Kawasaki Heavy Industries Stock Market Value
| KWHIY Stock | USD 18.50 0.79 4.46% |
| Symbol | Kawasaki |
Kawasaki Heavy '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 Kawasaki Heavy'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 Kawasaki Heavy.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Kawasaki Heavy on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Kawasaki Heavy Industries or generate 0.0% return on investment in Kawasaki Heavy over 180 days. Kawasaki Heavy is related to or competes with Mitsubishi Heavy, Yamaha, Mitsubishi Electric, Isuzu Motors, and Suzuki. Kawasaki Heavy Industries, Ltd. engages in aerospace systems, energy solution and marine engineering, precision machiner... More
Kawasaki Heavy 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 Kawasaki Heavy'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 Kawasaki Heavy Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.53 | |||
| Information Ratio | 0.0469 | |||
| Maximum Drawdown | 16.6 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 7.18 |
Kawasaki Heavy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kawasaki Heavy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kawasaki Heavy's standard deviation. In reality, there are many statistical measures that can use Kawasaki Heavy historical prices to predict the future Kawasaki Heavy's volatility.| Risk Adjusted Performance | 0.0718 | |||
| Jensen Alpha | 0.1857 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0616 | |||
| Treynor Ratio | 0.3687 |
Kawasaki Heavy Industries Backtested Returns
Kawasaki Heavy appears to be not too volatile, given 3 months investment horizon. Kawasaki Heavy Industries has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kawasaki Heavy, which you can use to evaluate the volatility of the firm. Please exercise Kawasaki Heavy's Downside Deviation of 2.53, risk adjusted performance of 0.0718, and Mean Deviation of 2.35 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kawasaki Heavy holds a performance score of 8. The company secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kawasaki Heavy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kawasaki Heavy is expected to be smaller as well. Please check Kawasaki Heavy's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Kawasaki Heavy's current price movements will revert.
Auto-correlation | 0.52 |
Modest predictability
Kawasaki Heavy Industries has modest predictability. Overlapping area represents the amount of predictability between Kawasaki Heavy time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 Kawasaki Heavy Industries price movement. The serial correlation of 0.52 indicates that about 52.0% of current Kawasaki Heavy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Kawasaki Heavy Industries lagged returns against current returns
Autocorrelation, which is Kawasaki Heavy 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 Kawasaki Heavy's pink sheet expected returns. We can calculate the autocorrelation of Kawasaki Heavy returns to help us make a trade decision. For example, suppose you find that Kawasaki Heavy 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 |
Kawasaki Heavy 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 Kawasaki Heavy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kawasaki Heavy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kawasaki Heavy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kawasaki Heavy Lagged Returns
When evaluating Kawasaki Heavy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kawasaki Heavy pink sheet have on its future price. Kawasaki Heavy 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, Kawasaki Heavy autocorrelation shows the relationship between Kawasaki Heavy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kawasaki Heavy Industries.
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 Kawasaki Pink Sheet Analysis
When running Kawasaki Heavy's price analysis, check to measure Kawasaki Heavy'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 Kawasaki Heavy is operating at the current time. Most of Kawasaki Heavy's value examination focuses on studying past and present price action to predict the probability of Kawasaki Heavy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kawasaki Heavy's price. Additionally, you may evaluate how the addition of Kawasaki Heavy to your portfolios can decrease your overall portfolio volatility.