Canon Inc Stock Market Value
| CAJPY Stock | 30.51 0.08 0.26% |
| Symbol | Canon |
Canon '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 Canon'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 Canon.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Canon on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Canon Inc or generate 0.0% return on investment in Canon over 30 days.
Canon 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 Canon'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 Canon Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.25 |
Canon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Canon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Canon's standard deviation. In reality, there are many statistical measures that can use Canon historical prices to predict the future Canon's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0218 |
Canon Inc Backtested Returns
At this stage we consider Canon Pink Sheet to be very steady. Canon Inc secures Sharpe Ratio (or Efficiency) of 0.0554, which signifies that the company had a 0.0554 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Canon Inc, which you can use to evaluate the volatility of the firm. Please confirm Canon's Risk Adjusted Performance of 0.0204, downside deviation of 1.37, and Mean Deviation of 1.03 to double-check if the risk estimate we provide is consistent with the expected return of 0.0763%. Canon has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.93, which signifies possible diversification benefits within a given portfolio. Canon returns are very sensitive to returns on the market. As the market goes up or down, Canon is expected to follow. Canon Inc right now shows a risk of 1.38%. Please confirm Canon Inc maximum drawdown, as well as the relationship between the skewness and price action indicator , to decide if Canon Inc will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Canon Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Canon time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Canon Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Canon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Canon Inc lagged returns against current returns
Autocorrelation, which is Canon 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 Canon's pink sheet expected returns. We can calculate the autocorrelation of Canon returns to help us make a trade decision. For example, suppose you find that Canon 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 |
Canon 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 Canon pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Canon pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Canon pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Canon Lagged Returns
When evaluating Canon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Canon pink sheet have on its future price. Canon 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, Canon autocorrelation shows the relationship between Canon pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Canon Inc.
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 Canon Pink Sheet Analysis
When running Canon's price analysis, check to measure Canon'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 Canon is operating at the current time. Most of Canon's value examination focuses on studying past and present price action to predict the probability of Canon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Canon's price. Additionally, you may evaluate how the addition of Canon to your portfolios can decrease your overall portfolio volatility.