Shunsin Technology (Taiwan) Market Value
| 6451 Stock | TWD 154.00 1.00 0.65% |
| Symbol | Shunsin |
Shunsin Technology '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 Shunsin Technology'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 Shunsin Technology.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Shunsin Technology on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Shunsin Technology Holdings or generate 0.0% return on investment in Shunsin Technology over 30 days. Shunsin Technology is related to or competes with Formosa Advanced, Episil Precision, Grade Upon, SDI Corp, M31 Technology, Anpec Electronics, and Gallant Micro. ShunSin Technology Holdings Limited, through its subsidiary ShunSin Techology Limited, engages in the semiconductor busi... More
Shunsin Technology 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 Shunsin Technology'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 Shunsin Technology Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.12 | |||
| Information Ratio | 0.0408 | |||
| Maximum Drawdown | 15.18 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 4.9 |
Shunsin Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shunsin Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shunsin Technology's standard deviation. In reality, there are many statistical measures that can use Shunsin Technology historical prices to predict the future Shunsin Technology's volatility.| Risk Adjusted Performance | 0.06 | |||
| Jensen Alpha | 0.0736 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.043 | |||
| Treynor Ratio | 0.1303 |
Shunsin Technology Backtested Returns
Shunsin Technology appears to be very steady, given 3 months investment horizon. Shunsin Technology owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0723, which indicates the firm had a 0.0723 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shunsin Technology Holdings, which you can use to evaluate the volatility of the company. Please review Shunsin Technology's Semi Deviation of 2.98, coefficient of variation of 1422.36, and Risk Adjusted Performance of 0.06 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shunsin Technology holds a performance score of 5. The entity has a beta of 1.7, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Shunsin Technology will likely underperform. Please check Shunsin Technology's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Shunsin Technology's existing price patterns will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
Shunsin Technology Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between Shunsin Technology time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Shunsin Technology price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Shunsin Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 17.75 |
Shunsin Technology lagged returns against current returns
Autocorrelation, which is Shunsin Technology 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 Shunsin Technology's stock expected returns. We can calculate the autocorrelation of Shunsin Technology returns to help us make a trade decision. For example, suppose you find that Shunsin Technology 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 |
Shunsin Technology 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 Shunsin Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shunsin Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shunsin Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Shunsin Technology Lagged Returns
When evaluating Shunsin Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shunsin Technology stock have on its future price. Shunsin Technology 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, Shunsin Technology autocorrelation shows the relationship between Shunsin Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Shunsin Technology Holdings.
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 Shunsin Stock Analysis
When running Shunsin Technology's price analysis, check to measure Shunsin Technology'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 Shunsin Technology is operating at the current time. Most of Shunsin Technology's value examination focuses on studying past and present price action to predict the probability of Shunsin Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shunsin Technology's price. Additionally, you may evaluate how the addition of Shunsin Technology to your portfolios can decrease your overall portfolio volatility.