Hamamatsu Photonics Kk Stock Market Value
| HPHTF Stock | USD 11.70 1.15 10.90% |
| Symbol | Hamamatsu |
Hamamatsu Photonics '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 Hamamatsu Photonics' 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 Hamamatsu Photonics.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Hamamatsu Photonics on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Hamamatsu Photonics KK or generate 0.0% return on investment in Hamamatsu Photonics over 90 days. Hamamatsu Photonics is related to or competes with Renishaw Plc, AU Optronics, Codan, Alps Electric, Melexis NV, and TCL Electronics. Hamamatsu Photonics K.K. manufactures and sells photomultiplier tubes, imaging devices, light sources, opto-semiconducto... More
Hamamatsu Photonics 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 Hamamatsu Photonics' 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 Hamamatsu Photonics KK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.57 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 20.96 | |||
| Value At Risk | (5.67) | |||
| Potential Upside | 7.48 |
Hamamatsu Photonics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hamamatsu Photonics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hamamatsu Photonics' standard deviation. In reality, there are many statistical measures that can use Hamamatsu Photonics historical prices to predict the future Hamamatsu Photonics' volatility.| Risk Adjusted Performance | 0.0145 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0475 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hamamatsu Photonics' 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.
Hamamatsu Photonics February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0145 | |||
| Market Risk Adjusted Performance | 0.0575 | |||
| Mean Deviation | 1.34 | |||
| Semi Deviation | 2.43 | |||
| Downside Deviation | 7.57 | |||
| Coefficient Of Variation | 11052.12 | |||
| Standard Deviation | 3.38 | |||
| Variance | 11.46 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0475 | |||
| Maximum Drawdown | 20.96 | |||
| Value At Risk | (5.67) | |||
| Potential Upside | 7.48 | |||
| Downside Variance | 57.28 | |||
| Semi Variance | 5.89 | |||
| Expected Short fall | (6.34) | |||
| Skewness | 0.2937 | |||
| Kurtosis | 6.67 |
Hamamatsu Photonics Backtested Returns
At this point, Hamamatsu Photonics is somewhat reliable. Hamamatsu Photonics holds Efficiency (Sharpe) Ratio of 0.0252, which attests that the entity had a 0.0252 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hamamatsu Photonics, which you can use to evaluate the volatility of the firm. Please check out Hamamatsu Photonics' Downside Deviation of 7.57, risk adjusted performance of 0.0145, and Market Risk Adjusted Performance of 0.0575 to validate if the risk estimate we provide is consistent with the expected return of 0.0863%. Hamamatsu Photonics has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hamamatsu Photonics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Hamamatsu Photonics is expected to be smaller as well. Hamamatsu Photonics right now retains a risk of 3.43%. Please check out Hamamatsu Photonics sortino ratio, skewness, relative strength index, as well as the relationship between the potential upside and day median price , to decide if Hamamatsu Photonics will be following its current trending patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Hamamatsu Photonics KK has very weak reverse predictability. Overlapping area represents the amount of predictability between Hamamatsu Photonics time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 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 Hamamatsu Photonics price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Hamamatsu Photonics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
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Other Information on Investing in Hamamatsu Pink Sheet
Hamamatsu Photonics financial ratios help investors to determine whether Hamamatsu Pink Sheet 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 Hamamatsu with respect to the benefits of owning Hamamatsu Photonics security.