Showa Denko Kk Stock Market Value
| SHWDY Stock | USD 38.25 3.10 8.82% |
| 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 Mitsubishi Chemical, Nitto Denko, AGC, IMCD NV, Sumitomo Chemical, Mitsubishi Chemical, and Capstone Copper. 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 | 0.0574 | |||
| Maximum Drawdown | 24.84 | |||
| Value At Risk | (5.54) | |||
| Potential Upside | 8.2 |
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 | 0.0619 | |||
| Jensen Alpha | 0.2602 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (15.81) |
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
Showa Denko appears to be very steady, given 3 months investment horizon. Showa Denko KK owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.078, which indicates the firm had a 0.078 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Showa Denko KK, which you can use to evaluate the volatility of the company. Please review Showa Denko's Variance of 12.27, risk adjusted performance of 0.0619, and Coefficient Of Variation of 1300.9 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Showa Denko holds a performance score of 6. The entity has a beta of -0.0164, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Showa Denko are expected to decrease at a much lower rate. During the bear market, Showa Denko is likely to outperform the market. Please check Showa Denko's jensen alpha and daily balance of power , to make a quick decision on whether Showa Denko's existing price patterns will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
Showa Denko KK has modest reverse predictability. 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 -0.43 indicates that just about 43.0% of current Showa Denko price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 2.38 |
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 |
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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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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Showa Pink Sheet Analysis
When running Showa Denko's price analysis, check to measure Showa Denko's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Showa Denko is operating at the current time. Most of Showa Denko's value examination focuses on studying past and present price action to predict the probability of Showa Denko's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Showa Denko's price. Additionally, you may evaluate how the addition of Showa Denko to your portfolios can decrease your overall portfolio volatility.