Japan System Techniques Stock Market Value
| JAPPF Stock | 14.48 0.00 0.00% |
| Symbol | Japan |
Japan System '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 Japan System'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 Japan System.
| 10/13/2024 |
| 01/06/2026 |
If you would invest 0.00 in Japan System on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding Japan System Techniques or generate 0.0% return on investment in Japan System over 450 days. Japan System is related to or competes with PLAIDInc, RPMGlobal Holdings, and Dotdigital Group. More
Japan System 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 Japan System'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 Japan System Techniques upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0662 | |||
| Maximum Drawdown | 12.68 |
Japan System Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan System's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan System's standard deviation. In reality, there are many statistical measures that can use Japan System historical prices to predict the future Japan System's volatility.| Risk Adjusted Performance | 0.0977 | |||
| Jensen Alpha | 0.1496 | |||
| Total Risk Alpha | 0.0045 | |||
| Treynor Ratio | 0.3923 |
Japan System Techniques Backtested Returns
Japan System appears to be very steady, given 3 months investment horizon. Japan System Techniques holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Japan System Techniques, which you can use to evaluate the volatility of the firm. Please utilize Japan System's Market Risk Adjusted Performance of 0.4023, standard deviation of 1.6, and Risk Adjusted Performance of 0.0977 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Japan System holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Japan System's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan System is expected to be smaller as well. Please check Japan System's information ratio and kurtosis , to make a quick decision on whether Japan System's current trending patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Japan System Techniques has good predictability. Overlapping area represents the amount of predictability between Japan System time series from 13th of October 2024 to 26th of May 2025 and 26th of May 2025 to 6th 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 Japan System Techniques price movement. The serial correlation of 0.76 indicates that around 76.0% of current Japan System price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Japan System Techniques lagged returns against current returns
Autocorrelation, which is Japan System 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 Japan System's pink sheet expected returns. We can calculate the autocorrelation of Japan System returns to help us make a trade decision. For example, suppose you find that Japan System 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 |
Japan System 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 Japan System pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Japan System pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Japan System pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Japan System Lagged Returns
When evaluating Japan System's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Japan System pink sheet have on its future price. Japan System 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, Japan System autocorrelation shows the relationship between Japan System pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Japan System Techniques.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Japan Pink Sheet
Japan System financial ratios help investors to determine whether Japan 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 Japan with respect to the benefits of owning Japan System security.