Ways Technical Related Correlations
3508 Stock | TWD 26.90 0.70 2.54% |
Correlations
5607 | 3360 | 3303 | 3686 | 3587 | 5258 | 6121 | ||
5607 | 0.55 | 0.5 | 0.21 | 0.58 | 0.39 | 0.33 | 5607 | |
3360 | 0.55 | 0.3 | 0.03 | 0.67 | 0.37 | 0.13 | 3360 | |
3303 | 0.5 | 0.3 | 0.61 | 0.63 | 0.81 | 0.9 | 3303 | |
3686 | 0.21 | 0.03 | 0.61 | 0.39 | 0.64 | 0.48 | 3686 | |
3587 | 0.58 | 0.67 | 0.63 | 0.39 | 0.68 | 0.45 | 3587 | |
5258 | 0.39 | 0.37 | 0.81 | 0.64 | 0.68 | 0.57 | 5258 | |
6121 | 0.33 | 0.13 | 0.9 | 0.48 | 0.45 | 0.57 | 6121 | |
5607 | 3360 | 3303 | 3686 | 3587 | 5258 | 6121 |
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Ways Stock performing well and Ways Technical Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Ways Technical's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
5607 | 1.33 | (0.03) | 0.00 | 0.54 | 0.00 | 4.99 | 9.95 | |||
3360 | 3.49 | 0.41 | 0.07 | 4.63 | 3.42 | 9.97 | 19.69 | |||
3303 | 0.94 | 0.14 | 0.04 | 0.61 | 0.93 | 2.91 | 6.05 | |||
3686 | 1.20 | 0.26 | 0.09 | (0.99) | 0.92 | 4.74 | 7.28 | |||
3587 | 1.90 | 0.30 | 0.07 | (3.96) | 1.84 | 5.12 | 11.04 | |||
5258 | 2.15 | 0.24 | 0.06 | 4.11 | 1.93 | 7.14 | 15.02 | |||
6121 | 1.65 | 0.07 | 0.01 | 0.23 | 1.75 | 5.55 | 16.32 |