Kikkoman Stock Market Value
| KIKOF Stock | USD 8.80 0.00 0.00% |
| Symbol | Kikkoman |
Kikkoman '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 Kikkoman'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 Kikkoman.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Kikkoman on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Kikkoman or generate 0.0% return on investment in Kikkoman over 360 days. Kikkoman is related to or competes with Kikkoman Corp, Orkla ASA, Orkla ASA, Tingyi Holding, Toyo Suisan, Suntory Beverage, and AAK AB. Kikkoman Corporation, through its subsidiaries, manufactures and sells food products in Japan, North America, and intern... More
Kikkoman 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 Kikkoman'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 Kikkoman upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 17.23 | |||
| Value At Risk | (2.11) |
Kikkoman Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kikkoman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kikkoman's standard deviation. In reality, there are many statistical measures that can use Kikkoman historical prices to predict the future Kikkoman's volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | 0.0648 | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.09) |
Kikkoman Backtested Returns
At this point, Kikkoman is somewhat reliable. Kikkoman has Sharpe Ratio of 0.0247, which conveys that the firm had a 0.0247 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Kikkoman, which you can use to evaluate the volatility of the firm. Please verify Kikkoman's Standard Deviation of 1.96, risk adjusted performance of 0.0243, and Mean Deviation of 0.5964 to check out if the risk estimate we provide is consistent with the expected return of 0.0484%. Kikkoman has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kikkoman are expected to decrease at a much lower rate. During the bear market, Kikkoman is likely to outperform the market. Kikkoman right now secures a risk of 1.96%. Please verify Kikkoman variance, value at risk, as well as the relationship between the Value At Risk and day median price , to decide if Kikkoman will be following its current price movements.
Auto-correlation | -0.22 |
Weak reverse predictability
Kikkoman has weak reverse predictability. Overlapping area represents the amount of predictability between Kikkoman time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kikkoman price movement. The serial correlation of -0.22 indicates that over 22.0% of current Kikkoman price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Kikkoman lagged returns against current returns
Autocorrelation, which is Kikkoman 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 Kikkoman's pink sheet expected returns. We can calculate the autocorrelation of Kikkoman returns to help us make a trade decision. For example, suppose you find that Kikkoman 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 |
Kikkoman 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 Kikkoman pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kikkoman pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kikkoman pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kikkoman Lagged Returns
When evaluating Kikkoman's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kikkoman pink sheet have on its future price. Kikkoman 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, Kikkoman autocorrelation shows the relationship between Kikkoman pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kikkoman.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kikkoman Pink Sheet
Kikkoman financial ratios help investors to determine whether Kikkoman 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 Kikkoman with respect to the benefits of owning Kikkoman security.