Taiwan Wtd (Taiwan) Market Value

TWII -  Taiwan Index  

 16,145  152.01  0.93%

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
Backtest

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
11/21/2021
No Change 0.00  0.0 
In 5 months and 30 days
05/20/2022
0.00
If you would invest  0.00  in Taiwan Wtd on November 21, 2021 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 180 days.

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
16,14416,14516,146
Details
Intrinsic
Valuation
LowReal ValueHigh
12,59212,59317,759
Details
Naive
Forecast
LowNext ValueHigh
16,31716,31816,319
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15,59316,54917,506
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 -0.14, which indicates the index had -0.14% 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

    
  -0.3  

Weak reverse predictability

Taiwan Wtd has weak reverse predictability. Overlapping area represents the amount of predictability between Taiwan Wtd time series from 21st of November 2021 to 19th of February 2022 and 19th of February 2022 to 20th of May 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 -0.3 indicates that nearly 30.0% of current Taiwan Wtd price fluctuation can be explain by its past prices.
Correlation Coefficient-0.3
Spearman Rank Test-0.55
Residual Average0.0
Price Variance365316.1

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 
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      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 
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      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 

Taiwan Wtd Investors Sentiment

The influence of Taiwan Wtd's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Taiwan. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Taiwan Wtd in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Taiwan Wtd's short interest history, or implied volatility extrapolated from Taiwan Wtd options trading.

Current Sentiment - TWII

Taiwan Wtd Investor Sentiment

Most of Macroaxis investors are at this time bullish on Taiwan Wtd. What is your outlook on investing in Taiwan companies? Are you bullish or bearish on Taiwan Wtd?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

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.
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