Shimamura Co Stock Market Value
| SHAOF Stock | USD 21.49 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.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in SHIMAMURA on December 3, 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 90 days. SHIMAMURA is related to or competes with Meituan ADR, Meituan, Fast Retailing, Fuyao Glass, Wesfarmers, Mercedes-Benz Group, and Mercedes-Benz Group. 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 | (0.14) | |||
| Maximum Drawdown | 71.14 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 4.45 |
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 | (0.09) | |||
| Jensen Alpha | (1.19) | |||
| Total Risk Alpha | (1.90) | |||
| Treynor Ratio | (1.24) |
SHIMAMURA March 3, 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 | (0.09) | |||
| Market Risk Adjusted Performance | (1.23) | |||
| Mean Deviation | 2.6 | |||
| Coefficient Of Variation | (756.92) | |||
| Standard Deviation | 8.42 | |||
| Variance | 70.9 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (1.19) | |||
| Total Risk Alpha | (1.90) | |||
| Treynor Ratio | (1.24) | |||
| Maximum Drawdown | 71.14 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 4.45 | |||
| Skewness | (7.49) | |||
| Kurtosis | 58.87 |
SHIMAMURA Backtested Returns
SHIMAMURA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of volatility over the last 3 months. SHIMAMURA Co exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SHIMAMURA's risk adjusted performance of (0.09), and Variance of 70.9 to confirm the risk estimate we provide. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. SHIMAMURA returns are very sensitive to returns on the market. As the market goes up or down, SHIMAMURA is expected to follow. At this point, SHIMAMURA has a negative expected return of -1.19%. Please make sure to validate SHIMAMURA's variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if SHIMAMURA performance from the past will be repeated at future time.
Auto-correlation | 0.69 |
Good predictability
SHIMAMURA Co has good predictability. Overlapping area represents the amount of predictability between SHIMAMURA time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 0.69 indicates that around 69.0% of current SHIMAMURA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 343.93 |
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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.