Kose Corp Adr Stock Market Value
| KSRYY Stock | USD 6.76 0.32 4.52% |
| Symbol | Kose |
Kose 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 Kose 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 Kose Corp.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Kose Corp on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Kose Corp ADR or generate 0.0% return on investment in Kose Corp over 30 days. Kose Corp is related to or competes with Church Dwight, Kimberly Clark, LOreal Co, Shiseido, Unilever PLC, Estee Lauder, and LOral SA. KOS Corporation, together with its subsidiaries, manufactures, markets, and sells cosmetics primarily in Asia, the Unite... More
Kose 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 Kose 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 Kose Corp ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 19.49 | |||
| Value At Risk | (5.44) | |||
| Potential Upside | 5.97 |
Kose Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kose Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kose Corp's standard deviation. In reality, there are many statistical measures that can use Kose Corp historical prices to predict the future Kose Corp's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kose Corp'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.
Kose Corp ADR Backtested Returns
Kose Corp ADR has Sharpe Ratio of -0.0607, which conveys that the firm had a -0.0607 % return per unit of risk over the last 3 months. Kose Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kose Corp's Risk Adjusted Performance of (0.01), mean deviation of 2.03, and Standard Deviation of 3.84 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kose Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kose Corp is expected to be smaller as well. At this point, Kose Corp ADR has a negative expected return of -0.24%. Please make sure to verify Kose Corp's daily balance of power, and the relationship between the skewness and day typical price , to decide if Kose Corp ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Kose Corp ADR has below average predictability. Overlapping area represents the amount of predictability between Kose Corp time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th 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 Kose Corp ADR price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Kose Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Kose Corp ADR lagged returns against current returns
Autocorrelation, which is Kose 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 Kose Corp's pink sheet expected returns. We can calculate the autocorrelation of Kose Corp returns to help us make a trade decision. For example, suppose you find that Kose 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 |
Kose 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 Kose Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kose 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 Kose Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kose Corp Lagged Returns
When evaluating Kose Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kose Corp pink sheet have on its future price. Kose 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, Kose Corp autocorrelation shows the relationship between Kose Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kose Corp ADR.
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 Kose Pink Sheet Analysis
When running Kose Corp's price analysis, check to measure Kose Corp'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 Kose Corp is operating at the current time. Most of Kose Corp's value examination focuses on studying past and present price action to predict the probability of Kose Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kose Corp's price. Additionally, you may evaluate how the addition of Kose Corp to your portfolios can decrease your overall portfolio volatility.