CHANGS ASCENDING (Taiwan) Buy or Sell Recommendation

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

Investment Horizon


Risk Tolerance

Execute Advice
CHANGS ASCENDING E TWD10 -- Taiwan Stock  

TWD 41.2  0.4  0.98%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding CHANGS ASCENDING E TWD10 is 'Strong Hold'.
For the selected time horizon CHANGS ASCENDING E TWD10 has a risk adjusted performance of (0.030476), jensen alpha of (0.18), total risk alpha of (0.62), sortino ratio of 0.0 and treynor ratio of (0.29)
CHANGS ASCENDING E buy or sell advice module can be used to check and cross-verify current buy, hold, or sell suggestion provided by analysts examining the organization potential to grow using all of fundamental, technical, data market data available at this time. Please be advised to confirm CHANGS ASCENDING E TWD10 Market Capitalization to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.1Value At Risk1.67
Potential Upside1.54Standard Deviation1.29
 Return Density 


Alpha over DOW
βBeta against DOW=0.36
Overall volatility
 IrInformation ratio =0.23


CHANGS ASCENDING E TWD10 exhibits very low volatility with skewness of 0.84 and kurtosis of 0.91. However, we advise investors to further study CHANGS ASCENDING E TWD10 technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare CHANGS ASCENDING to competition
FundamentalsCHANGS ASCENDINGPeer Average
Number of Employees910.67 K
Market Capitalization2.36 B29.78 B
Strong Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Risk Adjusted Performance(0.030476)
Market Risk Adjusted Performance(0.28)
Mean Deviation1.01
Coefficient Of Variation(1,351)
Standard Deviation1.29
Information Ratio(0.23)
Jensen Alpha(0.18)
Total Risk Alpha(0.62)
Treynor Ratio(0.29)
Maximum Drawdown5.4
Value At Risk(1.67)
Potential Upside1.54