Nippon Kayaku Co Stock Market Value
| NPKYY Stock | USD 10.23 0.00 0.00% |
| Symbol | Nippon |
Nippon Kayaku '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 Kayaku'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 Kayaku.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Nippon Kayaku on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Kayaku Co or generate 0.0% return on investment in Nippon Kayaku over 30 days. Nippon Kayaku is related to or competes with Corbion NV, Tokuyama Corp, Tokai Carbon, Labrador Iron, Corbion NV, 5N Plus, and Huabao International. Nippon Kayaku Co., Ltd., together with its subsidiaries, develops, manufactures, and sells functional chemicals, pharmac... More
Nippon Kayaku 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 Kayaku'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 Kayaku Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.095 | |||
| Maximum Drawdown | 19.5 |
Nippon Kayaku Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Kayaku's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Kayaku's standard deviation. In reality, there are many statistical measures that can use Nippon Kayaku historical prices to predict the future Nippon Kayaku's volatility.| Risk Adjusted Performance | 0.0986 | |||
| Jensen Alpha | 0.3616 | |||
| Total Risk Alpha | 0.0458 | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nippon Kayaku'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 Kayaku Backtested Returns
Nippon Kayaku appears to be somewhat reliable, given 3 months investment horizon. Nippon Kayaku has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Nippon Kayaku, which you can use to evaluate the volatility of the firm. Please exercise Nippon Kayaku's Mean Deviation of 0.608, risk adjusted performance of 0.0986, and Standard Deviation of 2.4 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nippon Kayaku holds a performance score of 10. The company secures a Beta (Market Risk) of -0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Nippon Kayaku are expected to decrease at a much lower rate. During the bear market, Nippon Kayaku is likely to outperform the market. Please check Nippon Kayaku's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to make a quick decision on whether Nippon Kayaku's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Nippon Kayaku Co has no correlation between past and present. Overlapping area represents the amount of predictability between Nippon Kayaku time series from 29th of November 2025 to 14th of December 2025 and 14th of December 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 Nippon Kayaku price movement. The serial correlation of 0.0 indicates that just 0.0% of current Nippon Kayaku 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 Kayaku lagged returns against current returns
Autocorrelation, which is Nippon Kayaku 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 Kayaku's pink sheet expected returns. We can calculate the autocorrelation of Nippon Kayaku returns to help us make a trade decision. For example, suppose you find that Nippon Kayaku 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 Kayaku 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 Kayaku pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Kayaku 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 Kayaku pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nippon Kayaku Lagged Returns
When evaluating Nippon Kayaku's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Kayaku pink sheet have on its future price. Nippon Kayaku 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 Kayaku autocorrelation shows the relationship between Nippon Kayaku pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nippon Kayaku Co.
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 Kayaku's price analysis, check to measure Nippon Kayaku'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 Kayaku is operating at the current time. Most of Nippon Kayaku's value examination focuses on studying past and present price action to predict the probability of Nippon Kayaku'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 Kayaku's price. Additionally, you may evaluate how the addition of Nippon Kayaku to your portfolios can decrease your overall portfolio volatility.