V TAC (Taiwan) Buy or Sell Recommendation

Macroaxis provides V TAC TECHNOLOGY TWD10 buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding V TAC positions. The advice algorithm takes into account all of V TAC TECHNOLOGY TWD10 available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from V TAC buy-and-hold prospective. Check also V TAC Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
V TAC TECHNOLOGY TWD10 -- Taiwan Stock  

TWD 16.8  0.2  1.2%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding V TAC TECHNOLOGY TWD10 is 'Strong Sell'.
For the selected time horizon V TAC TECHNOLOGY TWD10 has a mean deviation of 2.45, semi deviation of 2.27, standard deviation of 3.62, variance of 13.09, downside variance of 8.91 and semi variance of 5.15
This advice tool can be used to cross verify current analyst consensus on V TAC and to analyze the company potential to grow in the coming quarters. Please be advised to validate V TAC Market Capitalization to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.18Value At Risk-4.4568
Potential Upside6.7055Standard Deviation3.6187
 Return Density 
      Distribution 

V TAC Greeks

α
Alpha over DOW
= 0.64 
βBeta against DOW=(2.55) 
σ
Overall volatility
= 2.27 
 IrInformation ratio =(0.0025) 

V TAC Volatility Alert

V TAC TECHNOLOGY TWD10 currently demonstrates below average downside deviation of 2.98. It has Information Ratio of 0.0 and Jensen Alpha of 0.64. However, we do advice investors to further question V TAC TECHNOLOGY TWD10 expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
    
 Better Than Average     
    
 Worse Than Average Compare V TAC to competition
FundamentalsV TACPeer Average
Number of Employees510.67 K
Market Capitalization644.17 M29.78 B
SellBuy
Strong Sell

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0231
Market Risk Adjusted Performance(0.058445)
Mean Deviation2.45
Semi Deviation2.27
Downside Deviation2.98
Coefficient Of Variation1962.72
Standard Deviation3.62
Variance13.09
Information Ratio(0.002511)
Jensen Alpha0.6417
Total Risk Alpha(2.27)
Sortino Ratio(0.003044)
Treynor Ratio(0.068445)
Maximum Drawdown14.98
Value At Risk(4.46)
Potential Upside6.71
Downside Variance8.91
Semi Variance5.15
Expected Short fall(4.68)
Skewness1.19
Kurtosis1.55