Kawasaki Kisen Kaisha Stock Market Value
| KAIKY Stock | USD 14.70 0.00 0.00% |
| Symbol | Kawasaki |
Kawasaki Kisen '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 Kawasaki Kisen'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 Kawasaki Kisen.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Kawasaki Kisen on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Kawasaki Kisen Kaisha or generate 0.0% return on investment in Kawasaki Kisen over 30 days. Kawasaki Kisen is related to or competes with Hapag Lloyd, Hapag-Lloyd Aktiengesellscha, AP Moeller, AP Mller, COSCO SHIPPING, COSCO SHIPPING, and Orient Overseas. Kawasaki Kisen Kaisha, Ltd. provides marine, land, and air transportation services in Japan, the United States, Europe, ... More
Kawasaki Kisen 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 Kawasaki Kisen'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 Kawasaki Kisen Kaisha upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 19.36 | |||
| Value At Risk | (2.52) |
Kawasaki Kisen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kawasaki Kisen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kawasaki Kisen's standard deviation. In reality, there are many statistical measures that can use Kawasaki Kisen historical prices to predict the future Kawasaki Kisen's volatility.| Risk Adjusted Performance | 0.0338 | |||
| Jensen Alpha | 0.1804 | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.09) |
Kawasaki Kisen Kaisha Backtested Returns
At this stage we consider Kawasaki Pink Sheet to be not too volatile. Kawasaki Kisen Kaisha has Sharpe Ratio of 0.0357, which conveys that the firm had a 0.0357% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Kawasaki Kisen, which you can use to evaluate the volatility of the firm. Please verify Kawasaki Kisen's Risk Adjusted Performance of 0.0338, standard deviation of 2.56, and Mean Deviation of 0.8552 to check out if the risk estimate we provide is consistent with the expected return of 0.0937%. Kawasaki Kisen has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.87, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Kawasaki Kisen are expected to decrease slowly. On the other hand, during market turmoil, Kawasaki Kisen is expected to outperform it slightly. Kawasaki Kisen Kaisha right now secures a risk of 2.62%. Please verify Kawasaki Kisen Kaisha market risk adjusted performance, jensen alpha, as well as the relationship between the Jensen Alpha and day median price , to decide if Kawasaki Kisen Kaisha will be following its current price movements.
Auto-correlation | 0.00 |
No correlation between past and present
Kawasaki Kisen Kaisha has no correlation between past and present. Overlapping area represents the amount of predictability between Kawasaki Kisen time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kawasaki Kisen Kaisha price movement. The serial correlation of 0.0 indicates that just 0.0% of current Kawasaki Kisen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kawasaki Kisen Kaisha lagged returns against current returns
Autocorrelation, which is Kawasaki Kisen 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 Kawasaki Kisen's pink sheet expected returns. We can calculate the autocorrelation of Kawasaki Kisen returns to help us make a trade decision. For example, suppose you find that Kawasaki Kisen 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 |
Kawasaki Kisen 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 Kawasaki Kisen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kawasaki Kisen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kawasaki Kisen pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kawasaki Kisen Lagged Returns
When evaluating Kawasaki Kisen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kawasaki Kisen pink sheet have on its future price. Kawasaki Kisen 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, Kawasaki Kisen autocorrelation shows the relationship between Kawasaki Kisen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kawasaki Kisen Kaisha.
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 Kawasaki Pink Sheet Analysis
When running Kawasaki Kisen's price analysis, check to measure Kawasaki Kisen'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 Kawasaki Kisen is operating at the current time. Most of Kawasaki Kisen's value examination focuses on studying past and present price action to predict the probability of Kawasaki Kisen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kawasaki Kisen's price. Additionally, you may evaluate how the addition of Kawasaki Kisen to your portfolios can decrease your overall portfolio volatility.