Chipmos Technologies Stock Market Value
| IMOS Stock | USD 17.81 0.40 2.20% |
| Symbol | ChipMOS |
Is Semiconductors & Semiconductor Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of ChipMOS Technologies. If investors know ChipMOS will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about ChipMOS Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of ChipMOS Technologies is measured differently than its book value, which is the value of ChipMOS that is recorded on the company's balance sheet. Investors also form their own opinion of ChipMOS Technologies' value that differs from its market value or its book value, called intrinsic value, which is ChipMOS Technologies' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ChipMOS Technologies' market value can be influenced by many factors that don't directly affect ChipMOS Technologies' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ChipMOS Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if ChipMOS Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ChipMOS Technologies' 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.
ChipMOS Technologies '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 ChipMOS Technologies' 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 ChipMOS Technologies.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in ChipMOS Technologies on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding ChipMOS Technologies or generate 0.0% return on investment in ChipMOS Technologies over 90 days. ChipMOS Technologies is related to or competes with Amkor Technology, ASE Industrial, Diodes Incorporated, Himax Technologies, SemiLEDS, Photronics, and Silicon Motion. ChipMOS TECHNOLOGIES INC. engages in the research, development, manufacture, and sale of high-integration and high-preci... More
ChipMOS Technologies 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 ChipMOS Technologies' 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 ChipMOS Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.2 | |||
| Information Ratio | 0.0069 | |||
| Maximum Drawdown | 8.55 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 3.73 |
ChipMOS Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ChipMOS Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ChipMOS Technologies' standard deviation. In reality, there are many statistical measures that can use ChipMOS Technologies historical prices to predict the future ChipMOS Technologies' volatility.| Risk Adjusted Performance | 0.0895 | |||
| Jensen Alpha | 0.3022 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0065 | |||
| Treynor Ratio | (0.48) |
ChipMOS Technologies Backtested Returns
ChipMOS Technologies appears to be not too volatile, given 3 months investment horizon. ChipMOS Technologies secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ChipMOS Technologies, which you can use to evaluate the volatility of the firm. Please makes use of ChipMOS Technologies' Downside Deviation of 2.2, risk adjusted performance of 0.0895, and Mean Deviation of 1.65 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ChipMOS Technologies holds a performance score of 8. The firm shows a Beta (market volatility) of -0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ChipMOS Technologies are expected to decrease at a much lower rate. During the bear market, ChipMOS Technologies is likely to outperform the market. Please check ChipMOS Technologies' treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether ChipMOS Technologies' price patterns will revert.
Auto-correlation | -0.41 |
Modest reverse predictability
ChipMOS Technologies has modest reverse predictability. Overlapping area represents the amount of predictability between ChipMOS Technologies time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 ChipMOS Technologies price movement. The serial correlation of -0.41 indicates that just about 41.0% of current ChipMOS Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
ChipMOS Technologies lagged returns against current returns
Autocorrelation, which is ChipMOS Technologies 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 ChipMOS Technologies' stock expected returns. We can calculate the autocorrelation of ChipMOS Technologies returns to help us make a trade decision. For example, suppose you find that ChipMOS Technologies 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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ChipMOS Technologies 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 ChipMOS Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ChipMOS Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ChipMOS Technologies stock over time.
Current vs Lagged Prices |
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ChipMOS Technologies Lagged Returns
When evaluating ChipMOS Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ChipMOS Technologies stock have on its future price. ChipMOS Technologies 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, ChipMOS Technologies autocorrelation shows the relationship between ChipMOS Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in ChipMOS Technologies.
Regressed Prices |
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Additional Tools for ChipMOS Stock Analysis
When running ChipMOS Technologies' price analysis, check to measure ChipMOS Technologies' 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 ChipMOS Technologies is operating at the current time. Most of ChipMOS Technologies' value examination focuses on studying past and present price action to predict the probability of ChipMOS Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ChipMOS Technologies' price. Additionally, you may evaluate how the addition of ChipMOS Technologies to your portfolios can decrease your overall portfolio volatility.