Nomura Holdings Adr Stock Market Value
| NMR Stock | USD 6.08 0.15 2.53% |
| Symbol | Nomura |
Nomura Holdings ADR Price To Book Ratio
Is Investment Banking & Brokerage space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Nomura Holdings. If investors know Nomura will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Nomura Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.878 | Earnings Share 0.59 | Revenue Per Share 598.26 | Quarterly Revenue Growth 0.314 | Return On Assets 0.0051 |
The market value of Nomura Holdings ADR is measured differently than its book value, which is the value of Nomura that is recorded on the company's balance sheet. Investors also form their own opinion of Nomura Holdings' value that differs from its market value or its book value, called intrinsic value, which is Nomura Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Nomura Holdings' market value can be influenced by many factors that don't directly affect Nomura Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Nomura Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Nomura Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nomura Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Nomura 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 Nomura Holdings' 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 Nomura Holdings.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Nomura Holdings on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Nomura Holdings ADR or generate 0.0% return on investment in Nomura Holdings over 30 days. Nomura Holdings is related to or competes with Perella Weinberg, Oppenheimer Holdings, Stifel Financial, Piper Sandler, Stifel Financial, Scully Royalty, and Houlihan Lokey. Nomura Holdings, Inc. provides various financial services to individuals, corporations, financial institutions, governme... More
Nomura 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 Nomura Holdings' 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 Nomura Holdings ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.21 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 3.01 |
Nomura Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nomura Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nomura Holdings' standard deviation. In reality, there are many statistical measures that can use Nomura Holdings historical prices to predict the future Nomura Holdings' volatility.| Risk Adjusted Performance | 0.0484 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1069 |
Nomura Holdings ADR Backtested Returns
Currently, Nomura Holdings ADR is somewhat reliable. Nomura Holdings ADR has Sharpe Ratio of 0.0471, which conveys that the firm had a 0.0471% return per unit of risk over the last 3 months. We have found thirty technical indicators for Nomura Holdings, which you can use to evaluate the volatility of the firm. Please verify Nomura Holdings' Mean Deviation of 1.54, risk adjusted performance of 0.0484, and Downside Deviation of 2.21 to check out if the risk estimate we provide is consistent with the expected return of 0.0975%. Nomura Holdings has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. Nomura Holdings returns are very sensitive to returns on the market. As the market goes up or down, Nomura Holdings is expected to follow. Nomura Holdings ADR right now secures a risk of 2.07%. Please verify Nomura Holdings ADR expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Nomura Holdings ADR will be following its current price movements.
Auto-correlation | 0.08 |
Virtually no predictability
Nomura Holdings ADR has virtually no predictability. Overlapping area represents the amount of predictability between Nomura Holdings time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Nomura Holdings ADR price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Nomura Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nomura Holdings ADR lagged returns against current returns
Autocorrelation, which is Nomura Holdings 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 Nomura Holdings' stock expected returns. We can calculate the autocorrelation of Nomura Holdings returns to help us make a trade decision. For example, suppose you find that Nomura Holdings 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 |
Nomura 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 Nomura Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nomura Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nomura Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Nomura Holdings Lagged Returns
When evaluating Nomura Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nomura Holdings stock have on its future price. Nomura 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, Nomura Holdings autocorrelation shows the relationship between Nomura Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Nomura Holdings ADR.
Regressed Prices |
| Timeline |
Pair Trading with Nomura Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Nomura Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Nomura Holdings will appreciate offsetting losses from the drop in the long position's value.Moving together with Nomura Stock
Moving against Nomura Stock
| 0.39 | WU | Western Union Sell-off Trend | PairCorr |
| 0.39 | PWUPW | PowerUp Acquisition Corp | PairCorr |
| 0.36 | PWUPU | PowerUp Acquisition Corp | PairCorr |
The ability to find closely correlated positions to Nomura Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Nomura Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Nomura Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Nomura Holdings ADR to buy it.
The correlation of Nomura Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Nomura Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Nomura Holdings ADR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Nomura Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Nomura Stock Analysis
When running Nomura Holdings' price analysis, check to measure Nomura 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 Nomura Holdings is operating at the current time. Most of Nomura Holdings' value examination focuses on studying past and present price action to predict the probability of Nomura Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nomura Holdings' price. Additionally, you may evaluate how the addition of Nomura Holdings to your portfolios can decrease your overall portfolio volatility.