KDDI Corp's market value is the price at which a share of KDDI Corp trades on a public exchange. It measures the collective expectations of KDDI Corp investors about its performance. KDDI Corp is trading at 30.50 as of the 1st of February 2025. This is a 4.31% up since the beginning of the trading day. The stock's lowest day price was 30.5. With this module, you can estimate the performance of a buy and hold strategy of KDDI Corp and determine expected loss or profit from investing in KDDI Corp over a given investment horizon. Check out KDDI Corp Correlation, KDDI Corp Volatility and KDDI Corp Alpha and Beta module to complement your research on KDDI Corp.
Please note, there is a significant difference between KDDI Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if KDDI Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KDDI Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
KDDI 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 KDDI 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 KDDI Corp.
0.00
01/02/2025
No Change 0.00
0.0
In 31 days
02/01/2025
0.00
If you would invest 0.00 in KDDI Corp on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding KDDI Corp or generate 0.0% return on investment in KDDI Corp over 30 days. KDDI Corp is related to or competes with Telefnica, Turk Telekomunikasyon, Orange SA, Nippon Telegraph, SwissCom, Telkom Indonesia, and America Movil. KDDI Corporation provides telecommunications services in Japan and internationally More
KDDI 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 KDDI 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 KDDI Corp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for KDDI Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KDDI Corp's standard deviation. In reality, there are many statistical measures that can use KDDI Corp historical prices to predict the future KDDI Corp's volatility.
KDDI Corp has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of return volatility over the last 3 months. KDDI Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KDDI Corp's Mean Deviation of 1.61, risk adjusted performance of 0.004, and Standard Deviation of 3.7 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KDDI Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding KDDI Corp is expected to be smaller as well. At this point, KDDI Corp has a negative expected return of -0.0178%. Please make sure to verify KDDI Corp's variance, skewness, price action indicator, as well as the relationship between the total risk alpha and rate of daily change , to decide if KDDI Corp performance from the past will be repeated in the future.
Auto-correlation
0.04
Virtually no predictability
KDDI Corp has virtually no predictability. Overlapping area represents the amount of predictability between KDDI Corp time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 KDDI Corp price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current KDDI Corp price fluctuation can be explain by its past prices.
Correlation Coefficient
0.04
Spearman Rank Test
-0.29
Residual Average
0.0
Price Variance
0.33
KDDI Corp lagged returns against current returns
Autocorrelation, which is KDDI 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 KDDI Corp's pink sheet expected returns. We can calculate the autocorrelation of KDDI Corp returns to help us make a trade decision. For example, suppose you find that KDDI 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
KDDI 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 KDDI Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KDDI 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 KDDI Corp pink sheet over time.
Current vs Lagged Prices
Timeline
KDDI Corp Lagged Returns
When evaluating KDDI Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KDDI Corp pink sheet have on its future price. KDDI 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, KDDI Corp autocorrelation shows the relationship between KDDI Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KDDI Corp.
KDDI Corp financial ratios help investors to determine whether KDDI 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 KDDI with respect to the benefits of owning KDDI Corp security.