Kaken Pharmaceutical Co Stock Market Value
| KKPCF Stock | USD 23.65 1.35 6.05% |
| Symbol | Kaken |
Kaken Pharmaceutical '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 Kaken Pharmaceutical'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 Kaken Pharmaceutical.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Kaken Pharmaceutical on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Kaken Pharmaceutical Co or generate 0.0% return on investment in Kaken Pharmaceutical over 360 days. Kaken Pharmaceutical is related to or competes with Luye Pharma, China Shineway, Drägerwerk, and Kossan Rubber. Kaken Pharmaceutical Co., Ltd. produces, markets, and sells medical products, medical devices, and agrochemicals in Japa... More
Kaken Pharmaceutical 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 Kaken Pharmaceutical'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 Kaken Pharmaceutical Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 16.89 |
Kaken Pharmaceutical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaken Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kaken Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use Kaken Pharmaceutical historical prices to predict the future Kaken Pharmaceutical's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kaken Pharmaceutical's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kaken Pharmaceutical Backtested Returns
Kaken Pharmaceutical has Sharpe Ratio of -0.0975, which conveys that the firm had a -0.0975 % return per unit of risk over the last 3 months. Kaken Pharmaceutical exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kaken Pharmaceutical's Mean Deviation of 0.6326, risk adjusted performance of (0.06), and Standard Deviation of 2.11 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.52, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kaken Pharmaceutical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kaken Pharmaceutical is expected to be smaller as well. At this point, Kaken Pharmaceutical has a negative expected return of -0.21%. Please make sure to verify Kaken Pharmaceutical's accumulation distribution, and the relationship between the total risk alpha and day median price , to decide if Kaken Pharmaceutical performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Kaken Pharmaceutical Co has very good reverse predictability. Overlapping area represents the amount of predictability between Kaken Pharmaceutical time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Kaken Pharmaceutical price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Kaken Pharmaceutical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 2.36 |
Kaken Pharmaceutical lagged returns against current returns
Autocorrelation, which is Kaken Pharmaceutical 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 Kaken Pharmaceutical's pink sheet expected returns. We can calculate the autocorrelation of Kaken Pharmaceutical returns to help us make a trade decision. For example, suppose you find that Kaken Pharmaceutical 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 |
Kaken Pharmaceutical 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 Kaken Pharmaceutical pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kaken Pharmaceutical pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kaken Pharmaceutical pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kaken Pharmaceutical Lagged Returns
When evaluating Kaken Pharmaceutical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kaken Pharmaceutical pink sheet have on its future price. Kaken Pharmaceutical 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, Kaken Pharmaceutical autocorrelation shows the relationship between Kaken Pharmaceutical pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kaken Pharmaceutical Co.
Regressed Prices |
| Timeline |
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Other Information on Investing in Kaken Pink Sheet
Kaken Pharmaceutical financial ratios help investors to determine whether Kaken 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 Kaken with respect to the benefits of owning Kaken Pharmaceutical security.