Nippon Sheet's market value is the price at which a share of Nippon Sheet trades on a public exchange. It measures the collective expectations of Nippon Sheet Glass investors about its performance. Nippon Sheet is trading at 3.20 as of the 26th of December 2025. This is a 8.57 percent decrease since the beginning of the trading day. The stock's lowest day price was 3.2. With this module, you can estimate the performance of a buy and hold strategy of Nippon Sheet Glass and determine expected loss or profit from investing in Nippon Sheet over a given investment horizon. Check out Nippon Sheet Correlation, Nippon Sheet Volatility and Nippon Sheet Alpha and Beta module to complement your research on Nippon Sheet.
Please note, there is a significant difference between Nippon Sheet's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nippon Sheet is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nippon Sheet'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.
Nippon Sheet '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 Sheet'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 Sheet.
0.00
11/26/2025
No Change 0.00
0.0
In 31 days
12/26/2025
0.00
If you would invest 0.00 in Nippon Sheet on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Sheet Glass or generate 0.0% return on investment in Nippon Sheet over 30 days. Nippon Sheet is related to or competes with Intact Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Sydbank A/S, AmTrust Financial, and AmTrust Financial. Nippon Sheet Glass Company, Limited manufactures and sells glass and glazing products worldwide More
Nippon Sheet 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 Sheet'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 Sheet Glass 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 Nippon Sheet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Sheet's standard deviation. In reality, there are many statistical measures that can use Nippon Sheet historical prices to predict the future Nippon Sheet's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Nippon Sheet. Your research has to be compared to or analyzed against Nippon Sheet's peers to derive any actionable benefits. When done correctly, Nippon Sheet's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Nippon Sheet Glass.
Nippon Sheet Glass Backtested Returns
Nippon Sheet Glass 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. Nippon Sheet exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nippon Sheet's Risk Adjusted Performance of (0.08), mean deviation of 0.2558, and Standard Deviation of 1.06 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nippon Sheet are expected to decrease at a much lower rate. During the bear market, Nippon Sheet is likely to outperform the market. At this point, Nippon Sheet Glass has a negative expected return of -0.13%. Please make sure to verify Nippon Sheet's jensen alpha, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to decide if Nippon Sheet Glass performance from the past will be repeated at some point in the near future.
Auto-correlation
-92,233,720,368,547,760
Near perfect reversele predictability
Nippon Sheet Glass has near perfect reversele predictability. Overlapping area represents the amount of predictability between Nippon Sheet time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Sheet Glass price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Nippon Sheet price fluctuation can be explain by its past prices.
Correlation Coefficient
-92233.7 T
Spearman Rank Test
0.1
Residual Average
0.0
Price Variance
0.01
Nippon Sheet Glass lagged returns against current returns
Autocorrelation, which is Nippon Sheet 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 Sheet's pink sheet expected returns. We can calculate the autocorrelation of Nippon Sheet returns to help us make a trade decision. For example, suppose you find that Nippon Sheet 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 Sheet 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 Sheet pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Sheet 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 Sheet pink sheet over time.
Current vs Lagged Prices
Timeline
Nippon Sheet Lagged Returns
When evaluating Nippon Sheet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Sheet pink sheet have on its future price. Nippon Sheet 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 Sheet autocorrelation shows the relationship between Nippon Sheet pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nippon Sheet Glass.
Other Information on Investing in Nippon Pink Sheet
Nippon Sheet 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 Sheet security.