Ngk Spark Plug Stock Market Value
| NGKSY Stock | USD 21.40 3.38 18.76% |
| Symbol | NGK |
NGK Spark '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 NGK Spark'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 NGK Spark.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in NGK Spark on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding NGK Spark Plug or generate 0.0% return on investment in NGK Spark over 30 days. NGK Spark is related to or competes with Pirelli C, Aisin, Yamaha, Tokyu Corp, Schaeffler, Yokohama Rubber, and Greek Org. NGK Spark Plug Co., Ltd., together with its subsidiaries, manufactures and sells spark plugs and related products for in... More
NGK Spark 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 NGK Spark'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 NGK Spark Plug upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0883 | |||
| Maximum Drawdown | 18.76 |
NGK Spark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NGK Spark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NGK Spark's standard deviation. In reality, there are many statistical measures that can use NGK Spark historical prices to predict the future NGK Spark's volatility.| Risk Adjusted Performance | 0.0936 | |||
| Jensen Alpha | 0.2619 | |||
| Total Risk Alpha | 0.0437 | |||
| Treynor Ratio | 1.56 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NGK Spark'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.
NGK Spark Plug Backtested Returns
NGK Spark appears to be very steady, given 3 months investment horizon. NGK Spark Plug has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of volatility over the last 3 months. We have found nineteen technical indicators for NGK Spark, which you can use to evaluate the volatility of the firm. Please exercise NGK Spark's risk adjusted performance of 0.0936, and Mean Deviation of 0.5598 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NGK Spark holds a performance score of 9. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NGK Spark's returns are expected to increase less than the market. However, during the bear market, the loss of holding NGK Spark is expected to be smaller as well. Please check NGK Spark's variance and daily balance of power , to make a quick decision on whether NGK Spark's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
NGK Spark Plug has no correlation between past and present. Overlapping area represents the amount of predictability between NGK Spark time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 NGK Spark Plug price movement. The serial correlation of 0.0 indicates that just 0.0% of current NGK Spark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 2.83 |
NGK Spark Plug lagged returns against current returns
Autocorrelation, which is NGK Spark 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 NGK Spark's pink sheet expected returns. We can calculate the autocorrelation of NGK Spark returns to help us make a trade decision. For example, suppose you find that NGK Spark 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 |
NGK Spark 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 NGK Spark pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NGK Spark pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NGK Spark pink sheet over time.
Current vs Lagged Prices |
| Timeline |
NGK Spark Lagged Returns
When evaluating NGK Spark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NGK Spark pink sheet have on its future price. NGK Spark 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, NGK Spark autocorrelation shows the relationship between NGK Spark pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NGK Spark Plug.
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 NGK Pink Sheet Analysis
When running NGK Spark's price analysis, check to measure NGK Spark'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 NGK Spark is operating at the current time. Most of NGK Spark's value examination focuses on studying past and present price action to predict the probability of NGK Spark's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NGK Spark's price. Additionally, you may evaluate how the addition of NGK Spark to your portfolios can decrease your overall portfolio volatility.