Taiwan Closed Fund Market Value
| TWN Fund | USD 60.39 1.11 1.87% |
| Symbol | Taiwan |
Taiwan Closed '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 Closed's fund 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 Closed.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Taiwan Closed on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Taiwan Closed or generate 0.0% return on investment in Taiwan Closed over 90 days. Taiwan Closed is related to or competes with Cohen Steers, Liberty All, Harbor Mid, Baron International, Columbia Select, Morgan Stanley, and Aberdeen Small. The Taiwan Fund, Inc. is a closed-ended equity mutual fund launched and managed by Nomura Asset Management U.S.A More
Taiwan Closed 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 Closed's fund 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 Closed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.123 | |||
| Maximum Drawdown | 4.7 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 2.09 |
Taiwan Closed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Closed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taiwan Closed's standard deviation. In reality, there are many statistical measures that can use Taiwan Closed historical prices to predict the future Taiwan Closed's volatility.| Risk Adjusted Performance | 0.1589 | |||
| Jensen Alpha | 0.2066 | |||
| Total Risk Alpha | 0.1108 | |||
| Sortino Ratio | 0.1398 | |||
| Treynor Ratio | 0.5995 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Taiwan Closed'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 Closed February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1589 | |||
| Market Risk Adjusted Performance | 0.6095 | |||
| Mean Deviation | 1.09 | |||
| Semi Deviation | 0.9357 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 519.17 | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.66 | |||
| Information Ratio | 0.123 | |||
| Jensen Alpha | 0.2066 | |||
| Total Risk Alpha | 0.1108 | |||
| Sortino Ratio | 0.1398 | |||
| Treynor Ratio | 0.5995 | |||
| Maximum Drawdown | 4.7 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 2.09 | |||
| Downside Variance | 1.29 | |||
| Semi Variance | 0.8756 | |||
| Expected Short fall | (1.26) | |||
| Skewness | 0.0523 | |||
| Kurtosis | (0.57) |
Taiwan Closed Backtested Returns
Taiwan Closed appears to be very steady, given 3 months investment horizon. Taiwan Closed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Taiwan Closed, which you can use to evaluate the volatility of the fund. Please review Taiwan Closed's Coefficient Of Variation of 519.17, risk adjusted performance of 0.1589, and Semi Deviation of 0.9357 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Taiwan Closed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taiwan Closed is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Taiwan Closed has good predictability. Overlapping area represents the amount of predictability between Taiwan Closed time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Closed price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Taiwan Closed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 4.26 |
Pair Trading with Taiwan Closed
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Taiwan Closed position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Taiwan Closed will appreciate offsetting losses from the drop in the long position's value.Moving against Taiwan Fund
| 0.89 | UIPIX | Ultrashort Mid Cap Downward Rally | PairCorr |
| 0.83 | CESGX | Coho Relative Value | PairCorr |
| 0.78 | TCSUX | Cleartrack 2020 Class | PairCorr |
| 0.77 | TCTGX | Transamerica Cleartrack | PairCorr |
| 0.77 | TDKTX | Cleartrack 2015 Class | PairCorr |
The ability to find closely correlated positions to Taiwan Closed could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Taiwan Closed when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Taiwan Closed - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Taiwan Closed to buy it.
The correlation of Taiwan Closed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Taiwan Closed moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Taiwan Closed moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Taiwan Closed can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Taiwan Fund
Taiwan Closed financial ratios help investors to determine whether Taiwan Fund 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 Taiwan with respect to the benefits of owning Taiwan Closed security.
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