Shimizu Stock Market Value
| SHMUF Stock | USD 11.31 0.00 0.00% |
| Symbol | Shimizu |
Shimizu '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 Shimizu'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 Shimizu.
| 09/30/2025 |
| 12/29/2025 |
If you would invest 0.00 in Shimizu on September 30, 2025 and sell it all today you would earn a total of 0.00 from holding Shimizu or generate 0.0% return on investment in Shimizu over 90 days. Shimizu is related to or competes with SINOPEC Engineering, Webuild SpA, Arcadis NV, Promotora, Bilfinger, NWS Holdings, and Balfour Beatty. Shimizu Corporation engages in the building contracting, civil engineering, machinery, and other construction works in J... More
Shimizu 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 Shimizu'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 Shimizu upside and downside potential and time the market with a certain degree of confidence.
Shimizu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shimizu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shimizu's standard deviation. In reality, there are many statistical measures that can use Shimizu historical prices to predict the future Shimizu's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shimizu'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.
Shimizu Backtested Returns
We have found three technical indicators for Shimizu, which you can use to evaluate the volatility of the company. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Shimizu are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Shimizu has no correlation between past and present. Overlapping area represents the amount of predictability between Shimizu time series from 30th of September 2025 to 14th of November 2025 and 14th of November 2025 to 29th 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 Shimizu price movement. The serial correlation of 0.0 indicates that just 0.0% of current Shimizu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Shimizu lagged returns against current returns
Autocorrelation, which is Shimizu 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 Shimizu's pink sheet expected returns. We can calculate the autocorrelation of Shimizu returns to help us make a trade decision. For example, suppose you find that Shimizu 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 |
Shimizu 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 Shimizu pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shimizu pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shimizu pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shimizu Lagged Returns
When evaluating Shimizu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shimizu pink sheet have on its future price. Shimizu 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, Shimizu autocorrelation shows the relationship between Shimizu pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shimizu.
Regressed Prices |
| Timeline |
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Other Information on Investing in Shimizu Pink Sheet
Shimizu financial ratios help investors to determine whether Shimizu 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 Shimizu with respect to the benefits of owning Shimizu security.