Wacom Co Ltd Stock Market Value
| WACMY Stock | USD 4.41 0.00 0.00% |
| Symbol | Wacom |
Wacom 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 Wacom Co'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 Wacom Co.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Wacom Co on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Wacom Co Ltd or generate 0.0% return on investment in Wacom Co over 30 days. Wacom Co is related to or competes with IGG, SSS MicroTec, Evertz Technologies, Yeahka, BOE Varitronix, Evs Broadcast, and Nagarro SE. Wacom Co., Ltd. develops, manufactures, and sells electronic devices and related software worldwide More
Wacom 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 Wacom Co'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 Wacom Co Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.57) | |||
| Maximum Drawdown | 0.4515 |
Wacom Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wacom Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wacom Co's standard deviation. In reality, there are many statistical measures that can use Wacom Co historical prices to predict the future Wacom Co's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 2.28 |
Wacom Co Backtested Returns
Wacom Co shows Sharpe Ratio of -0.13, which attests that the company had a -0.13 % return per unit of risk over the last 3 months. Wacom Co exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wacom Co's Mean Deviation of 0.0135, standard deviation of 0.0556, and Market Risk Adjusted Performance of 2.29 to validate the risk estimate we provide. The firm maintains a market beta of -0.0074, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wacom Co are expected to decrease at a much lower rate. During the bear market, Wacom Co is likely to outperform the market. At this point, Wacom Co has a negative expected return of -0.0072%. Please make sure to check out Wacom Co's coefficient of variation and skewness , to decide if Wacom Co performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Wacom Co Ltd has perfect predictability. Overlapping area represents the amount of predictability between Wacom Co time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Wacom Co price movement. The serial correlation of 1.0 indicates that 100.0% of current Wacom Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Wacom Co lagged returns against current returns
Autocorrelation, which is Wacom Co 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 Wacom Co's pink sheet expected returns. We can calculate the autocorrelation of Wacom Co returns to help us make a trade decision. For example, suppose you find that Wacom Co 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 |
Wacom 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 Wacom Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wacom Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wacom Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wacom Co Lagged Returns
When evaluating Wacom Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wacom Co pink sheet have on its future price. Wacom 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, Wacom Co autocorrelation shows the relationship between Wacom Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wacom Co Ltd.
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 Wacom Pink Sheet Analysis
When running Wacom Co's price analysis, check to measure Wacom Co'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 Wacom Co is operating at the current time. Most of Wacom Co's value examination focuses on studying past and present price action to predict the probability of Wacom Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wacom Co's price. Additionally, you may evaluate how the addition of Wacom Co to your portfolios can decrease your overall portfolio volatility.