Nippon Building (Germany) Market Value
| S4C Stock | EUR 790.00 15.00 1.94% |
| Symbol | Nippon |
Nippon Building '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 Nippon Building'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 Nippon Building.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Nippon Building on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Building or generate 0.0% return on investment in Nippon Building over 30 days. Nippon Building is related to or competes with Japan Medical, TRADELINK ELECTRON, FIREWEED METALS, SALESFORCE INC, Jacquet Metal, H2O Retailing, and GREENX METALS. NBF is Japans largest real estate investment trust which invests in office buildings primarily in Tokyo as well as natio... More
Nippon Building 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 Nippon Building'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 Nippon Building upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.74 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.9 |
Nippon Building Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Building's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Building's standard deviation. In reality, there are many statistical measures that can use Nippon Building historical prices to predict the future Nippon Building's volatility.| Risk Adjusted Performance | 0.0376 | |||
| Jensen Alpha | 0.0525 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.40) |
Nippon Building Backtested Returns
At this point, Nippon Building is very steady. Nippon Building has Sharpe Ratio of 0.0128, which conveys that the firm had a 0.0128 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Nippon Building, which you can use to evaluate the volatility of the firm. Please verify Nippon Building's Mean Deviation of 0.8497, risk adjusted performance of 0.0376, and Downside Deviation of 1.36 to check out if the risk estimate we provide is consistent with the expected return of 0.0149%. Nippon Building has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nippon Building are expected to decrease at a much lower rate. During the bear market, Nippon Building is likely to outperform the market. Nippon Building right now secures a risk of 1.17%. Please verify Nippon Building total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Nippon Building will be following its current price movements.
Auto-correlation | 0.26 |
Poor predictability
Nippon Building has poor predictability. Overlapping area represents the amount of predictability between Nippon Building time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd 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 Nippon Building price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Nippon Building price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 47.96 |
Nippon Building lagged returns against current returns
Autocorrelation, which is Nippon Building 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 Nippon Building's stock expected returns. We can calculate the autocorrelation of Nippon Building returns to help us make a trade decision. For example, suppose you find that Nippon Building 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 |
Nippon Building 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 Nippon Building stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Building stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nippon Building stock over time.
Current vs Lagged Prices |
| Timeline |
Nippon Building Lagged Returns
When evaluating Nippon Building's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Building stock have on its future price. Nippon Building 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, Nippon Building autocorrelation shows the relationship between Nippon Building stock current value and its past values and can show if there is a momentum factor associated with investing in Nippon Building.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Nippon Stock
Nippon Building financial ratios help investors to determine whether Nippon 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 Nippon with respect to the benefits of owning Nippon Building security.