NOMURA RESEARCH (Germany) Market Value
| NR7 Stock | 28.20 0.20 0.71% |
| Symbol | NOMURA |
NOMURA RESEARCH '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 NOMURA RESEARCH's stock 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 NOMURA RESEARCH.
| 05/28/2023 |
| 12/18/2024 |
If you would invest 0.00 in NOMURA RESEARCH on May 28, 2023 and sell it all today you would earn a total of 0.00 from holding NOMURA RESEARCH or generate 0.0% return on investment in NOMURA RESEARCH over 570 days.
NOMURA RESEARCH 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 NOMURA RESEARCH's stock 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 NOMURA RESEARCH upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.99 |
NOMURA RESEARCH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NOMURA RESEARCH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NOMURA RESEARCH's standard deviation. In reality, there are many statistical measures that can use NOMURA RESEARCH historical prices to predict the future NOMURA RESEARCH's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.6288 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NOMURA RESEARCH'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.
NOMURA RESEARCH Backtested Returns
NOMURA RESEARCH has Sharpe Ratio of -0.094, which conveys that the firm had a -0.094% return per unit of volatility over the last 3 months. NOMURA RESEARCH exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NOMURA RESEARCH's risk adjusted performance of (0.05), and Mean Deviation of 1.31 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NOMURA RESEARCH are expected to decrease at a much lower rate. During the bear market, NOMURA RESEARCH is likely to outperform the market. At this point, NOMURA RESEARCH has a negative expected return of -0.19%. Please make sure to verify NOMURA RESEARCH's kurtosis, and the relationship between the treynor ratio and day median price , to decide if NOMURA RESEARCH performance from the past will be repeated at future time.
Auto-correlation | 0.19 |
Very weak predictability
NOMURA RESEARCH has very weak predictability. Overlapping area represents the amount of predictability between NOMURA RESEARCH time series from 28th of May 2023 to 8th of March 2024 and 8th of March 2024 to 18th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NOMURA RESEARCH price movement. The serial correlation of 0.19 indicates that over 19.0% of current NOMURA RESEARCH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 7.31 |
NOMURA RESEARCH lagged returns against current returns
Autocorrelation, which is NOMURA RESEARCH stock'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 NOMURA RESEARCH's stock expected returns. We can calculate the autocorrelation of NOMURA RESEARCH returns to help us make a trade decision. For example, suppose you find that NOMURA RESEARCH has exhibited high autocorrelation historically, and you observe that the stock 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 |
NOMURA RESEARCH 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 NOMURA RESEARCH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NOMURA RESEARCH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NOMURA RESEARCH stock over time.
Current vs Lagged Prices |
| Timeline |
NOMURA RESEARCH Lagged Returns
When evaluating NOMURA RESEARCH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NOMURA RESEARCH stock have on its future price. NOMURA RESEARCH 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, NOMURA RESEARCH autocorrelation shows the relationship between NOMURA RESEARCH stock current value and its past values and can show if there is a momentum factor associated with investing in NOMURA RESEARCH.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for NOMURA Stock Analysis
When running NOMURA RESEARCH's price analysis, check to measure NOMURA RESEARCH'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 NOMURA RESEARCH is operating at the current time. Most of NOMURA RESEARCH's value examination focuses on studying past and present price action to predict the probability of NOMURA RESEARCH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NOMURA RESEARCH's price. Additionally, you may evaluate how the addition of NOMURA RESEARCH to your portfolios can decrease your overall portfolio volatility.