Will Semiconductor (China) Market Value
| 603501 Stock | 105.51 2.32 2.15% |
| Symbol | Will |
Will Semiconductor '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 Will Semiconductor'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 Will Semiconductor.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Will Semiconductor on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Will Semiconductor Co or generate 0.0% return on investment in Will Semiconductor over 30 days. Will Semiconductor is related to or competes with Zhongfu Information, Smartgiant Technology, Tianjin Ruixin, Guangzhou KingTeller, Shenzhen SDG, Holitech Technology, and Guangzhou Ruoyuchen. Will Semiconductor is entity of China. It is traded as Stock on SHG exchange. More
Will Semiconductor 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 Will Semiconductor'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 Will Semiconductor Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.04 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 3.86 |
Will Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Will Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Will Semiconductor's standard deviation. In reality, there are many statistical measures that can use Will Semiconductor historical prices to predict the future Will Semiconductor's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.319 |
Will Semiconductor Backtested Returns
We have found twenty-three technical indicators for Will Semiconductor, which you can use to evaluate the volatility of the company. Please check out Will Semiconductor's Mean Deviation of 1.65, market risk adjusted performance of 0.329, and Standard Deviation of 2.07 to validate if the risk estimate we provide is consistent with the expected return of 1.0E-4%. The firm maintains a market beta of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Will Semiconductor are expected to decrease at a much lower rate. During the bear market, Will Semiconductor is likely to outperform the market. Will Semiconductor right now maintains a risk of 2.1%. Please check out Will Semiconductor jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Will Semiconductor will be following its historical returns.
Auto-correlation | 0.26 |
Poor predictability
Will Semiconductor Co has poor predictability. Overlapping area represents the amount of predictability between Will Semiconductor time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Will Semiconductor price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Will Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 3.93 |
Will Semiconductor lagged returns against current returns
Autocorrelation, which is Will Semiconductor 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 Will Semiconductor's stock expected returns. We can calculate the autocorrelation of Will Semiconductor returns to help us make a trade decision. For example, suppose you find that Will Semiconductor 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 |
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Will Semiconductor 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 Will Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Will Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Will Semiconductor stock over time.
Current vs Lagged Prices |
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Will Semiconductor Lagged Returns
When evaluating Will Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Will Semiconductor stock have on its future price. Will Semiconductor 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, Will Semiconductor autocorrelation shows the relationship between Will Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in Will Semiconductor Co.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Will Stock
Will Semiconductor financial ratios help investors to determine whether Will Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Will with respect to the benefits of owning Will Semiconductor security.