Konami Holdings Stock Market Value
| KONMY Stock | USD 48.52 0.00 0.00% |
| Symbol | Konami |
Konami Holdings '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 Konami Holdings' 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 Konami Holdings.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Konami Holdings on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Konami Holdings or generate 0.0% return on investment in Konami Holdings over 30 days. Konami Holdings is related to or competes with NEXON, Sega Sammy, Capcom Co, CD Projekt, UbiSoft Entertainment, Square Enix, and Nintendo. Konami Group Corporation, together with its subsidiaries, primarily engages in the digital entertainment, amusement, gam... More
Konami Holdings 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 Konami Holdings' 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 Konami Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0069 | |||
| Maximum Drawdown | 15.03 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 2.0 |
Konami Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Konami Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Konami Holdings' standard deviation. In reality, there are many statistical measures that can use Konami Holdings historical prices to predict the future Konami Holdings' volatility.| Risk Adjusted Performance | 0.0563 | |||
| Jensen Alpha | 0.093 | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 0.4153 |
Konami Holdings Backtested Returns
At this stage we consider Konami Pink Sheet to be very steady. Konami Holdings has Sharpe Ratio of 0.0083, which conveys that the firm had a 0.0083% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Konami Holdings, which you can use to evaluate the volatility of the firm. Please verify Konami Holdings' Mean Deviation of 0.7001, standard deviation of 2.0, and Risk Adjusted Performance of 0.0563 to check out if the risk estimate we provide is consistent with the expected return of 0.0147%. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Konami Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Konami Holdings is expected to be smaller as well. Konami Holdings right now secures a risk of 1.77%. Please verify Konami Holdings information ratio and kurtosis , to decide if Konami Holdings will be following its current price movements.
Auto-correlation | 0.17 |
Very weak predictability
Konami Holdings has very weak predictability. Overlapping area represents the amount of predictability between Konami Holdings time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Konami Holdings price movement. The serial correlation of 0.17 indicates that over 17.0% of current Konami Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Konami Holdings lagged returns against current returns
Autocorrelation, which is Konami Holdings 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 Konami Holdings' pink sheet expected returns. We can calculate the autocorrelation of Konami Holdings returns to help us make a trade decision. For example, suppose you find that Konami Holdings 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 |
Konami Holdings 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 Konami Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Konami Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Konami Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Konami Holdings Lagged Returns
When evaluating Konami Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Konami Holdings pink sheet have on its future price. Konami Holdings 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, Konami Holdings autocorrelation shows the relationship between Konami Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Konami Holdings.
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 Konami Pink Sheet Analysis
When running Konami Holdings' price analysis, check to measure Konami Holdings' 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 Konami Holdings is operating at the current time. Most of Konami Holdings' value examination focuses on studying past and present price action to predict the probability of Konami Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Konami Holdings' price. Additionally, you may evaluate how the addition of Konami Holdings to your portfolios can decrease your overall portfolio volatility.