Zozo Inc Stock Market Value
| SRTTY Stock | USD 7.76 0.25 3.12% |
| Symbol | ZOZO |
ZOZO '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 ZOZO'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 ZOZO.
| 07/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in ZOZO on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding ZOZO Inc or generate 0.0% return on investment in ZOZO over 540 days. ZOZO is related to or competes with ZALANDO SE, Zalando SE, Dufry AG, Monotaro, Delivery Hero, Canadian Tire, and Delivery Hero. ZOZO, Inc. operates online shopping Websites in Japan and internationally More
ZOZO 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 ZOZO'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 ZOZO Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 22.23 | |||
| Value At Risk | (9.07) | |||
| Potential Upside | 8.44 |
ZOZO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ZOZO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ZOZO's standard deviation. In reality, there are many statistical measures that can use ZOZO historical prices to predict the future ZOZO's volatility.| Risk Adjusted Performance | 0.0083 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.68) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ZOZO'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.
ZOZO Inc Backtested Returns
ZOZO Inc shows Sharpe Ratio of -0.0136, which attests that the company had a -0.0136 % return per unit of risk over the last 3 months. ZOZO Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out ZOZO's Market Risk Adjusted Performance of (0.01), standard deviation of 5.09, and Mean Deviation of 3.87 to validate the risk estimate we provide. The firm maintains a market beta of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ZOZO's returns are expected to increase less than the market. However, during the bear market, the loss of holding ZOZO is expected to be smaller as well. At this point, ZOZO Inc has a negative expected return of -0.0705%. Please make sure to check out ZOZO's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if ZOZO Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
ZOZO Inc has below average predictability. Overlapping area represents the amount of predictability between ZOZO time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th 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 ZOZO Inc price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current ZOZO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
ZOZO Inc lagged returns against current returns
Autocorrelation, which is ZOZO 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 ZOZO's pink sheet expected returns. We can calculate the autocorrelation of ZOZO returns to help us make a trade decision. For example, suppose you find that ZOZO 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 |
ZOZO 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 ZOZO pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ZOZO pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ZOZO pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ZOZO Lagged Returns
When evaluating ZOZO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ZOZO pink sheet have on its future price. ZOZO 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, ZOZO autocorrelation shows the relationship between ZOZO pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ZOZO Inc.
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 ZOZO Pink Sheet Analysis
When running ZOZO's price analysis, check to measure ZOZO'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 ZOZO is operating at the current time. Most of ZOZO's value examination focuses on studying past and present price action to predict the probability of ZOZO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ZOZO's price. Additionally, you may evaluate how the addition of ZOZO to your portfolios can decrease your overall portfolio volatility.