Ibiden Coltd Stock Market Value
| IBIDF Stock | USD 81.00 0.00 0.00% |
| Symbol | Ibiden |
Ibiden CoLtd '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 Ibiden CoLtd'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 Ibiden CoLtd.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Ibiden CoLtd on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Ibiden CoLtd or generate 0.0% return on investment in Ibiden CoLtd over 30 days. Ibiden CoLtd is related to or competes with Sunny Optical, BYD Electronic, BYD Electronic, Sunny Optical, Nemetschek, Wise Plc, and Wise Plc. ,Ltd. provides electronic and ceramics products in Japan, Asia, North America, Europe, and internationally More
Ibiden CoLtd 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 Ibiden CoLtd'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 Ibiden CoLtd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0981 | |||
| Maximum Drawdown | 34.24 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.47 |
Ibiden CoLtd Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ibiden CoLtd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ibiden CoLtd's standard deviation. In reality, there are many statistical measures that can use Ibiden CoLtd historical prices to predict the future Ibiden CoLtd's volatility.| Risk Adjusted Performance | 0.09 | |||
| Jensen Alpha | 0.6005 | |||
| Total Risk Alpha | 0.0623 | |||
| Treynor Ratio | (0.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ibiden CoLtd'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.
Ibiden CoLtd Backtested Returns
Ibiden CoLtd appears to be very steady, given 3 months investment horizon. Ibiden CoLtd holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. By evaluating Ibiden CoLtd's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please utilize Ibiden CoLtd's Standard Deviation of 4.5, market risk adjusted performance of (0.40), and Risk Adjusted Performance of 0.09 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ibiden CoLtd holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of -1.26, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Ibiden CoLtd are expected to decrease by larger amounts. On the other hand, during market turmoil, Ibiden CoLtd is expected to outperform it. Please check Ibiden CoLtd's jensen alpha, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Ibiden CoLtd's current trending patterns will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Ibiden CoLtd has near perfect reversele predictability. Overlapping area represents the amount of predictability between Ibiden CoLtd time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Ibiden CoLtd price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Ibiden CoLtd price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ibiden CoLtd lagged returns against current returns
Autocorrelation, which is Ibiden CoLtd 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 Ibiden CoLtd's pink sheet expected returns. We can calculate the autocorrelation of Ibiden CoLtd returns to help us make a trade decision. For example, suppose you find that Ibiden CoLtd 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 |
Ibiden CoLtd 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 Ibiden CoLtd pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ibiden CoLtd pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ibiden CoLtd pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ibiden CoLtd Lagged Returns
When evaluating Ibiden CoLtd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ibiden CoLtd pink sheet have on its future price. Ibiden CoLtd 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, Ibiden CoLtd autocorrelation shows the relationship between Ibiden CoLtd pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ibiden CoLtd.
Regressed Prices |
| Timeline |
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Other Information on Investing in Ibiden Pink Sheet
Ibiden CoLtd financial ratios help investors to determine whether Ibiden 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 Ibiden with respect to the benefits of owning Ibiden CoLtd security.