NSK (Germany) Market Value
| NSK Stock | EUR 5.90 0.05 0.85% |
| Symbol | NSK |
NSK '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 NSK'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 NSK.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in NSK on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding NSK or generate 0.0% return on investment in NSK over 90 days. NSK is related to or competes with Planet Fitness, INSURANCE AUST, Phibro Animal, PURETECH HEALTH, and China Reinsurance. NSK Ltd. manufactures and sells industrial machinery bearings, automotive products, and precision machinery and parts wo... More
NSK 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 NSK'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 NSK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.2552 | |||
| Maximum Drawdown | 11.03 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.75 |
NSK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NSK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NSK's standard deviation. In reality, there are many statistical measures that can use NSK historical prices to predict the future NSK's volatility.| Risk Adjusted Performance | 0.2273 | |||
| Jensen Alpha | 0.5104 | |||
| Total Risk Alpha | 0.3458 | |||
| Sortino Ratio | 0.2754 | |||
| Treynor Ratio | 11.67 |
NSK January 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2273 | |||
| Market Risk Adjusted Performance | 11.68 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 0.6257 | |||
| Downside Deviation | 1.61 | |||
| Coefficient Of Variation | 331.27 | |||
| Standard Deviation | 1.73 | |||
| Variance | 3.01 | |||
| Information Ratio | 0.2552 | |||
| Jensen Alpha | 0.5104 | |||
| Total Risk Alpha | 0.3458 | |||
| Sortino Ratio | 0.2754 | |||
| Treynor Ratio | 11.67 | |||
| Maximum Drawdown | 11.03 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.75 | |||
| Downside Variance | 2.58 | |||
| Semi Variance | 0.3915 | |||
| Expected Short fall | (1.80) | |||
| Skewness | 1.65 | |||
| Kurtosis | 6.2 |
NSK Backtested Returns
NSK appears to be somewhat reliable, given 3 months investment horizon. NSK has Sharpe Ratio of 0.3, which conveys that the firm had a 0.3 % return per unit of volatility over the last 3 months. By inspecting NSK's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please exercise NSK's mean deviation of 1.17, and Risk Adjusted Performance of 0.2273 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NSK holds a performance score of 23. The company secures a Beta (Market Risk) of 0.044, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NSK's returns are expected to increase less than the market. However, during the bear market, the loss of holding NSK is expected to be smaller as well. Please check NSK's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether NSK's current price movements will revert.
Auto-correlation | 0.43 |
Average predictability
NSK has average predictability. Overlapping area represents the amount of predictability between NSK time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NSK price movement. The serial correlation of 0.43 indicates that just about 43.0% of current NSK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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Other Information on Investing in NSK Stock
NSK financial ratios help investors to determine whether NSK Stock 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 NSK with respect to the benefits of owning NSK security.