Complex Micro (Taiwan) Market Value
| 6835 Stock | 39.30 0.15 0.38% |
| Symbol | Complex |
Complex Micro '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 Complex Micro'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 Complex Micro.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Complex Micro on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Complex Micro Interconnection or generate 0.0% return on investment in Complex Micro over 30 days.
Complex Micro 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 Complex Micro'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 Complex Micro Interconnection upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9695 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.14 |
Complex Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Complex Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Complex Micro's standard deviation. In reality, there are many statistical measures that can use Complex Micro historical prices to predict the future Complex Micro's volatility.| Risk Adjusted Performance | 0.008 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.02) |
Complex Micro Interc Backtested Returns
At this stage we consider Complex Stock to be very steady. Complex Micro Interc secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Complex Micro Interconnection, which you can use to evaluate the volatility of the firm. Please confirm Complex Micro's Downside Deviation of 0.9695, risk adjusted performance of 0.008, and Mean Deviation of 0.6766 to double-check if the risk estimate we provide is consistent with the expected return of 0.0076%. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Complex Micro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Complex Micro is expected to be smaller as well. Complex Micro Interc right now shows a risk of 0.84%. Please confirm Complex Micro Interc information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Complex Micro Interc will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Complex Micro Interconnection has no correlation between past and present. Overlapping area represents the amount of predictability between Complex Micro time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Complex Micro Interc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Complex Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Complex Micro Interc lagged returns against current returns
Autocorrelation, which is Complex Micro 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 Complex Micro's stock expected returns. We can calculate the autocorrelation of Complex Micro returns to help us make a trade decision. For example, suppose you find that Complex Micro 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 |
Complex Micro 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 Complex Micro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Complex Micro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Complex Micro stock over time.
Current vs Lagged Prices |
| Timeline |
Complex Micro Lagged Returns
When evaluating Complex Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Complex Micro stock have on its future price. Complex Micro 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, Complex Micro autocorrelation shows the relationship between Complex Micro stock current value and its past values and can show if there is a momentum factor associated with investing in Complex Micro Interconnection.
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 Complex Stock Analysis
When running Complex Micro's price analysis, check to measure Complex Micro'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 Complex Micro is operating at the current time. Most of Complex Micro's value examination focuses on studying past and present price action to predict the probability of Complex Micro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Complex Micro's price. Additionally, you may evaluate how the addition of Complex Micro to your portfolios can decrease your overall portfolio volatility.