Holtek Semiconductor (Taiwan) Market Value
| 6202 Stock | TWD 40.25 1.40 3.36% |
| Symbol | Holtek |
Holtek Semiconductor '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 Holtek Semiconductor's 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 Holtek Semiconductor.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Holtek Semiconductor on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Holtek Semiconductor or generate 0.0% return on investment in Holtek Semiconductor over 90 days. Holtek Semiconductor is related to or competes with Novatek Microelectronics, Realtek Semiconductor, Nuvoton Technology, Global Unichip, and Sitronix Technology. Holtek Semiconductor Inc., an IC design house, designs and markets microcontroller and peripheral components in Taiwan More
Holtek Semiconductor 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 Holtek Semiconductor's 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 Holtek Semiconductor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.37 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 12.65 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 3.4 |
Holtek Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Holtek Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holtek Semiconductor's standard deviation. In reality, there are many statistical measures that can use Holtek Semiconductor historical prices to predict the future Holtek Semiconductor's volatility.| Risk Adjusted Performance | 0.0362 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0861 |
Holtek Semiconductor Backtested Returns
At this stage we consider Holtek Stock to be very steady. Holtek Semiconductor holds Efficiency (Sharpe) Ratio of 0.0545, which attests that the entity had a 0.0545 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Holtek Semiconductor, which you can use to evaluate the volatility of the firm. Please check out Holtek Semiconductor's Market Risk Adjusted Performance of 0.0961, downside deviation of 2.37, and Risk Adjusted Performance of 0.0362 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Holtek Semiconductor has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.73, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Holtek Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Holtek Semiconductor is expected to be smaller as well. Holtek Semiconductor right now retains a risk of 2.1%. Please check out Holtek Semiconductor coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Holtek Semiconductor will be following its current trending patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Holtek Semiconductor has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Holtek Semiconductor time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Holtek Semiconductor price movement. The serial correlation of -0.72 indicates that around 72.0% of current Holtek Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 2.21 |
Holtek Semiconductor lagged returns against current returns
Autocorrelation, which is Holtek Semiconductor 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 Holtek Semiconductor's stock expected returns. We can calculate the autocorrelation of Holtek Semiconductor returns to help us make a trade decision. For example, suppose you find that Holtek Semiconductor 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 |
| Timeline |
Holtek Semiconductor 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 Holtek Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Holtek Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Holtek Semiconductor stock over time.
Current vs Lagged Prices |
| Timeline |
Holtek Semiconductor Lagged Returns
When evaluating Holtek Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Holtek Semiconductor stock have on its future price. Holtek Semiconductor 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, Holtek Semiconductor autocorrelation shows the relationship between Holtek Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in Holtek Semiconductor.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Holtek Stock Analysis
When running Holtek Semiconductor's price analysis, check to measure Holtek Semiconductor'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 Holtek Semiconductor is operating at the current time. Most of Holtek Semiconductor's value examination focuses on studying past and present price action to predict the probability of Holtek Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Holtek Semiconductor's price. Additionally, you may evaluate how the addition of Holtek Semiconductor to your portfolios can decrease your overall portfolio volatility.