Oshidori International Holdings Stock Market Value
| OSHDF Stock | 0.04 0.00 0.00% |
| Symbol | Oshidori |
Oshidori International '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 Oshidori International'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 Oshidori International.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Oshidori International on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Oshidori International Holdings or generate 0.0% return on investment in Oshidori International over 30 days. Oshidori International is related to or competes with BioNTech, SLR Investment, SEI Investments, Delaware Investments, Radcom, Uber Technologies, and Alternative Investment. More
Oshidori International 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 Oshidori International'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 Oshidori International Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1448 | |||
| Maximum Drawdown | 1328.57 |
Oshidori International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oshidori International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oshidori International's standard deviation. In reality, there are many statistical measures that can use Oshidori International historical prices to predict the future Oshidori International's volatility.| Risk Adjusted Performance | 0.1126 | |||
| Jensen Alpha | 24.08 | |||
| Total Risk Alpha | 23.8 | |||
| Treynor Ratio | (1.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oshidori International'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.
Oshidori International Backtested Returns
Oshidori International is out of control given 3 months investment horizon. Oshidori International maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We were able to break down seventeen different technical indicators, which can help you to evaluate if expected returns of 4.26% are justified by taking the suggested risk. Use Oshidori International Risk Adjusted Performance of 0.1126, coefficient of variation of 690.32, and Variance of 27607.17 to evaluate company specific risk that cannot be diversified away. Oshidori International holds a performance score of 10 on a scale of zero to a hundred. The company holds a Beta of -19.47, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Oshidori International are expected to decrease by larger amounts. On the other hand, during market turmoil, Oshidori International is expected to outperform it. Use Oshidori International jensen alpha, as well as the relationship between the kurtosis and day typical price , to analyze future returns on Oshidori International.
Auto-correlation | 1.00 |
Perfect predictability
Oshidori International Holdings has perfect predictability. Overlapping area represents the amount of predictability between Oshidori International time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Oshidori International price movement. The serial correlation of 1.0 indicates that 100.0% of current Oshidori International 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 |
Oshidori International lagged returns against current returns
Autocorrelation, which is Oshidori International 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 Oshidori International's pink sheet expected returns. We can calculate the autocorrelation of Oshidori International returns to help us make a trade decision. For example, suppose you find that Oshidori International 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 |
Oshidori International 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 Oshidori International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oshidori International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oshidori International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Oshidori International Lagged Returns
When evaluating Oshidori International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oshidori International pink sheet have on its future price. Oshidori International 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, Oshidori International autocorrelation shows the relationship between Oshidori International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Oshidori International Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Oshidori Pink Sheet
Oshidori International financial ratios help investors to determine whether Oshidori 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 Oshidori with respect to the benefits of owning Oshidori International security.