JMC Electronics (Taiwan) Market Value
| 6552 Stock | TWD 25.80 0.30 1.18% |
| Symbol | JMC |
JMC Electronics '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 JMC Electronics' 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 JMC Electronics.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in JMC Electronics on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding JMC Electronics Co or generate 0.0% return on investment in JMC Electronics over 90 days. JMC Electronics is related to or competes with Advanced Optoelectronic, Kingray Technology, Calitech, Fuzetec Technology, Davicom Semiconductor, and Advanced Analog. JMC Electronics Co., Ltd. produces reel to reel chip on film that is applied to LCD in Taiwan More
JMC Electronics 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 JMC Electronics' 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 JMC Electronics Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 9.07 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 2.08 |
JMC Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JMC Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JMC Electronics' standard deviation. In reality, there are many statistical measures that can use JMC Electronics historical prices to predict the future JMC Electronics' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (5.04) |
JMC Electronics Backtested Returns
JMC Electronics retains Efficiency (Sharpe Ratio) of -0.0613, which attests that the entity had a -0.0613 % return per unit of return volatility over the last 3 months. JMC Electronics exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JMC Electronics' Standard Deviation of 1.54, coefficient of variation of (1,340), and Market Risk Adjusted Performance of (5.03) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.0248, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JMC Electronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding JMC Electronics is expected to be smaller as well. At this point, JMC Electronics has a negative expected return of -0.0942%. Please make sure to check out JMC Electronics' standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if JMC Electronics performance from the past will be repeated in the future.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
JMC Electronics Co has almost perfect reverse predictability. Overlapping area represents the amount of predictability between JMC Electronics time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th 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 JMC Electronics price movement. The serial correlation of -0.73 indicates that around 73.0% of current JMC Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
JMC Electronics lagged returns against current returns
Autocorrelation, which is JMC Electronics 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 JMC Electronics' stock expected returns. We can calculate the autocorrelation of JMC Electronics returns to help us make a trade decision. For example, suppose you find that JMC Electronics 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 |
JMC Electronics 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 JMC Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JMC Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JMC Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
JMC Electronics Lagged Returns
When evaluating JMC Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JMC Electronics stock have on its future price. JMC Electronics 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, JMC Electronics autocorrelation shows the relationship between JMC Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in JMC Electronics Co.
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 JMC Stock Analysis
When running JMC Electronics' price analysis, check to measure JMC Electronics' 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 JMC Electronics is operating at the current time. Most of JMC Electronics' value examination focuses on studying past and present price action to predict the probability of JMC Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JMC Electronics' price. Additionally, you may evaluate how the addition of JMC Electronics to your portfolios can decrease your overall portfolio volatility.