Sweeten Real (Taiwan) Market Value
| 5525 Stock | TWD 34.10 0.45 1.30% |
| Symbol | Sweeten |
Sweeten Real '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 Sweeten Real'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 Sweeten Real.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Sweeten Real on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Sweeten Real Estate or generate 0.0% return on investment in Sweeten Real over 30 days. Sweeten Real is related to or competes with Chong Hong, Shining Building, Huaku Development, Founding Construction, and Radium Life. ,Ltd. constructs and develops residential, commercial, and industrial projects More
Sweeten Real 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 Sweeten Real'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 Sweeten Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.41 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 3.08 |
Sweeten Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sweeten Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sweeten Real's standard deviation. In reality, there are many statistical measures that can use Sweeten Real historical prices to predict the future Sweeten Real's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.30) |
Sweeten Real Estate Backtested Returns
Sweeten Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0653, which indicates the firm had a -0.0653% return per unit of risk over the last 3 months. Sweeten Real Estate exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sweeten Real's Coefficient Of Variation of (1,198), risk adjusted performance of (0.06), and Variance of 4.44 to confirm the risk estimate we provide. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sweeten Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sweeten Real is expected to be smaller as well. At this point, Sweeten Real Estate has a negative expected return of -0.14%. Please make sure to validate Sweeten Real's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Sweeten Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.74 |
Good predictability
Sweeten Real Estate has good predictability. Overlapping area represents the amount of predictability between Sweeten Real time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sweeten Real Estate price movement. The serial correlation of 0.74 indicates that around 74.0% of current Sweeten Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Sweeten Real Estate lagged returns against current returns
Autocorrelation, which is Sweeten Real 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 Sweeten Real's stock expected returns. We can calculate the autocorrelation of Sweeten Real returns to help us make a trade decision. For example, suppose you find that Sweeten Real 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 |
Sweeten Real 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 Sweeten Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sweeten Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sweeten Real stock over time.
Current vs Lagged Prices |
| Timeline |
Sweeten Real Lagged Returns
When evaluating Sweeten Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sweeten Real stock have on its future price. Sweeten Real 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, Sweeten Real autocorrelation shows the relationship between Sweeten Real stock current value and its past values and can show if there is a momentum factor associated with investing in Sweeten Real Estate.
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 Sweeten Stock Analysis
When running Sweeten Real's price analysis, check to measure Sweeten Real'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 Sweeten Real is operating at the current time. Most of Sweeten Real's value examination focuses on studying past and present price action to predict the probability of Sweeten Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sweeten Real's price. Additionally, you may evaluate how the addition of Sweeten Real to your portfolios can decrease your overall portfolio volatility.