Sankyo Co (Germany) Market Value
| SOK Stock | EUR 13.40 0.30 2.19% |
| Symbol | Sankyo |
Sankyo Co '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 Sankyo Co's stock 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 Sankyo Co.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Sankyo Co on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Sankyo Co or generate 0.0% return on investment in Sankyo Co over 30 days. Sankyo Co is related to or competes with FIREWEED METALS, BOS BETTER, CODERE ONLINE, PACIFIC ONLINE, GREENX METALS, Zijin Mining, and DISTRICT METALS. Sankyo Co., Ltd. manufactures and sells pachinko and pachislot machines in Japan More
Sankyo Co 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 Sankyo Co's stock 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 Sankyo Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.033 | |||
| Maximum Drawdown | 13.59 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 2.4 |
Sankyo Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sankyo Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sankyo Co's standard deviation. In reality, there are many statistical measures that can use Sankyo Co historical prices to predict the future Sankyo Co's volatility.| Risk Adjusted Performance | 0.0261 | |||
| Jensen Alpha | 0.0423 | |||
| Total Risk Alpha | 0.1087 | |||
| Sortino Ratio | 0.0328 | |||
| Treynor Ratio | (0.43) |
Sankyo Co Backtested Returns
At this point, Sankyo Co is not too volatile. Sankyo Co owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.016, which indicates the firm had a 0.016 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sankyo Co, which you can use to evaluate the volatility of the company. Please validate Sankyo Co's Semi Deviation of 1.66, risk adjusted performance of 0.0261, and Coefficient Of Variation of 3748.6 to confirm if the risk estimate we provide is consistent with the expected return of 0.0336%. Sankyo Co has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sankyo Co are expected to decrease at a much lower rate. During the bear market, Sankyo Co is likely to outperform the market. Sankyo Co right now has a risk of 2.1%. Please validate Sankyo Co sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Sankyo Co will be following its existing price patterns.
Auto-correlation | 0.03 |
Virtually no predictability
Sankyo Co has virtually no predictability. Overlapping area represents the amount of predictability between Sankyo Co time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 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 Sankyo Co price movement. The serial correlation of 0.03 indicates that only 3.0% of current Sankyo Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Sankyo Co lagged returns against current returns
Autocorrelation, which is Sankyo Co stock'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 Sankyo Co's stock expected returns. We can calculate the autocorrelation of Sankyo Co returns to help us make a trade decision. For example, suppose you find that Sankyo Co has exhibited high autocorrelation historically, and you observe that the stock 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 |
Sankyo Co 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 Sankyo Co stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sankyo Co stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sankyo Co stock over time.
Current vs Lagged Prices |
| Timeline |
Sankyo Co Lagged Returns
When evaluating Sankyo Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sankyo Co stock have on its future price. Sankyo Co 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, Sankyo Co autocorrelation shows the relationship between Sankyo Co stock current value and its past values and can show if there is a momentum factor associated with investing in Sankyo Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sankyo Stock
Sankyo Co financial ratios help investors to determine whether Sankyo Stock 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 Sankyo with respect to the benefits of owning Sankyo Co security.