Shimamura Co Stock Technical Analysis
| SHAOF Stock | USD 21.49 0.00 0.00% |
As of the 2nd of March, SHIMAMURA has the risk adjusted performance of (0.09), and Variance of 70.9. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SHIMAMURA, as well as the relationship between them. Please validate SHIMAMURA variance and value at risk to decide if SHIMAMURA is priced adequately, providing market reflects its prevalent price of 21.49 per share. Given that SHIMAMURA has information ratio of (0.14), we advise you to double-check SHIMAMURA Co's current market performance to make sure the company can sustain itself at some point in the future.
SHIMAMURA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SHIMAMURA, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SHIMAMURASHIMAMURA |
SHIMAMURA '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 SHIMAMURA'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 SHIMAMURA.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in SHIMAMURA on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding SHIMAMURA Co or generate 0.0% return on investment in SHIMAMURA over 90 days. SHIMAMURA is related to or competes with Meituan ADR, Meituan, Fast Retailing, Fuyao Glass, Wesfarmers, Mercedes-Benz Group, and Mercedes-Benz Group. Its stores provide clothing and fashion-related products, food-related products, and housing-related products More
SHIMAMURA 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 SHIMAMURA'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 SHIMAMURA Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 71.14 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 4.45 |
SHIMAMURA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SHIMAMURA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SHIMAMURA's standard deviation. In reality, there are many statistical measures that can use SHIMAMURA historical prices to predict the future SHIMAMURA's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (1.09) | |||
| Total Risk Alpha | (2.00) | |||
| Treynor Ratio | 2.67 |
SHIMAMURA March 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.09) | |||
| Market Risk Adjusted Performance | 2.68 | |||
| Mean Deviation | 2.6 | |||
| Coefficient Of Variation | (756.92) | |||
| Standard Deviation | 8.42 | |||
| Variance | 70.9 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (1.09) | |||
| Total Risk Alpha | (2.00) | |||
| Treynor Ratio | 2.67 | |||
| Maximum Drawdown | 71.14 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 4.45 | |||
| Skewness | (7.49) | |||
| Kurtosis | 58.87 |
SHIMAMURA Backtested Returns
SHIMAMURA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of volatility over the last 3 months. SHIMAMURA Co exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SHIMAMURA's variance of 70.9, and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The entity has a beta of -0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SHIMAMURA are expected to decrease at a much lower rate. During the bear market, SHIMAMURA is likely to outperform the market. At this point, SHIMAMURA has a negative expected return of -1.17%. Please make sure to validate SHIMAMURA's variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if SHIMAMURA performance from the past will be repeated at future time.
Auto-correlation | 0.70 |
Good predictability
SHIMAMURA Co has good predictability. Overlapping area represents the amount of predictability between SHIMAMURA time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 SHIMAMURA price movement. The serial correlation of 0.7 indicates that around 70.0% of current SHIMAMURA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 337.34 |
SHIMAMURA 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.
SHIMAMURA Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for SHIMAMURA across different markets.
About SHIMAMURA Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of SHIMAMURA Co on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of SHIMAMURA Co based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on SHIMAMURA price pattern first instead of the macroeconomic environment surrounding SHIMAMURA. By analyzing SHIMAMURA's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of SHIMAMURA's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to SHIMAMURA specific price patterns or momentum indicators. Please read more on our technical analysis page.
SHIMAMURA March 2, 2026 Technical Indicators
Most technical analysis of SHIMAMURA help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for SHIMAMURA from various momentum indicators to cycle indicators. When you analyze SHIMAMURA charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.09) | |||
| Market Risk Adjusted Performance | 2.68 | |||
| Mean Deviation | 2.6 | |||
| Coefficient Of Variation | (756.92) | |||
| Standard Deviation | 8.42 | |||
| Variance | 70.9 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (1.09) | |||
| Total Risk Alpha | (2.00) | |||
| Treynor Ratio | 2.67 | |||
| Maximum Drawdown | 71.14 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 4.45 | |||
| Skewness | (7.49) | |||
| Kurtosis | 58.87 |
SHIMAMURA March 2, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as SHIMAMURA stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 21.49 | ||
| Day Typical Price | 21.49 | ||
| Price Action Indicator | 0.00 |
Complementary Tools for SHIMAMURA Pink Sheet analysis
When running SHIMAMURA's price analysis, check to measure SHIMAMURA'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 SHIMAMURA is operating at the current time. Most of SHIMAMURA's value examination focuses on studying past and present price action to predict the probability of SHIMAMURA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SHIMAMURA's price. Additionally, you may evaluate how the addition of SHIMAMURA to your portfolios can decrease your overall portfolio volatility.
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