Airoha Technology (Taiwan) Market Value
| 6526 Stock | 436.50 4.50 1.02% |
| Symbol | Airoha |
Airoha 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 Airoha 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 Airoha Technology.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Airoha Technology on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Airoha Technology Corp or generate 0.0% return on investment in Airoha Technology over 30 days.
Airoha 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 Airoha 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 Airoha Technology Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 2.3 |
Airoha Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Airoha Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airoha Technology's standard deviation. In reality, there are many statistical measures that can use Airoha Technology historical prices to predict the future Airoha Technology's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.58) |
Airoha Technology Corp Backtested Returns
Airoha Technology Corp secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the company had a -0.2 % return per unit of risk over the last 3 months. Airoha Technology Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Airoha Technology's Risk Adjusted Performance of (0.12), mean deviation of 1.02, and Standard Deviation of 1.36 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Airoha Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Airoha Technology is expected to be smaller as well. At this point, Airoha Technology Corp has a negative expected return of -0.27%. Please make sure to confirm Airoha Technology's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Airoha Technology Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Airoha Technology Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Airoha Technology time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Airoha Technology Corp price movement. The serial correlation of -0.47 indicates that about 47.0% of current Airoha Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 45.72 |
Airoha Technology Corp lagged returns against current returns
Autocorrelation, which is Airoha 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 Airoha Technology's stock expected returns. We can calculate the autocorrelation of Airoha Technology returns to help us make a trade decision. For example, suppose you find that Airoha 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 |
Airoha 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 Airoha Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airoha Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airoha Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Airoha Technology Lagged Returns
When evaluating Airoha Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airoha Technology stock have on its future price. Airoha 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, Airoha Technology autocorrelation shows the relationship between Airoha Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Airoha Technology Corp.
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 Airoha Stock Analysis
When running Airoha Technology's price analysis, check to measure Airoha 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 Airoha Technology is operating at the current time. Most of Airoha Technology's value examination focuses on studying past and present price action to predict the probability of Airoha 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 Airoha Technology's price. Additionally, you may evaluate how the addition of Airoha Technology to your portfolios can decrease your overall portfolio volatility.