Shimano Stock Technical Analysis
| SHMDF Stock | USD 114.09 8.12 7.66% |
As of the 8th of February, Shimano has the Coefficient Of Variation of 2047.66, risk adjusted performance of 0.0457, and Semi Deviation of 2.2. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Shimano, as well as the relationship between them. Please validate Shimano maximum drawdown, and the relationship between the information ratio and downside variance to decide if Shimano is priced more or less accurately, providing market reflects its prevalent price of 114.09 per share. Given that Shimano has jensen alpha of 0.0697, we advise you to double-check Shimano's current market performance to make sure the company can sustain itself at a future point.
Shimano Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Shimano, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ShimanoShimano |
Shimano '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 Shimano'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 Shimano.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Shimano on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Shimano or generate 0.0% return on investment in Shimano over 90 days. Shimano is related to or competes with ZOZO, Toray Industries, CCL Industries, Toray Industries, Jardine Cycle, Games Workshop, and Marks. Shimano Inc. develops, produces, and distributes bicycle components, fishing tackles, and rowing equipment More
Shimano 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 Shimano'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 Shimano upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.12 | |||
| Information Ratio | 0.0083 | |||
| Maximum Drawdown | 12.32 | |||
| Value At Risk | (3.79) | |||
| Potential Upside | 2.1 |
Shimano Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shimano's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shimano's standard deviation. In reality, there are many statistical measures that can use Shimano historical prices to predict the future Shimano's volatility.| Risk Adjusted Performance | 0.0457 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0044 | |||
| Treynor Ratio | 0.2769 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shimano'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.
Shimano February 8, 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 | 0.0457 | |||
| Market Risk Adjusted Performance | 0.2869 | |||
| Mean Deviation | 1.14 | |||
| Semi Deviation | 2.2 | |||
| Downside Deviation | 4.12 | |||
| Coefficient Of Variation | 2047.66 | |||
| Standard Deviation | 2.21 | |||
| Variance | 4.88 | |||
| Information Ratio | 0.0083 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0044 | |||
| Treynor Ratio | 0.2769 | |||
| Maximum Drawdown | 12.32 | |||
| Value At Risk | (3.79) | |||
| Potential Upside | 2.1 | |||
| Downside Variance | 16.97 | |||
| Semi Variance | 4.86 | |||
| Expected Short fall | (1.68) | |||
| Skewness | (1.93) | |||
| Kurtosis | 12.44 |
Shimano Backtested Returns
At this point, Shimano is very steady. Shimano owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0725, which indicates the firm had a 0.0725 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Shimano, which you can use to evaluate the volatility of the company. Please validate Shimano's Coefficient Of Variation of 2047.66, semi deviation of 2.2, and Risk Adjusted Performance of 0.0457 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Shimano has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shimano's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shimano is expected to be smaller as well. Shimano right now has a risk of 2.21%. Please validate Shimano downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if Shimano will be following its existing price patterns.
Auto-correlation | 0.10 |
Insignificant predictability
Shimano has insignificant predictability. Overlapping area represents the amount of predictability between Shimano time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 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 Shimano price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Shimano price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 15.35 |
Shimano 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.
Shimano Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Shimano volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Shimano 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 Shimano 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 Shimano based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Shimano price pattern first instead of the macroeconomic environment surrounding Shimano. By analyzing Shimano'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 Shimano'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 Shimano specific price patterns or momentum indicators. Please read more on our technical analysis page.
Shimano February 8, 2026 Technical Indicators
Most technical analysis of Shimano 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 Shimano from various momentum indicators to cycle indicators. When you analyze Shimano 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 | 0.0457 | |||
| Market Risk Adjusted Performance | 0.2869 | |||
| Mean Deviation | 1.14 | |||
| Semi Deviation | 2.2 | |||
| Downside Deviation | 4.12 | |||
| Coefficient Of Variation | 2047.66 | |||
| Standard Deviation | 2.21 | |||
| Variance | 4.88 | |||
| Information Ratio | 0.0083 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0044 | |||
| Treynor Ratio | 0.2769 | |||
| Maximum Drawdown | 12.32 | |||
| Value At Risk | (3.79) | |||
| Potential Upside | 2.1 | |||
| Downside Variance | 16.97 | |||
| Semi Variance | 4.86 | |||
| Expected Short fall | (1.68) | |||
| Skewness | (1.93) | |||
| Kurtosis | 12.44 |
Shimano February 8, 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 Shimano 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 | Huge | ||
| Rate Of Daily Change | 1.08 | ||
| Day Median Price | 114.09 | ||
| Day Typical Price | 114.09 | ||
| Price Action Indicator | 4.06 |
Complementary Tools for Shimano Pink Sheet analysis
When running Shimano's price analysis, check to measure Shimano'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 Shimano is operating at the current time. Most of Shimano's value examination focuses on studying past and present price action to predict the probability of Shimano's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shimano's price. Additionally, you may evaluate how the addition of Shimano to your portfolios can decrease your overall portfolio volatility.
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