverFocus |
EverFocus Electronics '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 EverFocus Electronics' 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 EverFocus Electronics.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in EverFocus Electronics on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding EverFocus Electronics Corp or generate 0.0% return on investment in EverFocus Electronics over 30 days. EverFocus Electronics is related to or competes with AV Tech, Lee Chi, Everspring Industry, TECO Image, Anderson Industrial, and Sumeeko Industries. EverFocus Electronics Corporation manufactures and sells security equipment worldwide More
EverFocus Electronics 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 EverFocus Electronics' 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 EverFocus Electronics Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 17.33 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 7.13 |
EverFocus Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EverFocus Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EverFocus Electronics' standard deviation. In reality, there are many statistical measures that can use EverFocus Electronics historical prices to predict the future EverFocus Electronics' volatility.| Risk Adjusted Performance | 0.0202 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0435 |
EverFocus Electronics Backtested Returns
EverFocus Electronics secures Sharpe Ratio (or Efficiency) of -0.0152, which denotes the company had a -0.0152 % return per unit of risk over the last 3 months. EverFocus Electronics Corp exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EverFocus Electronics' Mean Deviation of 2.08, coefficient of variation of 5591.77, and Downside Deviation of 2.09 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.04, which means a somewhat significant risk relative to the market. EverFocus Electronics returns are very sensitive to returns on the market. As the market goes up or down, EverFocus Electronics is expected to follow. At this point, EverFocus Electronics has a negative expected return of -0.0463%. Please make sure to confirm EverFocus Electronics' semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if EverFocus Electronics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
EverFocus Electronics Corp has virtually no predictability. Overlapping area represents the amount of predictability between EverFocus Electronics time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 EverFocus Electronics price movement. The serial correlation of 0.09 indicates that less than 9.0% of current EverFocus Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
EverFocus Electronics lagged returns against current returns
Autocorrelation, which is EverFocus Electronics 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 EverFocus Electronics' stock expected returns. We can calculate the autocorrelation of EverFocus Electronics returns to help us make a trade decision. For example, suppose you find that EverFocus Electronics 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 |
EverFocus Electronics 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 EverFocus Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EverFocus Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EverFocus Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
EverFocus Electronics Lagged Returns
When evaluating EverFocus Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EverFocus Electronics stock have on its future price. EverFocus Electronics 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, EverFocus Electronics autocorrelation shows the relationship between EverFocus Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in EverFocus Electronics Corp.
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 EverFocus Stock Analysis
When running EverFocus Electronics' price analysis, check to measure EverFocus Electronics' 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 EverFocus Electronics is operating at the current time. Most of EverFocus Electronics' value examination focuses on studying past and present price action to predict the probability of EverFocus Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EverFocus Electronics' price. Additionally, you may evaluate how the addition of EverFocus Electronics to your portfolios can decrease your overall portfolio volatility.