Showa Denko Kk Stock Market Value
| SHWDF Stock | USD 34.00 0.00 0.00% |
| Symbol | Showa |
Showa Denko '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 Showa Denko'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 Showa Denko.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Showa Denko on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Showa Denko KK or generate 0.0% return on investment in Showa Denko over 30 days. Showa Denko is related to or competes with IMCD NV, Sumitomo Chemical, Fuchs Petrolub, Fuchs Petrolub, Mitsui Mining, Bachem Holding, and Nissan Chemical. Showa Denko K.K. operates as a chemical company in Japan and internationally More
Showa Denko 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 Showa Denko'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 Showa Denko KK upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.85 |
Showa Denko Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Showa Denko's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Showa Denko's standard deviation. In reality, there are many statistical measures that can use Showa Denko historical prices to predict the future Showa Denko's volatility.| Risk Adjusted Performance | 0.0815 | |||
| Jensen Alpha | 0.0477 | |||
| Total Risk Alpha | 0.0091 | |||
| Treynor Ratio | 4.98 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Showa Denko'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.
Showa Denko KK Backtested Returns
At this point, Showa Denko is very steady. Showa Denko KK owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Showa Denko KK, which you can use to evaluate the volatility of the company. Please validate Showa Denko's Coefficient Of Variation of 812.4, risk adjusted performance of 0.0815, and Variance of 0.2244 to confirm if the risk estimate we provide is consistent with the expected return of 0.0611%. Showa Denko has a performance score of 10 on a scale of 0 to 100. The entity has a beta of 0.0097, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Showa Denko's returns are expected to increase less than the market. However, during the bear market, the loss of holding Showa Denko is expected to be smaller as well. Showa Denko KK right now has a risk of 0.48%. Please validate Showa Denko treynor ratio and rate of daily change , to decide if Showa Denko will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Showa Denko KK has no correlation between past and present. Overlapping area represents the amount of predictability between Showa Denko time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Showa Denko KK price movement. The serial correlation of 0.0 indicates that just 0.0% of current Showa Denko 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 |
Showa Denko KK lagged returns against current returns
Autocorrelation, which is Showa Denko 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 Showa Denko's pink sheet expected returns. We can calculate the autocorrelation of Showa Denko returns to help us make a trade decision. For example, suppose you find that Showa Denko 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 |
Showa Denko 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 Showa Denko pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Showa Denko pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Showa Denko pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Showa Denko Lagged Returns
When evaluating Showa Denko's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Showa Denko pink sheet have on its future price. Showa Denko 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, Showa Denko autocorrelation shows the relationship between Showa Denko pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Showa Denko KK.
Regressed Prices |
| Timeline |
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Other Information on Investing in Showa Pink Sheet
Showa Denko financial ratios help investors to determine whether Showa 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 Showa with respect to the benefits of owning Showa Denko security.