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Taiwan technical analysis

 
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Taiwan Secom

Stock@Taiwan Stock Exchange 
Taiwan Province Of China TWD
   
Use Taiwan Secom Co Ltd (#TW0009917005TW) technical analysis within your existing portfolios mixed with equities fromn Taiwan Stock Exchange to enhance returns of your portfolios as well as to determine Stock diversification method that is right for you.  Build Portfolio
Investment horizon: 
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Time Series Trend Analysis

Use this graph to draw trend lines for Taiwan Secom Co Ltd. You can use it to identify possible trend reversals for Taiwan as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Taiwan price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 

Taiwan Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Taiwan Secom Co Ltd applied against its price change over selected period. The best fit line has a slop of 0.19 % Macroaxis: 0.18749999999999956 Moved Up which means Taiwan Secom Co Ltd will continue generating value for investors. It has 30 observation points and regression sum of squers of 19.69 which is sum of squared deviations of the predicted Taiwan price change against its avarage change.
Price Growth (%)  
Taiwan   Prediction Trend   
 
Taiwan has a best fit line with a correlation coefficient of 0.69. and coefficient of determination of 0.47. Note, that the company had not issued any dividends in recent years.

Taiwan May 19 2013 Technical Indicators

Risk Adjusted Performance0.1455
Market Risk Adjusted Performance1.23
Mean Deviation0.913
Semi-Deviation1.04
Downside Deviation2.31
Coefficient Of Variation324.75
Standard Deviation1.3
Variance1.68
Information Ratio0.0852
Jensen Alpha0.3001
Total Risk Alpha(0.41)
Sortino Ratio0.0477
Treynor Ratio1.22
Maximum Drawdown5.4
Value At Risk(3.24)
Potential Upside2.16
Downside Variance5.35
Semi Variance1.08
Expected Short fall(1.22)
Skewness(1.39)
Kurtosis3.86
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Taiwan Research Report

Taiwan vs. Compal

Correlation analysis and fundamentals comparison between Taiwan Secom and Compal Electronics

 
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