Ajinomoto Co Stock Market Value
| AJINF Stock | USD 21.24 2.59 10.87% |
| Symbol | Ajinomoto |
Ajinomoto '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 Ajinomoto's otc 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 Ajinomoto.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in Ajinomoto on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding Ajinomoto Co or generate 0.0% return on investment in Ajinomoto over 90 days. Ajinomoto is related to or competes with Associated British, Associated British, Henkel AG, Henkel AG, JDE Peets, Kerry Group, and Seven I. Ajinomoto Co., Inc. engages in the seasonings and foods, frozen foods, and healthcare and other businesses in Japan and ... More
Ajinomoto 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 Ajinomoto's otc 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 Ajinomoto Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 11.4 | |||
| Value At Risk | (5.49) | |||
| Potential Upside | 1.52 |
Ajinomoto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ajinomoto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ajinomoto's standard deviation. In reality, there are many statistical measures that can use Ajinomoto historical prices to predict the future Ajinomoto's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (0.51) |
Ajinomoto Backtested Returns
Ajinomoto secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16 % return per unit of risk over the last 3 months. Ajinomoto Co exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ajinomoto's Standard Deviation of 2.46, risk adjusted performance of (0.09), and Mean Deviation of 1.15 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ajinomoto's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ajinomoto is expected to be smaller as well. At this point, Ajinomoto has a negative expected return of -0.41%. Please make sure to confirm Ajinomoto's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Ajinomoto performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Ajinomoto Co has weak predictability. Overlapping area represents the amount of predictability between Ajinomoto time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ajinomoto price movement. The serial correlation of 0.23 indicates that over 23.0% of current Ajinomoto price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Ajinomoto lagged returns against current returns
Autocorrelation, which is Ajinomoto otc 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 Ajinomoto's otc stock expected returns. We can calculate the autocorrelation of Ajinomoto returns to help us make a trade decision. For example, suppose you find that Ajinomoto has exhibited high autocorrelation historically, and you observe that the otc 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 |
Ajinomoto 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 Ajinomoto otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ajinomoto otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ajinomoto otc stock over time.
Current vs Lagged Prices |
| Timeline |
Ajinomoto Lagged Returns
When evaluating Ajinomoto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ajinomoto otc stock have on its future price. Ajinomoto 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, Ajinomoto autocorrelation shows the relationship between Ajinomoto otc stock current value and its past values and can show if there is a momentum factor associated with investing in Ajinomoto Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ajinomoto OTC Stock
Ajinomoto financial ratios help investors to determine whether Ajinomoto OTC 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 Ajinomoto with respect to the benefits of owning Ajinomoto security.