Aero Win (Taiwan) Market Value
| 8222 Stock | TWD 38.60 0.45 1.18% |
| Symbol | Aero |
Aero Win '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 Aero Win'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 Aero Win.
| 10/29/2023 |
| 11/22/2024 |
If you would invest 0.00 in Aero Win on October 29, 2023 and sell it all today you would earn a total of 0.00 from holding Aero Win Technology or generate 0.0% return on investment in Aero Win over 390 days. Aero Win is related to or competes with CSBC Corp, Tong Tai, Super Dragon, Victory New, and Kaulin Mfg. Aero Win Technology Corporation manufactures various products for the aviation industry in Taiwan and internationally More
Aero Win 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 Aero Win'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 Aero Win Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0174 | |||
| Maximum Drawdown | 11.15 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 3.77 |
Aero Win Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aero Win's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aero Win's standard deviation. In reality, there are many statistical measures that can use Aero Win historical prices to predict the future Aero Win's volatility.| Risk Adjusted Performance | 0.0575 | |||
| Jensen Alpha | 0.0183 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0219 | |||
| Treynor Ratio | 0.1147 |
Aero Win Technology Backtested Returns
At this stage we consider Aero Stock to be very steady. Aero Win Technology secures Sharpe Ratio (or Efficiency) of 0.0404, which signifies that the company had a 0.0404% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aero Win Technology, which you can use to evaluate the volatility of the firm. Please confirm Aero Win's Mean Deviation of 1.62, risk adjusted performance of 0.0575, and Downside Deviation of 1.76 to double-check if the risk estimate we provide is consistent with the expected return of 0.0897%. Aero Win has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.2, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Aero Win will likely underperform. Aero Win Technology right now shows a risk of 2.22%. Please confirm Aero Win Technology total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Aero Win Technology will be following its price patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
Aero Win Technology has weak reverse predictability. Overlapping area represents the amount of predictability between Aero Win time series from 29th of October 2023 to 11th of May 2024 and 11th of May 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aero Win Technology price movement. The serial correlation of -0.24 indicates that over 24.0% of current Aero Win price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 12.98 |
Aero Win Technology lagged returns against current returns
Autocorrelation, which is Aero Win 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 Aero Win's stock expected returns. We can calculate the autocorrelation of Aero Win returns to help us make a trade decision. For example, suppose you find that Aero Win 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 |
Aero Win 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 Aero Win stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aero Win stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aero Win stock over time.
Current vs Lagged Prices |
| Timeline |
Aero Win Lagged Returns
When evaluating Aero Win's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aero Win stock have on its future price. Aero Win 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, Aero Win autocorrelation shows the relationship between Aero Win stock current value and its past values and can show if there is a momentum factor associated with investing in Aero Win Technology.
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 Aero Stock Analysis
When running Aero Win's price analysis, check to measure Aero Win'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 Aero Win is operating at the current time. Most of Aero Win's value examination focuses on studying past and present price action to predict the probability of Aero Win's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aero Win's price. Additionally, you may evaluate how the addition of Aero Win to your portfolios can decrease your overall portfolio volatility.