CHIPMOS TECHADR (Germany) Market Value
| CPIA Stock | EUR 30.20 1.00 3.42% |
| Symbol | CHIPMOS |
CHIPMOS TECHADR '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 CHIPMOS TECHADR'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 CHIPMOS TECHADR.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in CHIPMOS TECHADR on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding CHIPMOS TECHADR 20 or generate 0.0% return on investment in CHIPMOS TECHADR over 30 days. CHIPMOS TECHADR is related to or competes with Nagarro SE. ChipMOS TECHNOLOGIES INC. researches, develops, manufactures, and sells high integration and high precision integrated c... More
CHIPMOS TECHADR 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 CHIPMOS TECHADR'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 CHIPMOS TECHADR 20 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.67 | |||
| Information Ratio | 0.2323 | |||
| Maximum Drawdown | 19.05 | |||
| Value At Risk | (5.11) | |||
| Potential Upside | 7.34 |
CHIPMOS TECHADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHIPMOS TECHADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CHIPMOS TECHADR's standard deviation. In reality, there are many statistical measures that can use CHIPMOS TECHADR historical prices to predict the future CHIPMOS TECHADR's volatility.| Risk Adjusted Performance | 0.1999 | |||
| Jensen Alpha | 0.9501 | |||
| Total Risk Alpha | 0.5208 | |||
| Sortino Ratio | 0.2382 | |||
| Treynor Ratio | 8.14 |
CHIPMOS TECHADR 20 Backtested Returns
CHIPMOS TECHADR is not too volatile given 3 months investment horizon. CHIPMOS TECHADR 20 secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the company had a 0.3 % return per unit of return volatility over the last 3 months. We were able to collect and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.14% are justified by taking the suggested risk. Use CHIPMOS TECHADR Semi Deviation of 2.46, mean deviation of 2.86, and Risk Adjusted Performance of 0.1999 to evaluate company specific risk that cannot be diversified away. CHIPMOS TECHADR holds a performance score of 23 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CHIPMOS TECHADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding CHIPMOS TECHADR is expected to be smaller as well. Use CHIPMOS TECHADR downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on CHIPMOS TECHADR.
Auto-correlation | 0.67 |
Good predictability
CHIPMOS TECHADR 20 has good predictability. Overlapping area represents the amount of predictability between CHIPMOS TECHADR time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 CHIPMOS TECHADR 20 price movement. The serial correlation of 0.67 indicates that around 67.0% of current CHIPMOS TECHADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 2.68 |
CHIPMOS TECHADR 20 lagged returns against current returns
Autocorrelation, which is CHIPMOS TECHADR 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 CHIPMOS TECHADR's stock expected returns. We can calculate the autocorrelation of CHIPMOS TECHADR returns to help us make a trade decision. For example, suppose you find that CHIPMOS TECHADR 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 |
CHIPMOS TECHADR 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 CHIPMOS TECHADR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CHIPMOS TECHADR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CHIPMOS TECHADR stock over time.
Current vs Lagged Prices |
| Timeline |
CHIPMOS TECHADR Lagged Returns
When evaluating CHIPMOS TECHADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CHIPMOS TECHADR stock have on its future price. CHIPMOS TECHADR 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, CHIPMOS TECHADR autocorrelation shows the relationship between CHIPMOS TECHADR stock current value and its past values and can show if there is a momentum factor associated with investing in CHIPMOS TECHADR 20.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CHIPMOS Stock
CHIPMOS TECHADR financial ratios help investors to determine whether CHIPMOS Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CHIPMOS with respect to the benefits of owning CHIPMOS TECHADR security.