Kyocera Adr Stock Market Value
| KYOCY Stock | USD 14.05 0.03 0.21% |
| Symbol | KyoceraADR |
KyoceraADR '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 KyoceraADR'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 KyoceraADR.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in KyoceraADR on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Kyocera ADR or generate 0.0% return on investment in KyoceraADR over 180 days. KyoceraADR is related to or competes with Lasertec, Lasertec, Lenovo Group, Lenovo, OBIC CoLtd, Nexon Co, and WiseTech Global. Kyocera Corporation develops, produces, and distributes products based on fine ceramic technologies in Japan, rest of As... More
KyoceraADR 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 KyoceraADR'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 Kyocera ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.2 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.87 | |||
| Value At Risk | (3.79) | |||
| Potential Upside | 2.21 |
KyoceraADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KyoceraADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KyoceraADR's standard deviation. In reality, there are many statistical measures that can use KyoceraADR historical prices to predict the future KyoceraADR's volatility.| Risk Adjusted Performance | 0.0248 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0325 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KyoceraADR'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.
Kyocera ADR Backtested Returns
At this stage we consider KyoceraADR Pink Sheet to be not too volatile. Kyocera ADR has Sharpe Ratio of 0.0466, which conveys that the firm had a 0.0466 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for KyoceraADR, which you can use to evaluate the volatility of the firm. Please verify KyoceraADR's Mean Deviation of 1.27, downside deviation of 2.2, and Risk Adjusted Performance of 0.0248 to check out if the risk estimate we provide is consistent with the expected return of 0.0826%. KyoceraADR has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.14, which conveys a somewhat significant risk relative to the market. KyoceraADR returns are very sensitive to returns on the market. As the market goes up or down, KyoceraADR is expected to follow. Kyocera ADR right now secures a risk of 1.77%. Please verify Kyocera ADR value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Kyocera ADR will be following its current price movements.
Auto-correlation | 0.29 |
Poor predictability
Kyocera ADR has poor predictability. Overlapping area represents the amount of predictability between KyoceraADR 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 Kyocera ADR price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current KyoceraADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Kyocera ADR lagged returns against current returns
Autocorrelation, which is KyoceraADR 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 KyoceraADR's pink sheet expected returns. We can calculate the autocorrelation of KyoceraADR returns to help us make a trade decision. For example, suppose you find that KyoceraADR 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 |
KyoceraADR 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 KyoceraADR pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KyoceraADR pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KyoceraADR pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KyoceraADR Lagged Returns
When evaluating KyoceraADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KyoceraADR pink sheet have on its future price. KyoceraADR 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, KyoceraADR autocorrelation shows the relationship between KyoceraADR pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kyocera 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 KyoceraADR Pink Sheet Analysis
When running KyoceraADR's price analysis, check to measure KyoceraADR'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 KyoceraADR is operating at the current time. Most of KyoceraADR's value examination focuses on studying past and present price action to predict the probability of KyoceraADR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KyoceraADR's price. Additionally, you may evaluate how the addition of KyoceraADR to your portfolios can decrease your overall portfolio volatility.