Oki Electric Industry Stock Market Value
| OKIEY Stock | USD 11.80 0.00 0.00% |
| Symbol | Oki |
Oki Electric '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 Oki Electric'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 Oki Electric.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Oki Electric on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Oki Electric Industry or generate 0.0% return on investment in Oki Electric over 180 days. Oki Electric is related to or competes with Evertz Technologies, Bravura Solutions, GungHo Online, Boyaa Interactive, Enghouse Systems, Evs Broadcast, and Transcosmos. Oki Electric Industry Co., Ltd. manufactures and sells products, technologies, software, and solutions for telecommunica... More
Oki Electric 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 Oki Electric'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 Oki Electric Industry upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0352 | |||
| Maximum Drawdown | 13.49 |
Oki Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oki Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oki Electric's standard deviation. In reality, there are many statistical measures that can use Oki Electric historical prices to predict the future Oki Electric's volatility.| Risk Adjusted Performance | 0.0702 | |||
| Jensen Alpha | 0.1102 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.9243 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oki Electric'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.
Oki Electric Industry Backtested Returns
At this stage we consider Oki Pink Sheet to be very steady. Oki Electric Industry maintains Sharpe Ratio (i.e., Efficiency) of 0.0949, which implies the firm had a 0.0949 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Oki Electric Industry, which you can use to evaluate the volatility of the company. Please check Oki Electric's Variance of 1.94, risk adjusted performance of 0.0702, and Coefficient Of Variation of 1078.34 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Oki Electric has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oki Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oki Electric is expected to be smaller as well. Oki Electric Industry right now holds a risk of 1.43%. Please check Oki Electric Industry standard deviation and kurtosis , to decide if Oki Electric Industry will be following its historical price patterns.
Auto-correlation | 0.81 |
Very good predictability
Oki Electric Industry has very good predictability. Overlapping area represents the amount of predictability between Oki Electric time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Oki Electric Industry price movement. The serial correlation of 0.81 indicates that around 81.0% of current Oki Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Oki Electric Industry lagged returns against current returns
Autocorrelation, which is Oki Electric 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 Oki Electric's pink sheet expected returns. We can calculate the autocorrelation of Oki Electric returns to help us make a trade decision. For example, suppose you find that Oki Electric 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 |
Oki Electric 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 Oki Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oki Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oki Electric pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Oki Electric Lagged Returns
When evaluating Oki Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oki Electric pink sheet have on its future price. Oki Electric 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, Oki Electric autocorrelation shows the relationship between Oki Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Oki Electric Industry.
Regressed Prices |
| Timeline |
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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 Oki Pink Sheet Analysis
When running Oki Electric's price analysis, check to measure Oki Electric'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 Oki Electric is operating at the current time. Most of Oki Electric's value examination focuses on studying past and present price action to predict the probability of Oki Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oki Electric's price. Additionally, you may evaluate how the addition of Oki Electric to your portfolios can decrease your overall portfolio volatility.