Nippon Sanso Holdings Stock Market Value
| TYNPF Stock | USD 30.03 1.21 4.20% |
| Symbol | Nippon |
Nippon Sanso '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 Nippon Sanso'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 Nippon Sanso.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Nippon Sanso on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Sanso Holdings or generate 0.0% return on investment in Nippon Sanso over 30 days. Nippon Sanso is related to or competes with Nitto Denko, Evolution Mining, Nippon Steel, Symrise AG, CEMEX SAB, Symrise Ag, and Asahi Kasei. Nippon Sanso Holdings Corporation engages in the gas business in Japan, the United States, Europe, Asia, and Oceania More
Nippon Sanso 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 Nippon Sanso'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 Nippon Sanso Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 18.1 | |||
| Value At Risk | (7.40) | |||
| Potential Upside | 6.8 |
Nippon Sanso Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Sanso's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Sanso's standard deviation. In reality, there are many statistical measures that can use Nippon Sanso historical prices to predict the future Nippon Sanso's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.48) | |||
| Total Risk Alpha | (0.84) | |||
| Treynor Ratio | (0.31) |
Nippon Sanso Holdings Backtested Returns
Nippon Sanso Holdings has Sharpe Ratio of -0.0218, which conveys that the firm had a -0.0218 % return per unit of risk over the last 3 months. Nippon Sanso exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nippon Sanso's Standard Deviation of 4.24, risk adjusted performance of (0.05), and Mean Deviation of 3.06 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.24, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Nippon Sanso will likely underperform. At this point, Nippon Sanso Holdings has a negative expected return of -0.0931%. Please make sure to verify Nippon Sanso's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Nippon Sanso Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Nippon Sanso Holdings has very weak predictability. Overlapping area represents the amount of predictability between Nippon Sanso time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Nippon Sanso Holdings price movement. The serial correlation of 0.16 indicates that over 16.0% of current Nippon Sanso price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.76 |
Nippon Sanso Holdings lagged returns against current returns
Autocorrelation, which is Nippon Sanso 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 Nippon Sanso's pink sheet expected returns. We can calculate the autocorrelation of Nippon Sanso returns to help us make a trade decision. For example, suppose you find that Nippon Sanso 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 |
Nippon Sanso 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 Nippon Sanso pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Sanso pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nippon Sanso pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nippon Sanso Lagged Returns
When evaluating Nippon Sanso's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Sanso pink sheet have on its future price. Nippon Sanso 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, Nippon Sanso autocorrelation shows the relationship between Nippon Sanso pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nippon Sanso Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Additional Information and Resources on Investing in Nippon Pink Sheet
When determining whether Nippon Sanso Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Nippon Sanso's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Nippon Sanso Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Nippon Sanso Holdings Stock:Check out Nippon Sanso Correlation, Nippon Sanso Volatility and Nippon Sanso Alpha and Beta module to complement your research on Nippon Sanso. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Nippon Sanso technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.