Kansai Paint Co Stock Market Value
| KPTCY Stock | USD 7.26 0.00 0.00% |
| Symbol | Kansai |
Kansai Paint '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 Kansai Paint'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 Kansai Paint.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Kansai Paint on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Kansai Paint Co or generate 0.0% return on investment in Kansai Paint over 180 days. Kansai Paint is related to or competes with Azelis Group, Clariant, Solvay SA, HEXPOL AB, Solvay SA, Daicel, and Kemira Oyj. Kansai Paint Co., Ltd., together with its subsidiaries, manufactures and sells paints and coatings in Japan, India, Asia... More
Kansai Paint 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 Kansai Paint'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 Kansai Paint Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 28.52 |
Kansai Paint Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kansai Paint's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kansai Paint's standard deviation. In reality, there are many statistical measures that can use Kansai Paint historical prices to predict the future Kansai Paint's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | 1.24 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kansai Paint'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.
Kansai Paint Backtested Returns
Kansai Paint has Sharpe Ratio of -0.0724, which conveys that the firm had a -0.0724 % return per unit of risk over the last 3 months. Kansai Paint exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kansai Paint's Mean Deviation of 0.7678, risk adjusted performance of (0.04), and Standard Deviation of 2.79 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kansai Paint are expected to decrease at a much lower rate. During the bear market, Kansai Paint is likely to outperform the market. At this point, Kansai Paint has a negative expected return of -0.2%. Please make sure to verify Kansai Paint's information ratio and day median price , to decide if Kansai Paint performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.95 |
Near perfect reversele predictability
Kansai Paint Co has near perfect reversele predictability. Overlapping area represents the amount of predictability between Kansai Paint time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Kansai Paint price movement. The serial correlation of -0.95 indicates that approximately 95.0% of current Kansai Paint price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.95 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Kansai Paint lagged returns against current returns
Autocorrelation, which is Kansai Paint 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 Kansai Paint's pink sheet expected returns. We can calculate the autocorrelation of Kansai Paint returns to help us make a trade decision. For example, suppose you find that Kansai Paint 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 |
Kansai Paint 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 Kansai Paint pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kansai Paint pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kansai Paint pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kansai Paint Lagged Returns
When evaluating Kansai Paint's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kansai Paint pink sheet have on its future price. Kansai Paint 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, Kansai Paint autocorrelation shows the relationship between Kansai Paint pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kansai Paint Co.
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 Kansai Pink Sheet Analysis
When running Kansai Paint's price analysis, check to measure Kansai Paint'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 Kansai Paint is operating at the current time. Most of Kansai Paint's value examination focuses on studying past and present price action to predict the probability of Kansai Paint's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kansai Paint's price. Additionally, you may evaluate how the addition of Kansai Paint to your portfolios can decrease your overall portfolio volatility.