Sun AKaken (Germany) Market Value
| KK2 Stock | EUR 4.56 0.08 1.79% |
| Symbol | Sun |
Sun AKaken '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 Sun AKaken's stock 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 Sun AKaken.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Sun AKaken on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Sun AKaken CompanyLimited or generate 0.0% return on investment in Sun AKaken over 90 days. Sun AKaken is related to or competes with EMBARK EDUCATION, Grand Canyon, Perdoceo Education, Global Education, Zijin Mining, Harmony Gold, and TAL Education. Kaken Co., Ltd. manufactures and sells various plastic composite products, packaging materials, and industrial materials... More
Sun AKaken 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 Sun AKaken's stock 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 Sun AKaken CompanyLimited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | 0.1421 | |||
| Maximum Drawdown | 25.19 | |||
| Value At Risk | (4.92) | |||
| Potential Upside | 8.57 |
Sun AKaken Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sun AKaken's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sun AKaken's standard deviation. In reality, there are many statistical measures that can use Sun AKaken historical prices to predict the future Sun AKaken's volatility.| Risk Adjusted Performance | 0.1249 | |||
| Jensen Alpha | 0.5943 | |||
| Total Risk Alpha | 0.3153 | |||
| Sortino Ratio | 0.1767 | |||
| Treynor Ratio | 6.11 |
Sun AKaken February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1249 | |||
| Market Risk Adjusted Performance | 6.12 | |||
| Mean Deviation | 2.38 | |||
| Semi Deviation | 2.38 | |||
| Downside Deviation | 3.09 | |||
| Coefficient Of Variation | 629.44 | |||
| Standard Deviation | 3.84 | |||
| Variance | 14.73 | |||
| Information Ratio | 0.1421 | |||
| Jensen Alpha | 0.5943 | |||
| Total Risk Alpha | 0.3153 | |||
| Sortino Ratio | 0.1767 | |||
| Treynor Ratio | 6.11 | |||
| Maximum Drawdown | 25.19 | |||
| Value At Risk | (4.92) | |||
| Potential Upside | 8.57 | |||
| Downside Variance | 9.52 | |||
| Semi Variance | 5.67 | |||
| Expected Short fall | (3.05) | |||
| Skewness | 1.51 | |||
| Kurtosis | 5.26 |
Sun AKaken Limited Backtested Returns
Sun AKaken appears to be relatively risky, given 3 months investment horizon. Sun AKaken Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. By inspecting Sun AKaken's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please review Sun AKaken's Risk Adjusted Performance of 0.1249, coefficient of variation of 629.44, and Semi Deviation of 2.38 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sun AKaken holds a performance score of 13. The entity has a beta of 0.0981, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sun AKaken's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sun AKaken is expected to be smaller as well. Please check Sun AKaken's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Sun AKaken's existing price patterns will revert.
Auto-correlation | 0.40 |
Average predictability
Sun AKaken CompanyLimited has average predictability. Overlapping area represents the amount of predictability between Sun AKaken time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 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 Sun AKaken Limited price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Sun AKaken price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Other Information on Investing in Sun Stock
Sun AKaken financial ratios help investors to determine whether Sun Stock 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 Sun with respect to the benefits of owning Sun AKaken security.