Taiwan Wtd (Taiwan) Market Value

TWII
 Index
  

 15,020  15.63  0.10%   

Taiwan Wtd's market value is the price at which a share of Taiwan Wtd stock trades on a public exchange. It measures the collective expectations of Taiwan Wtd investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Taiwan Wtd and determine expected loss or profit from investing in Taiwan Wtd over a given investment horizon. Check out Taiwan Wtd Hype Analysis, Taiwan Wtd Correlation, Portfolio Optimization, Taiwan Wtd Volatility, as well as analyze Taiwan Wtd Alpha and Beta and Taiwan Wtd Performance.
Symbol

Please note, there is a significant difference between Taiwan Wtd's value and its price as these two are different measures arrived at by different means. Investors typically determine Taiwan Wtd value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Taiwan Wtd's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Taiwan Wtd '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 Wtd's index 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 Wtd.
0.00
07/09/2022
No Change 0.00  0.0 
In 31 days
08/08/2022
0.00
If you would invest  0.00  in Taiwan Wtd on July 9, 2022 and sell it all today you would earn a total of 0.00 from holding Taiwan Wtd or generate 0.0% return on investment in Taiwan Wtd over 30 days. More

Taiwan Wtd 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 Wtd's index 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 Wtd upside and downside potential and time the market with a certain degree of confidence.

Taiwan Wtd Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Wtd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taiwan Wtd's standard deviation. In reality, there are many statistical measures that can use Taiwan Wtd historical prices to predict the future Taiwan Wtd's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Taiwan Wtd'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. Please use the tools below to analyze the current value of Taiwan Wtd in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
15,01915,02015,022
Details
Intrinsic
Valuation
LowReal ValueHigh
11,71511,71616,522
Details
Naive
Forecast
LowNext ValueHigh
14,39214,39414,395
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14,62314,89815,172
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Taiwan Wtd. Your research has to be compared to or analyzed against Taiwan Wtd's peers to derive any actionable benefits. When done correctly, Taiwan Wtd's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Taiwan Wtd.

Taiwan Wtd Backtested Returns

Taiwan Wtd owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.071, which indicates the index had -0.071% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Taiwan Wtd exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. Let's try to break down what Taiwan's beta means in this case. the returns on MARKET and Taiwan Wtd are completely uncorrelated. Even though it is essential to pay attention to Taiwan Wtd current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Taiwan Wtd exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.11  

Insignificant predictability

Taiwan Wtd has insignificant predictability. Overlapping area represents the amount of predictability between Taiwan Wtd time series from 9th of July 2022 to 24th of July 2022 and 24th of July 2022 to 8th of August 2022. 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 Wtd price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Taiwan Wtd price fluctuation can be explain by its past prices.
Correlation Coefficient0.11
Spearman Rank Test0.07
Residual Average0.0
Price Variance12478.02

Taiwan Wtd lagged returns against current returns

Autocorrelation, which is Taiwan Wtd index'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 Taiwan Wtd's index expected returns. We can calculate the autocorrelation of Taiwan Wtd returns to help us make a trade decision. For example, suppose you find that Taiwan Wtd index 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

Taiwan Wtd 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 Taiwan Wtd index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taiwan Wtd index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taiwan Wtd index over time.
   Current vs Lagged Prices   
Share
       Timeline  

Taiwan Wtd Lagged Returns

When evaluating Taiwan Wtd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taiwan Wtd index have on its future price. Taiwan Wtd 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, Taiwan Wtd autocorrelation shows the relationship between Taiwan Wtd index current value and its past values and can show if there is a momentum factor associated with investing in Taiwan Wtd.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Taiwan Wtd without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Efficient Frontier Now

   

Efficient Frontier

Plot and analyze your portfolio and positions against risk-return landscape of the market.
All  Next Launch Module

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.
Check out Taiwan Wtd Hype Analysis, Taiwan Wtd Correlation, Portfolio Optimization, Taiwan Wtd Volatility, as well as analyze Taiwan Wtd Alpha and Beta and Taiwan Wtd Performance. Note that the Taiwan Wtd information on this page should be used as a complementary analysis to other Taiwan Wtd's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Other Tools for Taiwan Index

When running Taiwan Wtd price analysis, check to measure Taiwan Wtd'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 Taiwan Wtd is operating at the current time. Most of Taiwan Wtd's value examination focuses on studying past and present price action to predict the probability of Taiwan Wtd's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Taiwan Wtd's price. Additionally, you may evaluate how the addition of Taiwan Wtd to your portfolios can decrease your overall portfolio volatility.
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go