Hamamatsu Photonics Kk Stock Market Value
| HPHTY Stock | USD 5.61 0.28 5.25% |
| 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' otc stock 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.
| 02/28/2024 |
| 01/18/2026 |
If you would invest 0.00 in Hamamatsu Photonics on February 28, 2024 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 690 days. Hamamatsu Photonics is related to or competes with Codan, Renishaw Plc, Taiyo Yuden, AU Optronics, Hirose Electric, and Melexis NV. 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' otc stock 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.
| Information Ratio | 0.0035 | |||
| Maximum Drawdown | 28.3 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 5.25 |
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 | 0.0297 | |||
| Jensen Alpha | 0.1221 | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.49) |
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 Backtested Returns
At this stage we consider Hamamatsu OTC Stock to be moderately volatile. Hamamatsu Photonics holds Efficiency (Sharpe) Ratio of 0.0314, which attests that the entity had a 0.0314 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Hamamatsu Photonics, which you can use to evaluate the volatility of the firm. Please check out Hamamatsu Photonics' Standard Deviation of 3.63, market risk adjusted performance of (0.48), and Risk Adjusted Performance of 0.0297 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. 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 -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hamamatsu Photonics are expected to decrease at a much lower rate. During the bear market, Hamamatsu Photonics is likely to outperform the market. Hamamatsu Photonics right now retains a risk of 3.66%. Please check out Hamamatsu Photonics variance, skewness, as well as the relationship between the Skewness and price action indicator , to decide if Hamamatsu Photonics will be following its current trending patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Hamamatsu Photonics KK has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Hamamatsu Photonics time series from 28th of February 2024 to 7th of February 2025 and 7th of February 2025 to 18th 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 Hamamatsu Photonics price movement. The serial correlation of -0.72 indicates that around 72.0% of current Hamamatsu Photonics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Hamamatsu Photonics lagged returns against current returns
Autocorrelation, which is Hamamatsu Photonics otc stock'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 Hamamatsu Photonics' otc stock expected returns. We can calculate the autocorrelation of Hamamatsu Photonics returns to help us make a trade decision. For example, suppose you find that Hamamatsu Photonics has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
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Hamamatsu Photonics 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 Hamamatsu Photonics otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hamamatsu Photonics otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hamamatsu Photonics otc stock over time.
Current vs Lagged Prices |
| Timeline |
Hamamatsu Photonics Lagged Returns
When evaluating Hamamatsu Photonics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hamamatsu Photonics otc stock have on its future price. Hamamatsu Photonics 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, Hamamatsu Photonics autocorrelation shows the relationship between Hamamatsu Photonics otc stock current value and its past values and can show if there is a momentum factor associated with investing in Hamamatsu Photonics KK.
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 Hamamatsu OTC Stock Analysis
When running Hamamatsu Photonics' price analysis, check to measure Hamamatsu Photonics' 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 Hamamatsu Photonics is operating at the current time. Most of Hamamatsu Photonics' value examination focuses on studying past and present price action to predict the probability of Hamamatsu Photonics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hamamatsu Photonics' price. Additionally, you may evaluate how the addition of Hamamatsu Photonics to your portfolios can decrease your overall portfolio volatility.