Aisin Seiki Co Stock Market Value
| ASEKY Stock | USD 19.00 1.29 7.28% |
| 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.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Aisin Seiki on November 28, 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 30 days. Aisin Seiki is related to or competes with Continental Aktiengesellscha, Continental, Knorr-Bremse Aktiengesellscha, 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.
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 22.52 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 4.27 |
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 | 0.0361 | |||
| Jensen Alpha | 0.137 | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.20) |
Aisin Seiki Backtested Returns
At this stage we consider Aisin Pink Sheet to be not too volatile. Aisin Seiki secures Sharpe Ratio (or Efficiency) of 0.0707, which signifies that the company had a 0.0707 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Aisin Seiki Co, which you can use to evaluate the volatility of the firm. Please confirm Aisin Seiki's Risk Adjusted Performance of 0.0361, mean deviation of 0.9578, and Standard Deviation of 2.68 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Aisin Seiki has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aisin Seiki are expected to decrease at a much lower rate. During the bear market, Aisin Seiki is likely to outperform the market. Aisin Seiki right now shows a risk of 2.65%. Please confirm Aisin Seiki information ratio, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Aisin Seiki will be following its price patterns.
Auto-correlation | 0.61 |
Good predictability
Aisin Seiki Co has good predictability. Overlapping area represents the amount of predictability between Aisin Seiki time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Aisin Seiki price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Aisin Seiki price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
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 |
Also Currently Popular
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.