Bandai Namco Holdings Stock Market Value
| NCBDF Stock | USD 27.75 0.00 0.00% |
| Symbol | BANDAI |
BANDAI NAMCO '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 BANDAI NAMCO'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 BANDAI NAMCO.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in BANDAI NAMCO on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding BANDAI NAMCO Holdings or generate 0.0% return on investment in BANDAI NAMCO over 30 days. BANDAI NAMCO is related to or competes with Chow Tai, InterContinental, Amcor Plc, Sands China, Z Holdings, Asics Corp, and Chow Tai. BANDAI NAMCO Holdings Inc. develops entertainment-related products and services worldwide More
BANDAI NAMCO 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 BANDAI NAMCO'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 BANDAI NAMCO Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 8.91 |
BANDAI NAMCO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANDAI NAMCO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANDAI NAMCO's standard deviation. In reality, there are many statistical measures that can use BANDAI NAMCO historical prices to predict the future BANDAI NAMCO's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 1.29 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BANDAI NAMCO'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.
BANDAI NAMCO Holdings Backtested Returns
BANDAI NAMCO Holdings secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21 % return per unit of risk over the last 3 months. BANDAI NAMCO Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BANDAI NAMCO's Coefficient Of Variation of (482.35), variance of 2.05, and Mean Deviation of 0.5664 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BANDAI NAMCO are expected to decrease at a much lower rate. During the bear market, BANDAI NAMCO is likely to outperform the market. At this point, BANDAI NAMCO Holdings has a negative expected return of -0.32%. Please make sure to confirm BANDAI NAMCO's information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if BANDAI NAMCO Holdings performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
BANDAI NAMCO Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between BANDAI NAMCO time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 BANDAI NAMCO Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current BANDAI NAMCO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BANDAI NAMCO Holdings lagged returns against current returns
Autocorrelation, which is BANDAI NAMCO 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 BANDAI NAMCO's pink sheet expected returns. We can calculate the autocorrelation of BANDAI NAMCO returns to help us make a trade decision. For example, suppose you find that BANDAI NAMCO 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 |
BANDAI NAMCO 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 BANDAI NAMCO pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANDAI NAMCO pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANDAI NAMCO pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BANDAI NAMCO Lagged Returns
When evaluating BANDAI NAMCO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANDAI NAMCO pink sheet have on its future price. BANDAI NAMCO 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, BANDAI NAMCO autocorrelation shows the relationship between BANDAI NAMCO pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BANDAI NAMCO Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BANDAI Pink Sheet
BANDAI NAMCO financial ratios help investors to determine whether BANDAI Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BANDAI with respect to the benefits of owning BANDAI NAMCO security.