Nippon Suisan Kaisha Stock Market Value
| NISUY Stock | USD 75.22 0.00 0.00% |
| Symbol | Nippon |
Nippon Suisan '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 Suisan'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 Suisan.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Nippon Suisan on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Suisan Kaisha or generate 0.0% return on investment in Nippon Suisan over 30 days. Nippon Suisan is related to or competes with First Resources, Premier Foods, Avi, Calbee, Maple Leaf, and Premier Foods. Nippon Suisan Kaisha, Ltd. engages marine, food products, fine chemicals, distribution, and marine-relatedengineering bu... More
Nippon Suisan 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 Suisan'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 Suisan Kaisha upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1142 | |||
| Maximum Drawdown | 75.75 |
Nippon Suisan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Suisan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Suisan's standard deviation. In reality, there are many statistical measures that can use Nippon Suisan historical prices to predict the future Nippon Suisan's volatility.| Risk Adjusted Performance | 0.0958 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 0.167 | |||
| Treynor Ratio | 0.806 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nippon Suisan'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 Suisan Kaisha Backtested Returns
Nippon Suisan is not too volatile given 3 months investment horizon. Nippon Suisan Kaisha has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We are able to break down and analyze data for seventeen different technical indicators, which can help you to evaluate if expected returns of 1.17% are justified by taking the suggested risk. Use Nippon Suisan Kaisha Risk Adjusted Performance of 0.0958, standard deviation of 9.32, and Mean Deviation of 2.26 to evaluate company specific risk that cannot be diversified away. Nippon Suisan holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 1.41, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Nippon Suisan will likely underperform. Use Nippon Suisan Kaisha jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to analyze future returns on Nippon Suisan Kaisha.
Auto-correlation | 0.00 |
No correlation between past and present
Nippon Suisan Kaisha has no correlation between past and present. Overlapping area represents the amount of predictability between Nippon Suisan time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Nippon Suisan Kaisha price movement. The serial correlation of 0.0 indicates that just 0.0% of current Nippon Suisan 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 |
Nippon Suisan Kaisha lagged returns against current returns
Autocorrelation, which is Nippon Suisan 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 Suisan's pink sheet expected returns. We can calculate the autocorrelation of Nippon Suisan returns to help us make a trade decision. For example, suppose you find that Nippon Suisan 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 Suisan 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 Suisan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Suisan 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 Suisan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nippon Suisan Lagged Returns
When evaluating Nippon Suisan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Suisan pink sheet have on its future price. Nippon Suisan 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 Suisan autocorrelation shows the relationship between Nippon Suisan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nippon Suisan Kaisha.
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 Nippon Pink Sheet Analysis
When running Nippon Suisan's price analysis, check to measure Nippon Suisan'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 Nippon Suisan is operating at the current time. Most of Nippon Suisan's value examination focuses on studying past and present price action to predict the probability of Nippon Suisan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nippon Suisan's price. Additionally, you may evaluate how the addition of Nippon Suisan to your portfolios can decrease your overall portfolio volatility.