Sanrio Company Stock Market Value
| SNROF Stock | USD 32.00 0.10 0.31% |
| Symbol | Sanrio |
Sanrio '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 Sanrio'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 Sanrio.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in Sanrio on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding Sanrio Company or generate 0.0% return on investment in Sanrio over 90 days. Sanrio is related to or competes with Hikari Tsushin, Ceconomy, Rakuten, ZOZO, Rakuten, Accor SA, and Porsche Automobile. Sanrio Company, Ltd., together with its subsidiaries, plans, designs, and sells social communication gifts, greeting car... More
Sanrio 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 Sanrio'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 Sanrio Company upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 21.48 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 1.66 |
Sanrio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanrio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanrio's standard deviation. In reality, there are many statistical measures that can use Sanrio historical prices to predict the future Sanrio's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.81) | |||
| Treynor Ratio | (39.93) |
Sanrio Company Backtested Returns
Sanrio Company owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.27, which indicates the firm had a -0.27 % return per unit of risk over the last 3 months. Sanrio Company exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sanrio's Risk Adjusted Performance of (0.12), variance of 10.08, and Coefficient Of Variation of (542.68) to confirm the risk estimate we provide. The entity has a beta of 0.0149, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sanrio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sanrio is expected to be smaller as well. At this point, Sanrio Company has a negative expected return of -0.79%. Please make sure to validate Sanrio's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Sanrio Company performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.81 |
Very good predictability
Sanrio Company has very good predictability. Overlapping area represents the amount of predictability between Sanrio time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd 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 Sanrio Company price movement. The serial correlation of 0.81 indicates that around 81.0% of current Sanrio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 3.22 |
Sanrio Company lagged returns against current returns
Autocorrelation, which is Sanrio 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 Sanrio's pink sheet expected returns. We can calculate the autocorrelation of Sanrio returns to help us make a trade decision. For example, suppose you find that Sanrio 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 |
Sanrio 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 Sanrio pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanrio pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanrio pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sanrio Lagged Returns
When evaluating Sanrio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanrio pink sheet have on its future price. Sanrio 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, Sanrio autocorrelation shows the relationship between Sanrio pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sanrio Company.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sanrio Pink Sheet
Sanrio financial ratios help investors to determine whether Sanrio 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 Sanrio with respect to the benefits of owning Sanrio security.