Cyberlink (Taiwan) Market Value
| 5203 Stock | TWD 83.00 1.20 1.43% |
| Symbol | Cyberlink |
Cyberlink '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 Cyberlink'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 Cyberlink.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Cyberlink on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Cyberlink Co or generate 0.0% return on investment in Cyberlink over 720 days. Cyberlink is related to or competes with Taiwan Semiconductor, Yang Ming, ASE Industrial, AU Optronics, Innolux Corp, United Microelectronics, and Nan Ya. CyberLink Corp. operates as a multimedia software and AI facial recognition technology company in Taiwan and internation... More
Cyberlink 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 Cyberlink'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 Cyberlink Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.4 |
Cyberlink Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cyberlink's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cyberlink's standard deviation. In reality, there are many statistical measures that can use Cyberlink historical prices to predict the future Cyberlink's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.89) |
Cyberlink Backtested Returns
Cyberlink secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the company had a -0.2% return per unit of standard deviation over the last 3 months. Cyberlink Co exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cyberlink's mean deviation of 0.8175, and Risk Adjusted Performance of (0.16) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cyberlink's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cyberlink is expected to be smaller as well. At this point, Cyberlink has a negative expected return of -0.21%. Please make sure to confirm Cyberlink's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Cyberlink performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Cyberlink Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Cyberlink time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cyberlink price movement. The serial correlation of -0.01 indicates that just 1.0% of current Cyberlink price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 41.79 |
Cyberlink lagged returns against current returns
Autocorrelation, which is Cyberlink 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 Cyberlink's stock expected returns. We can calculate the autocorrelation of Cyberlink returns to help us make a trade decision. For example, suppose you find that Cyberlink 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 |
Cyberlink 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 Cyberlink stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cyberlink stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cyberlink stock over time.
Current vs Lagged Prices |
| Timeline |
Cyberlink Lagged Returns
When evaluating Cyberlink's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cyberlink stock have on its future price. Cyberlink 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, Cyberlink autocorrelation shows the relationship between Cyberlink stock current value and its past values and can show if there is a momentum factor associated with investing in Cyberlink Co.
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 Cyberlink Stock Analysis
When running Cyberlink's price analysis, check to measure Cyberlink'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 Cyberlink is operating at the current time. Most of Cyberlink's value examination focuses on studying past and present price action to predict the probability of Cyberlink's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cyberlink's price. Additionally, you may evaluate how the addition of Cyberlink to your portfolios can decrease your overall portfolio volatility.