Nippon Television Holdings Stock Market Value
| NPTVF Stock | USD 24.97 0.00 0.00% |
| Symbol | Nippon |
Nippon Television '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 Television'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 Television.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Nippon Television on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Television Holdings or generate 0.0% return on investment in Nippon Television over 30 days. Nippon Television is related to or competes with RTL Group, RTL Group, Rightmove Plc, Rightmove Plc, Bezeq Corp, Telefnica Deutschland, and Quebecor. Nippon Television Holdings, Inc. operates as a media and content company in Japan More
Nippon Television 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 Television'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 Television Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1 | |||
| Maximum Drawdown | 11.12 | |||
| Potential Upside | 0.3226 |
Nippon Television Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Television's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Television's standard deviation. In reality, there are many statistical measures that can use Nippon Television historical prices to predict the future Nippon Television's volatility.| Risk Adjusted Performance | 0.1174 | |||
| Jensen Alpha | 0.2075 | |||
| Total Risk Alpha | 0.065 | |||
| Treynor Ratio | 1.71 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nippon Television'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 Television Backtested Returns
Nippon Television appears to be very steady, given 3 months investment horizon. Nippon Television has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Nippon Television, which you can use to evaluate the volatility of the firm. Please exercise Nippon Television's Standard Deviation of 1.42, risk adjusted performance of 0.1174, and Mean Deviation of 0.4266 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nippon Television holds a performance score of 12. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nippon Television's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nippon Television is expected to be smaller as well. Please check Nippon Television's jensen alpha and rate of daily change , to make a quick decision on whether Nippon Television's current price movements will revert.
Auto-correlation | 1.00 |
Perfect predictability
Nippon Television Holdings has perfect predictability. Overlapping area represents the amount of predictability between Nippon Television 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 Television price movement. The serial correlation of 1.0 indicates that 100.0% of current Nippon Television price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nippon Television lagged returns against current returns
Autocorrelation, which is Nippon Television 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 Television's pink sheet expected returns. We can calculate the autocorrelation of Nippon Television returns to help us make a trade decision. For example, suppose you find that Nippon Television 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 Television 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 Television pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Television 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 Television pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nippon Television Lagged Returns
When evaluating Nippon Television's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Television pink sheet have on its future price. Nippon Television 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 Television autocorrelation shows the relationship between Nippon Television pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nippon Television Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Nippon Pink Sheet
Nippon Television 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 Television security.