BANDAI NAMCO (Germany) Market Value
| N9B Stock | EUR 30.41 0.22 0.72% |
| Symbol | BANDAI |
BANDAI NAMCO '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 BANDAI NAMCO's stock 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 BANDAI NAMCO.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in BANDAI NAMCO on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding BANDAI NAMCO Holdings or generate 0.0% return on investment in BANDAI NAMCO over 90 days. BANDAI NAMCO is related to or competes with Coor Service, G8 EDUCATION, American Public, Q2M Managementberatu, CHINA EDUCATION, and Xinhua Winshare. BANDAI NAMCO Holdings Inc. develops entertainment-related products and services worldwide More
BANDAI NAMCO 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 BANDAI NAMCO's stock 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 BANDAI NAMCO Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.3029 | |||
| Maximum Drawdown | 16.74 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 4.22 |
BANDAI NAMCO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANDAI NAMCO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANDAI NAMCO's standard deviation. In reality, there are many statistical measures that can use BANDAI NAMCO historical prices to predict the future BANDAI NAMCO's volatility.| Risk Adjusted Performance | 0.2209 | |||
| Jensen Alpha | 0.6872 | |||
| Total Risk Alpha | 1.12 | |||
| Sortino Ratio | 0.5904 | |||
| Treynor Ratio | 5.24 |
BANDAI NAMCO Holdings Backtested Returns
BANDAI NAMCO appears to be very steady, given 3 months investment horizon. BANDAI NAMCO Holdings secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. By examining BANDAI NAMCO's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of BANDAI NAMCO's Coefficient Of Variation of 394.4, semi deviation of 0.8904, and Mean Deviation of 1.81 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BANDAI NAMCO holds a performance score of 16. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BANDAI NAMCO's returns are expected to increase less than the market. However, during the bear market, the loss of holding BANDAI NAMCO is expected to be smaller as well. Please check BANDAI NAMCO's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether BANDAI NAMCO's price patterns will revert.
Auto-correlation | -0.58 |
Good reverse predictability
BANDAI NAMCO Holdings has good reverse predictability. Overlapping area represents the amount of predictability between BANDAI NAMCO time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 BANDAI NAMCO Holdings price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current BANDAI NAMCO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 10.04 |
BANDAI NAMCO Holdings lagged returns against current returns
Autocorrelation, which is BANDAI NAMCO stock'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 BANDAI NAMCO's stock expected returns. We can calculate the autocorrelation of BANDAI NAMCO returns to help us make a trade decision. For example, suppose you find that BANDAI NAMCO has exhibited high autocorrelation historically, and you observe that the stock 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 |
BANDAI NAMCO 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 BANDAI NAMCO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANDAI NAMCO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANDAI NAMCO stock over time.
Current vs Lagged Prices |
| Timeline |
BANDAI NAMCO Lagged Returns
When evaluating BANDAI NAMCO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANDAI NAMCO stock have on its future price. BANDAI NAMCO 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, BANDAI NAMCO autocorrelation shows the relationship between BANDAI NAMCO stock current value and its past values and can show if there is a momentum factor associated with investing in BANDAI NAMCO Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BANDAI Stock
BANDAI NAMCO financial ratios help investors to determine whether BANDAI Stock 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 BANDAI with respect to the benefits of owning BANDAI NAMCO security.