NEC's market value is the price at which a share of NEC trades on a public exchange. It measures the collective expectations of NEC Corporation investors about its performance. NEC is trading at 34.76 as of the 29th of December 2025. This is a 3.24% increase since the beginning of the trading day. The stock's lowest day price was 34.76. With this module, you can estimate the performance of a buy and hold strategy of NEC Corporation and determine expected loss or profit from investing in NEC over a given investment horizon. Check out NEC Correlation, NEC Volatility and NEC Alpha and Beta module to complement your research on NEC.
Please note, there is a significant difference between NEC's value and its price as these two are different measures arrived at by different means. Investors typically determine if NEC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NEC's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
NEC '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 NEC'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 NEC.
0.00
01/09/2024
No Change 0.00
0.0
In 1 year 11 months and 22 days
12/29/2025
0.00
If you would invest 0.00 in NEC on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding NEC Corporation or generate 0.0% return on investment in NEC over 720 days. NEC is related to or competes with Fujitsu, Fujitsu, NTT Data, Dassault Systemes, Dassault Systemes, Renesas Electronics, and Infineon Technologies. NEC Corporation operates as a provider of information and communication technology solutions in Japan and internationall... More
NEC 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 NEC'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 NEC Corporation upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for NEC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NEC's standard deviation. In reality, there are many statistical measures that can use NEC historical prices to predict the future NEC's volatility.
At this point, NEC is very steady. NEC Corporation retains Efficiency (Sharpe Ratio) of 0.0623, which conveys that the firm had a 0.0623 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for NEC, which you can use to evaluate the volatility of the firm. Please verify NEC's Mean Deviation of 1.5, semi deviation of 1.85, and Market Risk Adjusted Performance of 0.9533 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. NEC has a performance score of 4 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NEC's returns are expected to increase less than the market. However, during the bear market, the loss of holding NEC is expected to be smaller as well. NEC Corporation at this time owns a risk of 2.98%. Please verify NEC Corporation information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if NEC Corporation will be following its current price history.
Auto-correlation
-0.26
Weak reverse predictability
NEC Corporation has weak reverse predictability. Overlapping area represents the amount of predictability between NEC time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th 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 NEC Corporation price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current NEC price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.26
Spearman Rank Test
-0.03
Residual Average
0.0
Price Variance
1290.52
NEC Corporation lagged returns against current returns
Autocorrelation, which is NEC 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 NEC's pink sheet expected returns. We can calculate the autocorrelation of NEC returns to help us make a trade decision. For example, suppose you find that NEC 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
NEC 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 NEC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NEC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NEC pink sheet over time.
Current vs Lagged Prices
Timeline
NEC Lagged Returns
When evaluating NEC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NEC pink sheet have on its future price. NEC 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, NEC autocorrelation shows the relationship between NEC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NEC Corporation.
NEC financial ratios help investors to determine whether NEC 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 NEC with respect to the benefits of owning NEC security.