Nisshinbo Holdings Adr Stock Market Value
| NSHBY Stock | USD 17.40 0.00 0.00% |
| Symbol | Nisshinbo |
Nisshinbo Holdings '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 Nisshinbo Holdings' 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 Nisshinbo Holdings.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Nisshinbo Holdings on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Nisshinbo Holdings ADR or generate 0.0% return on investment in Nisshinbo Holdings over 30 days. Nisshinbo Holdings is related to or competes with Alliance Global, Alliance Global, Georgia Capital, Bonheur ASA, Tianjin Capital, Barloworld, and Dampskibsselskabet. Nisshinbo Holdings Inc., along with its subsidiaries, engages in the wireless and communications, micro devices, automob... More
Nisshinbo Holdings 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 Nisshinbo Holdings' 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 Nisshinbo Holdings ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1108 | |||
| Maximum Drawdown | 25.49 |
Nisshinbo Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nisshinbo Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nisshinbo Holdings' standard deviation. In reality, there are many statistical measures that can use Nisshinbo Holdings historical prices to predict the future Nisshinbo Holdings' volatility.| Risk Adjusted Performance | 0.1052 | |||
| Jensen Alpha | 0.4651 | |||
| Total Risk Alpha | 0.0861 | |||
| Treynor Ratio | (0.56) |
Nisshinbo Holdings ADR Backtested Returns
Nisshinbo Holdings appears to be somewhat reliable, given 3 months investment horizon. Nisshinbo Holdings ADR has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Nisshinbo Holdings, which you can use to evaluate the volatility of the firm. Please exercise Nisshinbo Holdings' Mean Deviation of 1.01, standard deviation of 3.02, and Risk Adjusted Performance of 0.1052 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nisshinbo Holdings holds a performance score of 11. The company secures a Beta (Market Risk) of -0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Nisshinbo Holdings are expected to decrease at a much lower rate. During the bear market, Nisshinbo Holdings is likely to outperform the market. Please check Nisshinbo Holdings' risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to make a quick decision on whether Nisshinbo Holdings' current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Nisshinbo Holdings ADR has no correlation between past and present. Overlapping area represents the amount of predictability between Nisshinbo Holdings time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Nisshinbo Holdings ADR price movement. The serial correlation of 0.0 indicates that just 0.0% of current Nisshinbo Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nisshinbo Holdings ADR lagged returns against current returns
Autocorrelation, which is Nisshinbo Holdings 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 Nisshinbo Holdings' pink sheet expected returns. We can calculate the autocorrelation of Nisshinbo Holdings returns to help us make a trade decision. For example, suppose you find that Nisshinbo Holdings 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 |
Nisshinbo Holdings 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 Nisshinbo Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nisshinbo Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nisshinbo Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nisshinbo Holdings Lagged Returns
When evaluating Nisshinbo Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nisshinbo Holdings pink sheet have on its future price. Nisshinbo Holdings 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, Nisshinbo Holdings autocorrelation shows the relationship between Nisshinbo Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nisshinbo Holdings ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Nisshinbo Pink Sheet Analysis
When running Nisshinbo Holdings' price analysis, check to measure Nisshinbo Holdings' 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 Nisshinbo Holdings is operating at the current time. Most of Nisshinbo Holdings' value examination focuses on studying past and present price action to predict the probability of Nisshinbo Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nisshinbo Holdings' price. Additionally, you may evaluate how the addition of Nisshinbo Holdings to your portfolios can decrease your overall portfolio volatility.