Acelon Chemicals (Taiwan) Market Value
| 1466 Stock | TWD 15.60 0.15 0.95% |
| Symbol | Acelon |
Acelon Chemicals '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 Acelon Chemicals' stock 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 Acelon Chemicals.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Acelon Chemicals on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Acelon Chemicals Fiber or generate 0.0% return on investment in Acelon Chemicals over 90 days. Acelon Chemicals is related to or competes with Honmyue Enterprise, Tainan Spinning, Chia Her, Zig Sheng, and Li Peng. Acelon Chemicals Fiber Corporation manufactures and sells textile products in Taiwan More
Acelon Chemicals 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 Acelon Chemicals' stock 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 Acelon Chemicals Fiber upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.0511 | |||
| Maximum Drawdown | 16.14 | |||
| Value At Risk | (4.19) | |||
| Potential Upside | 5.05 |
Acelon Chemicals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acelon Chemicals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acelon Chemicals' standard deviation. In reality, there are many statistical measures that can use Acelon Chemicals historical prices to predict the future Acelon Chemicals' volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 0.2088 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0564 | |||
| Treynor Ratio | 0.4608 |
Acelon Chemicals Fiber Backtested Returns
Acelon Chemicals appears to be not too volatile, given 3 months investment horizon. Acelon Chemicals Fiber secures Sharpe Ratio (or Efficiency) of 0.0852, which signifies that the company had a 0.0852 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Acelon Chemicals Fiber, which you can use to evaluate the volatility of the firm. Please makes use of Acelon Chemicals' mean deviation of 2.36, and Risk Adjusted Performance of 0.0965 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acelon Chemicals holds a performance score of 6. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Acelon Chemicals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Acelon Chemicals is expected to be smaller as well. Please check Acelon Chemicals' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Acelon Chemicals' price patterns will revert.
Auto-correlation | -0.82 |
Excellent reverse predictability
Acelon Chemicals Fiber has excellent reverse predictability. Overlapping area represents the amount of predictability between Acelon Chemicals time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Acelon Chemicals Fiber price movement. The serial correlation of -0.82 indicates that around 82.0% of current Acelon Chemicals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Acelon Chemicals Fiber lagged returns against current returns
Autocorrelation, which is Acelon Chemicals stock'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 Acelon Chemicals' stock expected returns. We can calculate the autocorrelation of Acelon Chemicals returns to help us make a trade decision. For example, suppose you find that Acelon Chemicals 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 price movement to match the lagging time series.
Current and Lagged Values |
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Acelon Chemicals 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 Acelon Chemicals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acelon Chemicals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acelon Chemicals stock over time.
Current vs Lagged Prices |
| Timeline |
Acelon Chemicals Lagged Returns
When evaluating Acelon Chemicals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acelon Chemicals stock have on its future price. Acelon Chemicals 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, Acelon Chemicals autocorrelation shows the relationship between Acelon Chemicals stock current value and its past values and can show if there is a momentum factor associated with investing in Acelon Chemicals Fiber.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Acelon Stock Analysis
When running Acelon Chemicals' price analysis, check to measure Acelon Chemicals' 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 Acelon Chemicals is operating at the current time. Most of Acelon Chemicals' value examination focuses on studying past and present price action to predict the probability of Acelon Chemicals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acelon Chemicals' price. Additionally, you may evaluate how the addition of Acelon Chemicals to your portfolios can decrease your overall portfolio volatility.