Jtekt Corp Adr Stock Market Value
| JTEKY Stock | USD 33.17 2.67 8.75% |
| Symbol | JTEKT |
JTEKT Corp '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 JTEKT Corp'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 JTEKT Corp.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in JTEKT Corp on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding JTEKT Corp ADR or generate 0.0% return on investment in JTEKT Corp over 30 days. JTEKT Corp is related to or competes with Johnson Electric, Valeo SA, Linamar, Brembo SpA, Valeo SE, Toyoda Gosei, and NSK. JTEKT Corporation manufactures and sells steering systems, driveline components, bearings, machine tools, electronic con... More
JTEKT Corp 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 JTEKT Corp'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 JTEKT Corp ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1088 | |||
| Maximum Drawdown | 43.57 |
JTEKT Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JTEKT Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JTEKT Corp's standard deviation. In reality, there are many statistical measures that can use JTEKT Corp historical prices to predict the future JTEKT Corp's volatility.| Risk Adjusted Performance | 0.0981 | |||
| Jensen Alpha | 0.6082 | |||
| Total Risk Alpha | 0.0825 | |||
| Treynor Ratio | (1.02) |
JTEKT Corp ADR Backtested Returns
JTEKT Corp appears to be not too volatile, given 3 months investment horizon. JTEKT Corp ADR holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of return volatility over the last 3 months. By analyzing JTEKT Corp's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please utilize JTEKT Corp's Risk Adjusted Performance of 0.0981, market risk adjusted performance of (1.01), and Coefficient Of Variation of 782.95 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JTEKT Corp holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning JTEKT Corp are expected to decrease at a much lower rate. During the bear market, JTEKT Corp is likely to outperform the market. Please check JTEKT Corp's mean deviation, total risk alpha, as well as the relationship between the Total Risk Alpha and day median price , to make a quick decision on whether JTEKT Corp's current trending patterns will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
JTEKT Corp ADR has near perfect reversele predictability. Overlapping area represents the amount of predictability between JTEKT Corp time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 JTEKT Corp ADR price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current JTEKT Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.06 |
JTEKT Corp ADR lagged returns against current returns
Autocorrelation, which is JTEKT Corp 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 JTEKT Corp's pink sheet expected returns. We can calculate the autocorrelation of JTEKT Corp returns to help us make a trade decision. For example, suppose you find that JTEKT Corp 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 |
JTEKT Corp 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 JTEKT Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JTEKT Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JTEKT Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
JTEKT Corp Lagged Returns
When evaluating JTEKT Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JTEKT Corp pink sheet have on its future price. JTEKT Corp 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, JTEKT Corp autocorrelation shows the relationship between JTEKT Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in JTEKT Corp ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for JTEKT Pink Sheet Analysis
When running JTEKT Corp's price analysis, check to measure JTEKT Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy JTEKT Corp is operating at the current time. Most of JTEKT Corp's value examination focuses on studying past and present price action to predict the probability of JTEKT Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JTEKT Corp's price. Additionally, you may evaluate how the addition of JTEKT Corp to your portfolios can decrease your overall portfolio volatility.