Nidec Stock Market Value
| NJDCY Stock | USD 3.25 0.02 0.61% |
| Symbol | Nidec |
Nidec '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 Nidec'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 Nidec.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Nidec on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Nidec or generate 0.0% return on investment in Nidec over 30 days. Nidec is related to or competes with Kawasaki Heavy, Wrtsil Oyj, Kawasaki Heavy, Ebara Corp, VAT Group, GEA Group, and Daifuku. Nidec Corporation, together with its subsidiaries, develops, manufactures, and sells motors, electronics and optical com... More
Nidec 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 Nidec'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 Nidec upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.59 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 42.3 | |||
| Value At Risk | (16.92) | |||
| Potential Upside | 15.16 |
Nidec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nidec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nidec's standard deviation. In reality, there are many statistical measures that can use Nidec historical prices to predict the future Nidec's volatility.| Risk Adjusted Performance | 0.0138 | |||
| Jensen Alpha | 0.1516 | |||
| Total Risk Alpha | (0.93) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nidec'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.
Nidec Backtested Returns
At this stage we consider Nidec Pink Sheet to be dangerous. Nidec has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Nidec, which you can use to evaluate the volatility of the firm. Please verify Nidec's Mean Deviation of 5.47, risk adjusted performance of 0.0138, and Downside Deviation of 8.59 to check out if the risk estimate we provide is consistent with the expected return of 0.0546%. The company secures a Beta (Market Risk) of -1.27, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Nidec are expected to decrease by larger amounts. On the other hand, during market turmoil, Nidec is expected to outperform it. Nidec right now secures a risk of 8.64%. Please verify Nidec value at risk, and the relationship between the jensen alpha and skewness , to decide if Nidec will be following its current price movements.
Auto-correlation | -0.36 |
Poor reverse predictability
Nidec has poor reverse predictability. Overlapping area represents the amount of predictability between Nidec time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Nidec price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Nidec price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nidec lagged returns against current returns
Autocorrelation, which is Nidec 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 Nidec's pink sheet expected returns. We can calculate the autocorrelation of Nidec returns to help us make a trade decision. For example, suppose you find that Nidec 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 |
Nidec 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 Nidec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nidec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nidec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nidec Lagged Returns
When evaluating Nidec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nidec pink sheet have on its future price. Nidec 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, Nidec autocorrelation shows the relationship between Nidec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nidec.
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 Nidec Pink Sheet Analysis
When running Nidec's price analysis, check to measure Nidec'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 Nidec is operating at the current time. Most of Nidec's value examination focuses on studying past and present price action to predict the probability of Nidec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nidec's price. Additionally, you may evaluate how the addition of Nidec to your portfolios can decrease your overall portfolio volatility.