Aisin Seiki Co Stock Market Value
| ASEKY Stock | USD 19.20 0.15 0.79% |
| Symbol | Aisin |
Aisin Seiki '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 Aisin Seiki's pink sheet 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 Aisin Seiki.
| 07/23/2025 |
| 01/19/2026 |
If you would invest 0.00 in Aisin Seiki on July 23, 2025 and sell it all today you would earn a total of 0.00 from holding Aisin Seiki Co or generate 0.0% return on investment in Aisin Seiki over 180 days. Aisin Seiki is related to or competes with Continental Aktiengesellscha, Continental, Knorr Bremse, Astra International, Knorr Bremse, Sekisui House, and Evolution Gaming. Aisin Corporation manufactures and sells automotive parts, and energy- and lifestyle-related products More
Aisin Seiki 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 Aisin Seiki's pink sheet 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 Aisin Seiki Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.33 | |||
| Information Ratio | 0.0369 | |||
| Maximum Drawdown | 22.52 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 4.45 |
Aisin Seiki Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aisin Seiki's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aisin Seiki's standard deviation. In reality, there are many statistical measures that can use Aisin Seiki historical prices to predict the future Aisin Seiki's volatility.| Risk Adjusted Performance | 0.0589 | |||
| Jensen Alpha | 0.1376 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0186 | |||
| Treynor Ratio | 0.3295 |
Aisin Seiki Backtested Returns
Aisin Seiki appears to be not too volatile, given 3 months investment horizon. Aisin Seiki secures Sharpe Ratio (or Efficiency) of 0.0765, which signifies that the company had a 0.0765 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aisin Seiki Co, which you can use to evaluate the volatility of the firm. Please makes use of Aisin Seiki's Downside Deviation of 5.33, risk adjusted performance of 0.0589, and Mean Deviation of 1.09 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aisin Seiki holds a performance score of 6. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aisin Seiki's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aisin Seiki is expected to be smaller as well. Please check Aisin Seiki's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Aisin Seiki's price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Aisin Seiki Co has average predictability. Overlapping area represents the amount of predictability between Aisin Seiki time series from 23rd of July 2025 to 21st of October 2025 and 21st of October 2025 to 19th 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 Aisin Seiki price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Aisin Seiki price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Aisin Seiki lagged returns against current returns
Autocorrelation, which is Aisin Seiki pink sheet'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 Aisin Seiki's pink sheet expected returns. We can calculate the autocorrelation of Aisin Seiki returns to help us make a trade decision. For example, suppose you find that Aisin Seiki has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Aisin Seiki 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 Aisin Seiki pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aisin Seiki pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aisin Seiki pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aisin Seiki Lagged Returns
When evaluating Aisin Seiki's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aisin Seiki pink sheet have on its future price. Aisin Seiki 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, Aisin Seiki autocorrelation shows the relationship between Aisin Seiki pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aisin Seiki 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 Aisin Pink Sheet Analysis
When running Aisin Seiki's price analysis, check to measure Aisin Seiki'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 Aisin Seiki is operating at the current time. Most of Aisin Seiki's value examination focuses on studying past and present price action to predict the probability of Aisin Seiki's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aisin Seiki's price. Additionally, you may evaluate how the addition of Aisin Seiki to your portfolios can decrease your overall portfolio volatility.