NOMURA HOLDINGS INC Market Value
| 65535HAW9 | 88.37 6.58 6.93% |
| Symbol | NOMURA |
NOMURA '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 NOMURA's bond 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 NOMURA.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in NOMURA on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding NOMURA HOLDINGS INC or generate 0.0% return on investment in NOMURA over 720 days. NOMURA is related to or competes with 00108WAF7, 90331HPL1, American Express, Chevron Corp, Cisco Systems, Verizon Communications, and Merck. More
NOMURA 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 NOMURA's bond 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 NOMURA HOLDINGS INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 4.71 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2633 |
NOMURA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NOMURA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NOMURA's standard deviation. In reality, there are many statistical measures that can use NOMURA historical prices to predict the future NOMURA's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 1.81 |
NOMURA HOLDINGS INC Backtested Returns
NOMURA HOLDINGS INC has Sharpe Ratio of -0.13, which conveys that the entity had a -0.13% return per unit of volatility over the last 3 months. NOMURA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NOMURA's risk adjusted performance of (0.11), and Mean Deviation of 0.2284 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.055, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NOMURA are expected to decrease at a much lower rate. During the bear market, NOMURA is likely to outperform the market.
Auto-correlation | -0.01 |
Very weak reverse predictability
NOMURA HOLDINGS INC has very weak reverse predictability. Overlapping area represents the amount of predictability between NOMURA time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NOMURA HOLDINGS INC price movement. The serial correlation of -0.01 indicates that just 1.0% of current NOMURA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 2.09 |
NOMURA HOLDINGS INC lagged returns against current returns
Autocorrelation, which is NOMURA bond'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 NOMURA's bond expected returns. We can calculate the autocorrelation of NOMURA returns to help us make a trade decision. For example, suppose you find that NOMURA has exhibited high autocorrelation historically, and you observe that the bond 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 |
NOMURA 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 NOMURA bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NOMURA bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NOMURA bond over time.
Current vs Lagged Prices |
| Timeline |
NOMURA Lagged Returns
When evaluating NOMURA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NOMURA bond have on its future price. NOMURA 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, NOMURA autocorrelation shows the relationship between NOMURA bond current value and its past values and can show if there is a momentum factor associated with investing in NOMURA HOLDINGS INC.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in NOMURA Bond
NOMURA financial ratios help investors to determine whether NOMURA Bond 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 NOMURA with respect to the benefits of owning NOMURA security.