GSD Technologies (Taiwan) Market Value
| 6641 Stock | 24.50 2.70 9.93% |
| Symbol | GSD |
GSD Technologies '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 GSD Technologies' 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 GSD Technologies.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in GSD Technologies on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding GSD Technologies Co or generate 0.0% return on investment in GSD Technologies over 30 days. GSD Technologies is related to or competes with Ledtech Electronics, Bright Sheland, Chumpower Machinery, BH Global, Lung Pien, and Sun Sea. More
GSD Technologies 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 GSD Technologies' 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 GSD Technologies Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.1047 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 5.63 |
GSD Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GSD Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GSD Technologies' standard deviation. In reality, there are many statistical measures that can use GSD Technologies historical prices to predict the future GSD Technologies' volatility.| Risk Adjusted Performance | 0.1055 | |||
| Jensen Alpha | 0.3527 | |||
| Total Risk Alpha | 0.0204 | |||
| Sortino Ratio | 0.1286 | |||
| Treynor Ratio | 1.44 |
GSD Technologies Backtested Returns
GSD Technologies appears to be very steady, given 3 months investment horizon. GSD Technologies holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for GSD Technologies, which you can use to evaluate the volatility of the firm. Please utilize GSD Technologies' Semi Deviation of 1.52, market risk adjusted performance of 1.45, and Risk Adjusted Performance of 0.1055 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GSD Technologies holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GSD Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding GSD Technologies is expected to be smaller as well. Please check GSD Technologies' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether GSD Technologies' current trending patterns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
GSD Technologies Co has very good reverse predictability. Overlapping area represents the amount of predictability between GSD Technologies time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 GSD Technologies price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current GSD Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 8.48 |
GSD Technologies lagged returns against current returns
Autocorrelation, which is GSD Technologies 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 GSD Technologies' stock expected returns. We can calculate the autocorrelation of GSD Technologies returns to help us make a trade decision. For example, suppose you find that GSD Technologies 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 |
GSD Technologies 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 GSD Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GSD Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GSD Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
GSD Technologies Lagged Returns
When evaluating GSD Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GSD Technologies stock have on its future price. GSD Technologies 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, GSD Technologies autocorrelation shows the relationship between GSD Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in GSD Technologies Co.
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 GSD Stock Analysis
When running GSD Technologies' price analysis, check to measure GSD Technologies' 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 GSD Technologies is operating at the current time. Most of GSD Technologies' value examination focuses on studying past and present price action to predict the probability of GSD Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GSD Technologies' price. Additionally, you may evaluate how the addition of GSD Technologies to your portfolios can decrease your overall portfolio volatility.