Taiwan Semiconductor Manufacturing Stock Market Value
| TSM Stock | USD 368.10 5.99 1.60% |
| Symbol | Taiwan |
Will Semiconductors & Semiconductor Equipment sector continue expanding? Could Taiwan diversify its offerings? Factors like these will boost the valuation of Taiwan Semiconductor. If investors know Taiwan will grow in the future, the company's valuation will be higher. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Taiwan Semiconductor data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 0.406 | Earnings Share 10.51 | Revenue Per Share | Quarterly Revenue Growth 0.205 | Return On Assets |
Investors evaluate Taiwan Semiconductor using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Taiwan Semiconductor's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Taiwan Semiconductor's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Taiwan Semiconductor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Taiwan Semiconductor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Taiwan Semiconductor's market price signifies the transaction level at which participants voluntarily complete trades.
Taiwan Semiconductor '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 Taiwan Semiconductor'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 Taiwan Semiconductor.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Taiwan Semiconductor on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Taiwan Semiconductor Manufacturing or generate 0.0% return on investment in Taiwan Semiconductor over 90 days. Taiwan Semiconductor is related to or competes with Sunrun, CVR Energy, Murphy Oil, Valvoline, California Resources, Valaris, and Magnolia Oil. Taiwan Semiconductor Manufacturing Company Limited manufactures, packages, tests, and sells integrated circuits and othe... More
Taiwan Semiconductor 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 Taiwan Semiconductor'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 Taiwan Semiconductor Manufacturing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.155 | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 3.48 |
Taiwan Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taiwan Semiconductor's standard deviation. In reality, there are many statistical measures that can use Taiwan Semiconductor historical prices to predict the future Taiwan Semiconductor's volatility.| Risk Adjusted Performance | 0.1632 | |||
| Jensen Alpha | 0.3115 | |||
| Total Risk Alpha | 0.2131 | |||
| Sortino Ratio | 0.1648 | |||
| Treynor Ratio | 0.3317 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Taiwan Semiconductor's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Taiwan Semiconductor February 13, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1632 | |||
| Market Risk Adjusted Performance | 0.3417 | |||
| Mean Deviation | 1.68 | |||
| Semi Deviation | 1.73 | |||
| Downside Deviation | 1.97 | |||
| Coefficient Of Variation | 516.98 | |||
| Standard Deviation | 2.1 | |||
| Variance | 4.4 | |||
| Information Ratio | 0.155 | |||
| Jensen Alpha | 0.3115 | |||
| Total Risk Alpha | 0.2131 | |||
| Sortino Ratio | 0.1648 | |||
| Treynor Ratio | 0.3317 | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 3.48 | |||
| Downside Variance | 3.89 | |||
| Semi Variance | 2.98 | |||
| Expected Short fall | (1.89) | |||
| Skewness | (0.01) | |||
| Kurtosis | 0.024 |
Taiwan Semiconductor Backtested Returns
Taiwan Semiconductor appears to be very steady, given 3 months investment horizon. Taiwan Semiconductor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Taiwan Semiconductor Manufacturing, which you can use to evaluate the volatility of the company. Please review Taiwan Semiconductor's Coefficient Of Variation of 516.98, semi deviation of 1.73, and Risk Adjusted Performance of 0.1632 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taiwan Semiconductor holds a performance score of 17. The entity has a beta of 1.19, which indicates 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, Taiwan Semiconductor will likely underperform. Please check Taiwan Semiconductor's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Taiwan Semiconductor's existing price patterns will revert.
Auto-correlation | 0.54 |
Modest predictability
Taiwan Semiconductor Manufacturing has modest predictability. Overlapping area represents the amount of predictability between Taiwan Semiconductor time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 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 Taiwan Semiconductor price movement. The serial correlation of 0.54 indicates that about 54.0% of current Taiwan Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 223.34 |
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Taiwan Semiconductor technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.