Amax Hldg (Taiwan) Market Value
| 6933 Stock | 149.00 1.50 1.02% |
| Symbol | Amax |
Amax Hldg '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 Amax Hldg'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 Amax Hldg.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in Amax Hldg on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding Amax Hldg Co or generate 0.0% return on investment in Amax Hldg over 90 days.
Amax Hldg 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 Amax Hldg'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 Amax Hldg Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 15.98 | |||
| Value At Risk | (5.68) | |||
| Potential Upside | 6.71 |
Amax Hldg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amax Hldg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amax Hldg's standard deviation. In reality, there are many statistical measures that can use Amax Hldg historical prices to predict the future Amax Hldg's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (1.13) |
Amax Hldg Backtested Returns
Amax Hldg secures Sharpe Ratio (or Efficiency) of -0.0638, which signifies that the company had a -0.0638 % return per unit of standard deviation over the last 3 months. Amax Hldg Co exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amax Hldg's risk adjusted performance of (0.05), and Mean Deviation of 2.34 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amax Hldg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amax Hldg is expected to be smaller as well. At this point, Amax Hldg has a negative expected return of -0.21%. Please make sure to confirm Amax Hldg's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Amax Hldg performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Amax Hldg Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Amax Hldg time series from 12th of October 2025 to 26th of November 2025 and 26th of November 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 Amax Hldg price movement. The serial correlation of -0.2 indicates that over 20.0% of current Amax Hldg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 34.47 |
Amax Hldg lagged returns against current returns
Autocorrelation, which is Amax Hldg 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 Amax Hldg's stock expected returns. We can calculate the autocorrelation of Amax Hldg returns to help us make a trade decision. For example, suppose you find that Amax Hldg 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 |
Amax Hldg 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 Amax Hldg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amax Hldg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amax Hldg stock over time.
Current vs Lagged Prices |
| Timeline |
Amax Hldg Lagged Returns
When evaluating Amax Hldg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amax Hldg stock have on its future price. Amax Hldg 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, Amax Hldg autocorrelation shows the relationship between Amax Hldg stock current value and its past values and can show if there is a momentum factor associated with investing in Amax Hldg 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 Amax Stock Analysis
When running Amax Hldg's price analysis, check to measure Amax Hldg'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 Amax Hldg is operating at the current time. Most of Amax Hldg's value examination focuses on studying past and present price action to predict the probability of Amax Hldg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amax Hldg's price. Additionally, you may evaluate how the addition of Amax Hldg to your portfolios can decrease your overall portfolio volatility.