Idemitsu Kosan Coltd Stock Market Value
| IDKOF Stock | USD 7.56 0.80 11.83% |
| Symbol | Idemitsu |
Idemitsu Kosan '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 Idemitsu Kosan's 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 Idemitsu Kosan.
| 12/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in Idemitsu Kosan on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding Idemitsu Kosan CoLtd or generate 0.0% return on investment in Idemitsu Kosan over 30 days. Idemitsu Kosan is related to or competes with Kunlun Energy, China Oilfield, Friedrich Vorwerk, Technip Energies, Technip Energies, and Pembina Pipeline. ,Ltd. operates in petroleum, basic chemicals, functional materials, power and renewable energy, and resources businesses... More
Idemitsu Kosan 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 Idemitsu Kosan's 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 Idemitsu Kosan CoLtd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 11.83 |
Idemitsu Kosan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Idemitsu Kosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Idemitsu Kosan's standard deviation. In reality, there are many statistical measures that can use Idemitsu Kosan historical prices to predict the future Idemitsu Kosan's volatility.| Risk Adjusted Performance | 0.0647 | |||
| Jensen Alpha | 0.1253 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.83) |
Idemitsu Kosan CoLtd Backtested Returns
At this point, Idemitsu Kosan is somewhat reliable. Idemitsu Kosan CoLtd holds Efficiency (Sharpe) Ratio of 0.0856, which attests that the entity had a 0.0856 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Idemitsu Kosan CoLtd, which you can use to evaluate the volatility of the firm. Please check out Idemitsu Kosan's Risk Adjusted Performance of 0.0647, market risk adjusted performance of (0.82), and Standard Deviation of 1.52 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Idemitsu Kosan has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Idemitsu Kosan are expected to decrease at a much lower rate. During the bear market, Idemitsu Kosan is likely to outperform the market. Idemitsu Kosan CoLtd right now retains a risk of 1.56%. Please check out Idemitsu Kosan information ratio, as well as the relationship between the kurtosis and day typical price , to decide if Idemitsu Kosan will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Idemitsu Kosan CoLtd has no correlation between past and present. Overlapping area represents the amount of predictability between Idemitsu Kosan time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th 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 Idemitsu Kosan CoLtd price movement. The serial correlation of 0.0 indicates that just 0.0% of current Idemitsu Kosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Idemitsu Kosan CoLtd lagged returns against current returns
Autocorrelation, which is Idemitsu Kosan 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 Idemitsu Kosan's otc stock expected returns. We can calculate the autocorrelation of Idemitsu Kosan returns to help us make a trade decision. For example, suppose you find that Idemitsu Kosan 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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Idemitsu Kosan 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 Idemitsu Kosan otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Idemitsu Kosan otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Idemitsu Kosan otc stock over time.
Current vs Lagged Prices |
| Timeline |
Idemitsu Kosan Lagged Returns
When evaluating Idemitsu Kosan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Idemitsu Kosan otc stock have on its future price. Idemitsu Kosan 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, Idemitsu Kosan autocorrelation shows the relationship between Idemitsu Kosan otc stock current value and its past values and can show if there is a momentum factor associated with investing in Idemitsu Kosan CoLtd.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Idemitsu OTC Stock
Idemitsu Kosan financial ratios help investors to determine whether Idemitsu OTC Stock 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 Idemitsu with respect to the benefits of owning Idemitsu Kosan security.