Hirose Electric Coltd Stock Market Value
| HROEY Stock | USD 11.15 0.46 3.96% |
| Symbol | Hirose |
Hirose Electric '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 Hirose Electric'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 Hirose Electric.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Hirose Electric on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Hirose Electric CoLtd or generate 0.0% return on investment in Hirose Electric over 30 days. Hirose Electric is related to or competes with Hamamatsu Photonics, FIT Hon, Reply SpA, Asseco Poland, Hamamatsu Photonics, Spectris Plc, and Codan. ,Ltd. manufactures and sells various types of connectors in Japan and internationally More
Hirose Electric 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 Hirose Electric'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 Hirose Electric CoLtd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 13.69 |
Hirose Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hirose Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hirose Electric's standard deviation. In reality, there are many statistical measures that can use Hirose Electric historical prices to predict the future Hirose Electric's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.62) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hirose Electric's 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.
Hirose Electric CoLtd Backtested Returns
Hirose Electric CoLtd holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15 % return per unit of risk over the last 3 months. Hirose Electric CoLtd exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hirose Electric's Risk Adjusted Performance of (0.1), standard deviation of 1.64, and Market Risk Adjusted Performance of (0.61) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hirose Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hirose Electric is expected to be smaller as well. At this point, Hirose Electric CoLtd has a negative expected return of -0.25%. Please make sure to check out Hirose Electric's jensen alpha and day median price , to decide if Hirose Electric CoLtd performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Hirose Electric CoLtd has no correlation between past and present. Overlapping area represents the amount of predictability between Hirose Electric 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 Hirose Electric CoLtd price movement. The serial correlation of 0.0 indicates that just 0.0% of current Hirose Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Hirose Electric CoLtd lagged returns against current returns
Autocorrelation, which is Hirose Electric 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 Hirose Electric's pink sheet expected returns. We can calculate the autocorrelation of Hirose Electric returns to help us make a trade decision. For example, suppose you find that Hirose Electric 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 |
Hirose Electric 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 Hirose Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hirose Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hirose Electric pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hirose Electric Lagged Returns
When evaluating Hirose Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hirose Electric pink sheet have on its future price. Hirose Electric 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, Hirose Electric autocorrelation shows the relationship between Hirose Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hirose Electric CoLtd.
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 Hirose Pink Sheet Analysis
When running Hirose Electric's price analysis, check to measure Hirose Electric'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 Hirose Electric is operating at the current time. Most of Hirose Electric's value examination focuses on studying past and present price action to predict the probability of Hirose Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hirose Electric's price. Additionally, you may evaluate how the addition of Hirose Electric to your portfolios can decrease your overall portfolio volatility.