Inventec Besta (Taiwan) Market Value
| 8201 Stock | TWD 14.05 0.15 1.06% |
| Symbol | Inventec |
Inventec Besta '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 Inventec Besta'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 Inventec Besta.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Inventec Besta on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Inventec Besta Co or generate 0.0% return on investment in Inventec Besta over 90 days. Inventec Besta is related to or competes with Penpower Technology, Dexin, Cheer Time, Sunnic Technology, Team Young, Goldtek Technology, and Ledlink Optics. ,Ltd manufactures and sells electronic dictionaries under the Besta brand More
Inventec Besta 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 Inventec Besta'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 Inventec Besta Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.94 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 4.29 |
Inventec Besta Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inventec Besta's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inventec Besta's standard deviation. In reality, there are many statistical measures that can use Inventec Besta historical prices to predict the future Inventec Besta's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.14) |
Inventec Besta Backtested Returns
Inventec Besta holds Efficiency (Sharpe) Ratio of -0.0375, which attests that the entity had a -0.0375 % return per unit of risk over the last 3 months. Inventec Besta exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inventec Besta's Market Risk Adjusted Performance of (0.13), standard deviation of 2.6, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Inventec Besta's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inventec Besta is expected to be smaller as well. At this point, Inventec Besta has a negative expected return of -0.0969%. Please make sure to check out Inventec Besta's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Inventec Besta performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Inventec Besta Co has below average predictability. Overlapping area represents the amount of predictability between Inventec Besta 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 Inventec Besta price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Inventec Besta price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Inventec Besta lagged returns against current returns
Autocorrelation, which is Inventec Besta 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 Inventec Besta's stock expected returns. We can calculate the autocorrelation of Inventec Besta returns to help us make a trade decision. For example, suppose you find that Inventec Besta 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 |
Inventec Besta 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 Inventec Besta stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inventec Besta stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inventec Besta stock over time.
Current vs Lagged Prices |
| Timeline |
Inventec Besta Lagged Returns
When evaluating Inventec Besta's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inventec Besta stock have on its future price. Inventec Besta 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, Inventec Besta autocorrelation shows the relationship between Inventec Besta stock current value and its past values and can show if there is a momentum factor associated with investing in Inventec Besta 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 Inventec Stock Analysis
When running Inventec Besta's price analysis, check to measure Inventec Besta'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 Inventec Besta is operating at the current time. Most of Inventec Besta's value examination focuses on studying past and present price action to predict the probability of Inventec Besta's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inventec Besta's price. Additionally, you may evaluate how the addition of Inventec Besta to your portfolios can decrease your overall portfolio volatility.