Canon Electronics Stock Market Value
| CAOEF Stock | 16.96 0.00 0.00% |
| Symbol | Canon |
Canon Electronics '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 Electronics' 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 Electronics.
| 10/03/2025 |
| 01/01/2026 |
If you would invest 0.00 in Canon Electronics on October 3, 2025 and sell it all today you would earn a total of 0.00 from holding Canon Electronics or generate 0.0% return on investment in Canon Electronics over 90 days.
Canon Electronics 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 Electronics' 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 Electronics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0125 | |||
| Maximum Drawdown | 26.11 |
Canon Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Canon Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Canon Electronics' standard deviation. In reality, there are many statistical measures that can use Canon Electronics historical prices to predict the future Canon Electronics' volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.112 | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Canon Electronics' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Canon Electronics Backtested Returns
At this point, Canon Electronics is not too volatile. Canon Electronics secures Sharpe Ratio (or Efficiency) of 0.0405, which signifies that the company had a 0.0405 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Canon Electronics, which you can use to evaluate the volatility of the firm. Please confirm Canon Electronics' Risk Adjusted Performance of 0.035, mean deviation of 0.5741, and Standard Deviation of 2.6 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Canon Electronics has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Canon Electronics are expected to decrease at a much lower rate. During the bear market, Canon Electronics is likely to outperform the market. Canon Electronics right now shows a risk of 2.66%. Please confirm Canon Electronics maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to decide if Canon Electronics will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Canon Electronics has no correlation between past and present. Overlapping area represents the amount of predictability between Canon Electronics time series from 3rd of October 2025 to 17th of November 2025 and 17th of November 2025 to 1st 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 Canon Electronics price movement. The serial correlation of 0.0 indicates that just 0.0% of current Canon Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Canon Electronics lagged returns against current returns
Autocorrelation, which is Canon Electronics 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 Electronics' pink sheet expected returns. We can calculate the autocorrelation of Canon Electronics returns to help us make a trade decision. For example, suppose you find that Canon Electronics 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 Electronics 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 Electronics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Canon Electronics 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 Electronics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Canon Electronics Lagged Returns
When evaluating Canon Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Canon Electronics pink sheet have on its future price. Canon Electronics 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 Electronics autocorrelation shows the relationship between Canon Electronics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Canon Electronics.
Regressed Prices |
| Timeline |