VeriSilicon Microelectronics (China) Market Value
| 688521 Stock | 86.69 0.85 0.97% |
| Symbol | VeriSilicon |
VeriSilicon Microelectronics '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 VeriSilicon Microelectronics' 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 VeriSilicon Microelectronics.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in VeriSilicon Microelectronics on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding VeriSilicon Microelectronics Shanghai or generate 0.0% return on investment in VeriSilicon Microelectronics over 90 days. VeriSilicon Microelectronics is related to or competes with Focus Media, BCEG Environmental, Threes Company, Sino Medical, 37 Interactive, Huayi Brothers, and Contec Medical. VeriSilicon Microelectronics is entity of China More
VeriSilicon Microelectronics 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 VeriSilicon Microelectronics' 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 VeriSilicon Microelectronics Shanghai upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 14.26 | |||
| Value At Risk | (5.45) | |||
| Potential Upside | 4.84 |
VeriSilicon Microelectronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VeriSilicon Microelectronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VeriSilicon Microelectronics' standard deviation. In reality, there are many statistical measures that can use VeriSilicon Microelectronics historical prices to predict the future VeriSilicon Microelectronics' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (0.31) |
VeriSilicon Microelectronics Backtested Returns
VeriSilicon Microelectronics owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0289, which indicates the firm had a -0.0289 % return per unit of risk over the last 3 months. VeriSilicon Microelectronics Shanghai exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VeriSilicon Microelectronics' Coefficient Of Variation of (1,507), risk adjusted performance of (0.05), and Variance of 9.19 to confirm the risk estimate we provide. The entity has a beta of 0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VeriSilicon Microelectronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding VeriSilicon Microelectronics is expected to be smaller as well. At this point, VeriSilicon Microelectronics has a negative expected return of -0.0862%. Please make sure to validate VeriSilicon Microelectronics' treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if VeriSilicon Microelectronics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
VeriSilicon Microelectronics Shanghai has insignificant reverse predictability. Overlapping area represents the amount of predictability between VeriSilicon Microelectronics time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 VeriSilicon Microelectronics price movement. The serial correlation of -0.15 indicates that less than 15.0% of current VeriSilicon Microelectronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 10.95 |
VeriSilicon Microelectronics lagged returns against current returns
Autocorrelation, which is VeriSilicon Microelectronics 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 VeriSilicon Microelectronics' stock expected returns. We can calculate the autocorrelation of VeriSilicon Microelectronics returns to help us make a trade decision. For example, suppose you find that VeriSilicon Microelectronics 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 |
VeriSilicon Microelectronics 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 VeriSilicon Microelectronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VeriSilicon Microelectronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VeriSilicon Microelectronics stock over time.
Current vs Lagged Prices |
| Timeline |
VeriSilicon Microelectronics Lagged Returns
When evaluating VeriSilicon Microelectronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VeriSilicon Microelectronics stock have on its future price. VeriSilicon Microelectronics 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, VeriSilicon Microelectronics autocorrelation shows the relationship between VeriSilicon Microelectronics stock current value and its past values and can show if there is a momentum factor associated with investing in VeriSilicon Microelectronics Shanghai.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VeriSilicon Stock
VeriSilicon Microelectronics financial ratios help investors to determine whether VeriSilicon Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VeriSilicon with respect to the benefits of owning VeriSilicon Microelectronics security.