Japan Display Stock Market Value
| JNNDF Stock | USD 0.14 0.00 0.00% |
| Symbol | Japan |
Japan Display '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 Display'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 Display.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in Japan Display on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Japan Display or generate 0.0% return on investment in Japan Display over 60 days. Japan Display is related to or competes with BOE Varitronix, Digital China, TT Electronics, Quadient, and Nuix. Japan Display Inc. designs, develops, produces, and sells small-and medium-sized display devices and related products in... More
Japan Display 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 Display'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 Display upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 22.22 |
Japan Display Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Display's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Display's standard deviation. In reality, there are many statistical measures that can use Japan Display historical prices to predict the future Japan Display's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (0.82) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Japan Display'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.
Japan Display Backtested Returns
Japan Display 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. Japan Display exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Japan Display's Risk Adjusted Performance of (0.08), standard deviation of 2.74, and Market Risk Adjusted Performance of (0.81) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Japan Display's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan Display is expected to be smaller as well. At this point, Japan Display has a negative expected return of -0.35%. Please make sure to check out Japan Display's information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Japan Display performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Japan Display has no correlation between past and present. Overlapping area represents the amount of predictability between Japan Display time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th 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 Japan Display price movement. The serial correlation of 0.0 indicates that just 0.0% of current Japan Display price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Japan Display lagged returns against current returns
Autocorrelation, which is Japan Display 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 Display's pink sheet expected returns. We can calculate the autocorrelation of Japan Display returns to help us make a trade decision. For example, suppose you find that Japan Display 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 Display 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 Display pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Japan Display 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 Display pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Japan Display Lagged Returns
When evaluating Japan Display's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Japan Display pink sheet have on its future price. Japan Display 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 Display autocorrelation shows the relationship between Japan Display pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Japan Display.
Regressed Prices |
| Timeline |
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Other Information on Investing in Japan Pink Sheet
Japan Display 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 Display security.