Ping Ho (Taiwan) Market Value
| 6771 Stock | 45.00 1.15 2.49% |
| Symbol | Ping |
Ping Ho '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 Ping Ho'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 Ping Ho.
| 10/19/2025 |
| 01/17/2026 |
If you would invest 0.00 in Ping Ho on October 19, 2025 and sell it all today you would earn a total of 0.00 from holding Ping Ho Environmental or generate 0.0% return on investment in Ping Ho over 90 days.
Ping Ho 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 Ping Ho'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 Ping Ho Environmental upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.06 |
Ping Ho Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ping Ho's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ping Ho's standard deviation. In reality, there are many statistical measures that can use Ping Ho historical prices to predict the future Ping Ho's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.5548 |
Ping Ho Environmental Backtested Returns
Ping Ho Environmental maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the firm had a -0.13 % return per unit of risk over the last 3 months. Ping Ho Environmental exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ping Ho's Variance of 1.42, coefficient of variation of (736.93), and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The company holds a Beta of -0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ping Ho are expected to decrease at a much lower rate. During the bear market, Ping Ho is likely to outperform the market. At this point, Ping Ho Environmental has a negative expected return of -0.16%. Please make sure to check Ping Ho's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Ping Ho Environmental performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
Ping Ho Environmental has very weak predictability. Overlapping area represents the amount of predictability between Ping Ho time series from 19th of October 2025 to 3rd of December 2025 and 3rd of December 2025 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 Ping Ho Environmental price movement. The serial correlation of 0.17 indicates that over 17.0% of current Ping Ho price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Ping Ho Environmental lagged returns against current returns
Autocorrelation, which is Ping Ho 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 Ping Ho's stock expected returns. We can calculate the autocorrelation of Ping Ho returns to help us make a trade decision. For example, suppose you find that Ping Ho 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 |
Ping Ho 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 Ping Ho stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ping Ho stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ping Ho stock over time.
Current vs Lagged Prices |
| Timeline |
Ping Ho Lagged Returns
When evaluating Ping Ho's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ping Ho stock have on its future price. Ping Ho 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, Ping Ho autocorrelation shows the relationship between Ping Ho stock current value and its past values and can show if there is a momentum factor associated with investing in Ping Ho Environmental.
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 Ping Stock Analysis
When running Ping Ho's price analysis, check to measure Ping Ho'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 Ping Ho is operating at the current time. Most of Ping Ho's value examination focuses on studying past and present price action to predict the probability of Ping Ho's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ping Ho's price. Additionally, you may evaluate how the addition of Ping Ho to your portfolios can decrease your overall portfolio volatility.