Taiwan EnterpriseCo (Taiwan) Market Value
| 5906 Stock | TWD 50.60 0.80 1.56% |
| Symbol | Taiwan |
Taiwan EnterpriseCo '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 Taiwan EnterpriseCo'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 Taiwan EnterpriseCo.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Taiwan EnterpriseCo on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Taiwan EnterpriseCo or generate 0.0% return on investment in Taiwan EnterpriseCo over 30 days. Taiwan EnterpriseCo is related to or competes with Evertex Fabrinology, Universal Textile, Nam Liong, Trk Corp, Shinih Enterprise, Chang Ho, and Li Cheng. Tainan Enterprise Co., Limited designs, develops, produces, and sells clothing products in China More
Taiwan EnterpriseCo 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 Taiwan EnterpriseCo'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 Taiwan EnterpriseCo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 15.58 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.66 |
Taiwan EnterpriseCo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan EnterpriseCo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taiwan EnterpriseCo's standard deviation. In reality, there are many statistical measures that can use Taiwan EnterpriseCo historical prices to predict the future Taiwan EnterpriseCo's volatility.| Risk Adjusted Performance | 0.0315 | |||
| Jensen Alpha | 0.0343 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1638 |
Taiwan EnterpriseCo Backtested Returns
Taiwan EnterpriseCo owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0422, which indicates the firm had a -0.0422 % return per unit of risk over the last 3 months. Taiwan EnterpriseCo exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Taiwan EnterpriseCo's Coefficient Of Variation of 2882.96, semi deviation of 1.4, and Risk Adjusted Performance of 0.0315 to confirm the risk estimate we provide. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Taiwan EnterpriseCo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taiwan EnterpriseCo is expected to be smaller as well. At this point, Taiwan EnterpriseCo has a negative expected return of -0.0551%. Please make sure to validate Taiwan EnterpriseCo's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Taiwan EnterpriseCo performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.58 |
Good reverse predictability
Taiwan EnterpriseCo has good reverse predictability. Overlapping area represents the amount of predictability between Taiwan EnterpriseCo 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 Taiwan EnterpriseCo price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Taiwan EnterpriseCo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Taiwan EnterpriseCo lagged returns against current returns
Autocorrelation, which is Taiwan EnterpriseCo 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 Taiwan EnterpriseCo's stock expected returns. We can calculate the autocorrelation of Taiwan EnterpriseCo returns to help us make a trade decision. For example, suppose you find that Taiwan EnterpriseCo 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 |
Taiwan EnterpriseCo 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 Taiwan EnterpriseCo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taiwan EnterpriseCo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taiwan EnterpriseCo stock over time.
Current vs Lagged Prices |
| Timeline |
Taiwan EnterpriseCo Lagged Returns
When evaluating Taiwan EnterpriseCo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taiwan EnterpriseCo stock have on its future price. Taiwan EnterpriseCo 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, Taiwan EnterpriseCo autocorrelation shows the relationship between Taiwan EnterpriseCo stock current value and its past values and can show if there is a momentum factor associated with investing in Taiwan EnterpriseCo.
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 Taiwan Stock Analysis
When running Taiwan EnterpriseCo's price analysis, check to measure Taiwan EnterpriseCo'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 Taiwan EnterpriseCo is operating at the current time. Most of Taiwan EnterpriseCo's value examination focuses on studying past and present price action to predict the probability of Taiwan EnterpriseCo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Taiwan EnterpriseCo's price. Additionally, you may evaluate how the addition of Taiwan EnterpriseCo to your portfolios can decrease your overall portfolio volatility.