Jvc Kenwood Corp Stock Market Value
| JVCZY Stock | USD 30.00 0.00 0.00% |
| Symbol | JVC |
JVC Kenwood '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 JVC Kenwood'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 JVC Kenwood.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in JVC Kenwood on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding JVC Kenwood Corp or generate 0.0% return on investment in JVC Kenwood over 30 days. JVC Kenwood is related to or competes with Barco NV, Jenoptik, IPE Universal, Anritsu, Skyworth Digital, ADVA Optical, and U-blox Holding. JVCKENWOOD Corporation manufactures and sells products in the mobility and telematics services, public service, and medi... More
JVC Kenwood 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 JVC Kenwood'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 JVC Kenwood Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 22.57 |
JVC Kenwood Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JVC Kenwood's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JVC Kenwood's standard deviation. In reality, there are many statistical measures that can use JVC Kenwood historical prices to predict the future JVC Kenwood's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | 3.31 |
JVC Kenwood Corp Backtested Returns
JVC Kenwood Corp retains Efficiency (Sharpe Ratio) of -0.18, which attests that the entity had a -0.18 % return per unit of return volatility over the last 3 months. JVC Kenwood exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JVC Kenwood's Coefficient Of Variation of (576.05), standard deviation of 3.44, and Market Risk Adjusted Performance of 3.32 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JVC Kenwood are expected to decrease at a much lower rate. During the bear market, JVC Kenwood is likely to outperform the market. At this point, JVC Kenwood Corp has a negative expected return of -0.62%. Please make sure to check out JVC Kenwood's treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if JVC Kenwood Corp performance from the past will be repeated at future time.
Auto-correlation | 0.00 |
No correlation between past and present
JVC Kenwood Corp has no correlation between past and present. Overlapping area represents the amount of predictability between JVC Kenwood time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 JVC Kenwood Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current JVC Kenwood price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JVC Kenwood Corp lagged returns against current returns
Autocorrelation, which is JVC Kenwood 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 JVC Kenwood's pink sheet expected returns. We can calculate the autocorrelation of JVC Kenwood returns to help us make a trade decision. For example, suppose you find that JVC Kenwood 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 |
JVC Kenwood 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 JVC Kenwood pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JVC Kenwood pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JVC Kenwood pink sheet over time.
Current vs Lagged Prices |
| Timeline |
JVC Kenwood Lagged Returns
When evaluating JVC Kenwood's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JVC Kenwood pink sheet have on its future price. JVC Kenwood 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, JVC Kenwood autocorrelation shows the relationship between JVC Kenwood pink sheet current value and its past values and can show if there is a momentum factor associated with investing in JVC Kenwood Corp.
Regressed Prices |
| Timeline |
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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 JVC Pink Sheet Analysis
When running JVC Kenwood's price analysis, check to measure JVC Kenwood'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 JVC Kenwood is operating at the current time. Most of JVC Kenwood's value examination focuses on studying past and present price action to predict the probability of JVC Kenwood's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JVC Kenwood's price. Additionally, you may evaluate how the addition of JVC Kenwood to your portfolios can decrease your overall portfolio volatility.