Kyushu Electric Power Stock Market Value
| KYSEY Stock | USD 11.30 0.00 0.00% |
| Symbol | Kyushu |
Kyushu Electric '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 Kyushu Electric'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 Kyushu Electric.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Kyushu Electric on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Kyushu Electric Power or generate 0.0% return on investment in Kyushu Electric over 360 days. Kyushu Electric is related to or competes with Tohoku Electric, AGL Energy, Capital Power, AGL Energy, Contact Energy, Electric Power, and Tohoku Electric. Kyushu Electric Power Company, Incorporated engages in the power generation, transmission, distribution, and sales in Ja... More
Kyushu Electric 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 Kyushu Electric'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 Kyushu Electric Power upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1312 | |||
| Maximum Drawdown | 12.89 |
Kyushu Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kyushu Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kyushu Electric's standard deviation. In reality, there are many statistical measures that can use Kyushu Electric historical prices to predict the future Kyushu Electric's volatility.| Risk Adjusted Performance | 0.1286 | |||
| Jensen Alpha | 0.2939 | |||
| Total Risk Alpha | 0.1231 | |||
| Treynor Ratio | 0.5906 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kyushu Electric'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.
Kyushu Electric Power Backtested Returns
Kyushu Electric appears to be not too volatile, given 3 months investment horizon. Kyushu Electric Power has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Kyushu Electric, which you can use to evaluate the volatility of the firm. Please exercise Kyushu Electric's Standard Deviation of 1.99, risk adjusted performance of 0.1286, and Mean Deviation of 0.6725 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kyushu Electric holds a performance score of 9. The company secures a Beta (Market Risk) of 0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kyushu Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kyushu Electric is expected to be smaller as well. Please check Kyushu Electric's risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to make a quick decision on whether Kyushu Electric's current price movements will revert.
Auto-correlation | -0.91 |
Near perfect reversele predictability
Kyushu Electric Power has near perfect reversele predictability. Overlapping area represents the amount of predictability between Kyushu Electric time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th 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 Kyushu Electric Power price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current Kyushu Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1.31 |
Kyushu Electric Power lagged returns against current returns
Autocorrelation, which is Kyushu Electric 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 Kyushu Electric's pink sheet expected returns. We can calculate the autocorrelation of Kyushu Electric returns to help us make a trade decision. For example, suppose you find that Kyushu Electric 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 |
Kyushu Electric 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 Kyushu Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kyushu Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kyushu Electric pink sheet over time.
Current vs Lagged Prices |
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Kyushu Electric Lagged Returns
When evaluating Kyushu Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kyushu Electric pink sheet have on its future price. Kyushu Electric 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, Kyushu Electric autocorrelation shows the relationship between Kyushu Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kyushu Electric Power.
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 Kyushu Pink Sheet Analysis
When running Kyushu Electric's price analysis, check to measure Kyushu Electric'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 Kyushu Electric is operating at the current time. Most of Kyushu Electric's value examination focuses on studying past and present price action to predict the probability of Kyushu Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kyushu Electric's price. Additionally, you may evaluate how the addition of Kyushu Electric to your portfolios can decrease your overall portfolio volatility.