Caswell (Taiwan) Market Value
| 6416 Stock | TWD 89.50 2.70 3.11% |
| Symbol | Caswell |
Caswell '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 Caswell'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 Caswell.
| 01/14/2025 |
| 01/09/2026 |
If you would invest 0.00 in Caswell on January 14, 2025 and sell it all today you would earn a total of 0.00 from holding Caswell or generate 0.0% return on investment in Caswell over 360 days. Caswell is related to or competes with APAC Opto, Lintes Technology, Wonderful, Alltek Technology, Uniplus Electronics, Infortrend Technology, and Ventec International. CASwell Inc. engages in the design, engineering, manufacture, and sale of network computing and quality-proved platforms... More
Caswell 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 Caswell'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 Caswell upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0351 | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 3.11 |
Caswell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caswell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caswell's standard deviation. In reality, there are many statistical measures that can use Caswell historical prices to predict the future Caswell's volatility.| Risk Adjusted Performance | 0.0668 | |||
| Jensen Alpha | 0.1045 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0362 | |||
| Treynor Ratio | 0.3154 |
Caswell Backtested Returns
At this stage we consider Caswell Stock to be very steady. Caswell secures Sharpe Ratio (or Efficiency) of 0.091, which signifies that the company had a 0.091 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Caswell, which you can use to evaluate the volatility of the firm. Please confirm Caswell's Downside Deviation of 1.73, mean deviation of 1.33, and Risk Adjusted Performance of 0.0668 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Caswell has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Caswell's returns are expected to increase less than the market. However, during the bear market, the loss of holding Caswell is expected to be smaller as well. Caswell right now shows a risk of 1.85%. Please confirm Caswell standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Caswell will be following its price patterns.
Auto-correlation | 0.27 |
Poor predictability
Caswell has poor predictability. Overlapping area represents the amount of predictability between Caswell time series from 14th of January 2025 to 13th of July 2025 and 13th of July 2025 to 9th 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 Caswell price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Caswell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 10.01 |
Caswell lagged returns against current returns
Autocorrelation, which is Caswell 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 Caswell's stock expected returns. We can calculate the autocorrelation of Caswell returns to help us make a trade decision. For example, suppose you find that Caswell 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 |
Caswell 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 Caswell stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caswell stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caswell stock over time.
Current vs Lagged Prices |
| Timeline |
Caswell Lagged Returns
When evaluating Caswell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caswell stock have on its future price. Caswell 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, Caswell autocorrelation shows the relationship between Caswell stock current value and its past values and can show if there is a momentum factor associated with investing in Caswell.
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 Caswell Stock Analysis
When running Caswell's price analysis, check to measure Caswell'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 Caswell is operating at the current time. Most of Caswell's value examination focuses on studying past and present price action to predict the probability of Caswell's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caswell's price. Additionally, you may evaluate how the addition of Caswell to your portfolios can decrease your overall portfolio volatility.