Nippon Steel Stock Market Value
| NISTF Stock | USD 4.10 0.05 1.20% |
| Symbol | Nippon |
Nippon Steel '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 Nippon Steel'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 Nippon Steel.
| 12/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Nippon Steel on December 9, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Steel or generate 0.0% return on investment in Nippon Steel over 30 days. Nippon Steel is related to or competes with Vallourec, Aluminumof China, ArcelorMittal, JFE Holdings, Fresnillo PLC, Yara International, and Northern Star. Nippon Steel Corporation engages in steelmaking and steel fabrication, engineering and construction, chemicals and mater... More
Nippon Steel 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 Nippon Steel'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 Nippon Steel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.57 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 13.71 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 4.1 |
Nippon Steel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Steel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Steel's standard deviation. In reality, there are many statistical measures that can use Nippon Steel historical prices to predict the future Nippon Steel's volatility.| Risk Adjusted Performance | 0.0137 | |||
| Jensen Alpha | 0.0045 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1059 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nippon Steel'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.
Nippon Steel Backtested Returns
At this point, Nippon Steel is slightly risky. Nippon Steel has Sharpe Ratio of 0.046, which conveys that the firm had a 0.046 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nippon Steel, which you can use to evaluate the volatility of the firm. Please verify Nippon Steel's Downside Deviation of 2.57, risk adjusted performance of 0.0137, and Mean Deviation of 1.62 to check out if the risk estimate we provide is consistent with the expected return of 0.0856%. Nippon Steel has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nippon Steel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nippon Steel is expected to be smaller as well. Nippon Steel right now secures a risk of 1.86%. Please verify Nippon Steel value at risk, as well as the relationship between the skewness and day median price , to decide if Nippon Steel will be following its current price movements.
Auto-correlation | -0.3 |
Weak reverse predictability
Nippon Steel has weak reverse predictability. Overlapping area represents the amount of predictability between Nippon Steel time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 Nippon Steel price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Nippon Steel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Nippon Steel lagged returns against current returns
Autocorrelation, which is Nippon Steel 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 Nippon Steel's pink sheet expected returns. We can calculate the autocorrelation of Nippon Steel returns to help us make a trade decision. For example, suppose you find that Nippon Steel 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 |
Nippon Steel 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 Nippon Steel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Steel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nippon Steel pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nippon Steel Lagged Returns
When evaluating Nippon Steel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Steel pink sheet have on its future price. Nippon Steel 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, Nippon Steel autocorrelation shows the relationship between Nippon Steel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nippon Steel.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Nippon Pink Sheet
Nippon Steel financial ratios help investors to determine whether Nippon 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 Nippon with respect to the benefits of owning Nippon Steel security.