Shimamura Co Stock Market Value
| SHAOF Stock | USD 64.47 0.00 0.00% |
| Symbol | SHIMAMURA |
SHIMAMURA '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 SHIMAMURA'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 SHIMAMURA.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in SHIMAMURA on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding SHIMAMURA Co or generate 0.0% return on investment in SHIMAMURA over 360 days. SHIMAMURA is related to or competes with Zumiez, Fast Retailing, Industria, Aritzia, Shoe Carnival, Genesco, and Citi Trends. Its stores provide clothing and fashion-related products, food-related products, and housing-related products More
SHIMAMURA 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 SHIMAMURA'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 SHIMAMURA Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 7.47 |
SHIMAMURA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SHIMAMURA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SHIMAMURA's standard deviation. In reality, there are many statistical measures that can use SHIMAMURA historical prices to predict the future SHIMAMURA's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (76.56) |
SHIMAMURA Backtested Returns
SHIMAMURA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17 % return per unit of volatility over the last 3 months. SHIMAMURA Co exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SHIMAMURA's risk adjusted performance of (0.11), and Variance of 1.14 to confirm the risk estimate we provide. The entity has a beta of 0.0025, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SHIMAMURA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SHIMAMURA is expected to be smaller as well. At this point, SHIMAMURA has a negative expected return of -0.19%. Please make sure to validate SHIMAMURA's variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if SHIMAMURA performance from the past will be repeated at future time.
Auto-correlation | -0.45 |
Modest reverse predictability
SHIMAMURA Co has modest reverse predictability. Overlapping area represents the amount of predictability between SHIMAMURA time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 SHIMAMURA price movement. The serial correlation of -0.45 indicates that just about 45.0% of current SHIMAMURA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 7.01 |
SHIMAMURA lagged returns against current returns
Autocorrelation, which is SHIMAMURA 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 SHIMAMURA's pink sheet expected returns. We can calculate the autocorrelation of SHIMAMURA returns to help us make a trade decision. For example, suppose you find that SHIMAMURA 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 |
SHIMAMURA 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 SHIMAMURA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SHIMAMURA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SHIMAMURA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SHIMAMURA Lagged Returns
When evaluating SHIMAMURA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SHIMAMURA pink sheet have on its future price. SHIMAMURA 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, SHIMAMURA autocorrelation shows the relationship between SHIMAMURA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SHIMAMURA Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SHIMAMURA Pink Sheet
SHIMAMURA financial ratios help investors to determine whether SHIMAMURA 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 SHIMAMURA with respect to the benefits of owning SHIMAMURA security.