Hitachi Construction's market value is the price at which a share of Hitachi Construction trades on a public exchange. It measures the collective expectations of Hitachi Construction Machinery investors about its performance. Hitachi Construction is trading at 30.37 as of the 27th of December 2025. This is a 1.95 percent increase since the beginning of the trading day. The stock's lowest day price was 30.37. With this module, you can estimate the performance of a buy and hold strategy of Hitachi Construction Machinery and determine expected loss or profit from investing in Hitachi Construction over a given investment horizon. Check out Hitachi Construction Correlation, Hitachi Construction Volatility and Hitachi Construction Alpha and Beta module to complement your research on Hitachi Construction.
Please note, there is a significant difference between Hitachi Construction's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hitachi Construction is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hitachi Construction's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Hitachi Construction '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 Hitachi Construction'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 Hitachi Construction.
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11/27/2025
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In 31 days
12/27/2025
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If you would invest 0.00 in Hitachi Construction on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Hitachi Construction Machinery or generate 0.0% return on investment in Hitachi Construction over 30 days. Hitachi Construction is related to or competes with Haitian International, Jiangsu Expressway, COSCO SHIPPING, Ayala Corp, Zhuzhou CRRC, and NGK Insulators. Hitachi Construction Machinery Co., Ltd., together with its subsidiaries, engages in the manufacture, sale, rental, and ... More
Hitachi Construction 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 Hitachi Construction'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 Hitachi Construction Machinery upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hitachi Construction's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hitachi Construction's standard deviation. In reality, there are many statistical measures that can use Hitachi Construction historical prices to predict the future Hitachi Construction's volatility.
Hitachi Construction appears to be not too volatile, given 3 months investment horizon. Hitachi Construction holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Hitachi Construction, which you can use to evaluate the volatility of the firm. Please utilize Hitachi Construction's Standard Deviation of 18.73, risk adjusted performance of (0.06), and Market Risk Adjusted Performance of 0.7295 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hitachi Construction holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -2.74, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Hitachi Construction are expected to decrease by larger amounts. On the other hand, during market turmoil, Hitachi Construction is expected to outperform it. Please check Hitachi Construction's total risk alpha, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to make a quick decision on whether Hitachi Construction's current trending patterns will revert.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Hitachi Construction lagged returns against current returns
Autocorrelation, which is Hitachi Construction 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 Hitachi Construction's pink sheet expected returns. We can calculate the autocorrelation of Hitachi Construction returns to help us make a trade decision. For example, suppose you find that Hitachi Construction 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
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Hitachi Construction 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 Hitachi Construction pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hitachi Construction pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hitachi Construction pink sheet over time.
Current vs Lagged Prices
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Hitachi Construction Lagged Returns
When evaluating Hitachi Construction's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hitachi Construction pink sheet have on its future price. Hitachi Construction 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, Hitachi Construction autocorrelation shows the relationship between Hitachi Construction pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hitachi Construction Machinery.
Other Information on Investing in Hitachi Pink Sheet
Hitachi Construction financial ratios help investors to determine whether Hitachi 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 Hitachi with respect to the benefits of owning Hitachi Construction security.