Kddi Corp Stock Market Value
| KDDIF Stock | USD 31.94 1.84 6.11% |
| Symbol | KDDI |
KDDI Corp '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 KDDI Corp'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 KDDI Corp.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in KDDI Corp on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding KDDI Corp or generate 0.0% return on investment in KDDI Corp over 30 days. KDDI Corp is related to or competes with Telefnica, Turk Telekomunikasyon, Orange SA, Nippon Telegraph, SwissCom, Telkom Indonesia, and America Movil. KDDI Corporation provides telecommunications services in Japan and internationally More
KDDI Corp 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 KDDI Corp'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 KDDI Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.95 | |||
| Information Ratio | 0.0212 | |||
| Maximum Drawdown | 24.84 | |||
| Value At Risk | (6.34) | |||
| Potential Upside | 6.11 |
KDDI Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KDDI Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KDDI Corp's standard deviation. In reality, there are many statistical measures that can use KDDI Corp historical prices to predict the future KDDI Corp's volatility.| Risk Adjusted Performance | 0.0324 | |||
| Jensen Alpha | 0.1125 | |||
| Total Risk Alpha | 0.0114 | |||
| Sortino Ratio | 0.0084 | |||
| Treynor Ratio | (0.11) |
KDDI Corp Backtested Returns
At this point, KDDI Corp is not too volatile. KDDI Corp has Sharpe Ratio of 0.0137, which conveys that the firm had a 0.0137 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for KDDI Corp, which you can use to evaluate the volatility of the firm. Please verify KDDI Corp's Downside Deviation of 8.95, mean deviation of 1.53, and Risk Adjusted Performance of 0.0324 to check out if the risk estimate we provide is consistent with the expected return of 0.0502%. KDDI Corp has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.89, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning KDDI Corp are expected to decrease slowly. On the other hand, during market turmoil, KDDI Corp is expected to outperform it slightly. KDDI Corp at this time secures a risk of 3.66%. Please verify KDDI Corp coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to decide if KDDI Corp will be following its current price movements.
Auto-correlation | -0.47 |
Modest reverse predictability
KDDI Corp has modest reverse predictability. Overlapping area represents the amount of predictability between KDDI Corp time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th of January 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 KDDI Corp price movement. The serial correlation of -0.47 indicates that about 47.0% of current KDDI Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 2.85 |
KDDI Corp lagged returns against current returns
Autocorrelation, which is KDDI Corp 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 KDDI Corp's pink sheet expected returns. We can calculate the autocorrelation of KDDI Corp returns to help us make a trade decision. For example, suppose you find that KDDI Corp 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 |
KDDI Corp 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 KDDI Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KDDI Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KDDI Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KDDI Corp Lagged Returns
When evaluating KDDI Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KDDI Corp pink sheet have on its future price. KDDI Corp 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, KDDI Corp autocorrelation shows the relationship between KDDI Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KDDI Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KDDI Pink Sheet
KDDI Corp financial ratios help investors to determine whether KDDI Pink Sheet 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 KDDI with respect to the benefits of owning KDDI Corp security.