Nippon Telegraph Telephone Stock Market Value
| NPPXF Stock | USD 0.96 0.01 1.03% |
| Symbol | Nippon |
Nippon Telegraph '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 Nippon Telegraph'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 Nippon Telegraph.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Nippon Telegraph on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Nippon Telegraph Telephone or generate 0.0% return on investment in Nippon Telegraph over 90 days. Nippon Telegraph is related to or competes with Magyar Telekom, Singapore Telecommunicatio, Hellenic Telecommunicatio, KDDI Corp, Softbank Group, KT, and Telefonica Brasil. Nippon Telegraph and Telephone Corporation provides fixed voice-related, mobile voice-related, IPpacket communications, ... More
Nippon Telegraph 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 Nippon Telegraph'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 Nippon Telegraph Telephone upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.0 | |||
| Information Ratio | 0.0405 | |||
| Maximum Drawdown | 15.37 | |||
| Value At Risk | (6.80) | |||
| Potential Upside | 7.61 |
Nippon Telegraph Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Telegraph's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Telegraph's standard deviation. In reality, there are many statistical measures that can use Nippon Telegraph historical prices to predict the future Nippon Telegraph's volatility.| Risk Adjusted Performance | 0.0209 | |||
| Jensen Alpha | 0.0746 | |||
| Total Risk Alpha | 0.5377 | |||
| Sortino Ratio | 0.0395 | |||
| Treynor Ratio | 0.2077 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nippon Telegraph'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.
Nippon Telegraph Tel Backtested Returns
At this point, Nippon Telegraph is extremely dangerous. Nippon Telegraph Tel has Sharpe Ratio of 0.0389, which conveys that the firm had a 0.0389 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Nippon Telegraph, which you can use to evaluate the volatility of the firm. Please verify Nippon Telegraph's Mean Deviation of 3.01, downside deviation of 4.0, and Risk Adjusted Performance of 0.0209 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Nippon Telegraph has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nippon Telegraph's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nippon Telegraph is expected to be smaller as well. Nippon Telegraph Tel right now secures a risk of 4.02%. Please verify Nippon Telegraph Telephone value at risk, as well as the relationship between the skewness and day median price , to decide if Nippon Telegraph Telephone will be following its current price movements.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Nippon Telegraph Telephone has insignificant reverse predictability. Overlapping area represents the amount of predictability between Nippon Telegraph time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Nippon Telegraph Tel price movement. The serial correlation of -0.18 indicates that over 18.0% of current Nippon Telegraph price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nippon Telegraph Tel lagged returns against current returns
Autocorrelation, which is Nippon Telegraph 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 Nippon Telegraph's pink sheet expected returns. We can calculate the autocorrelation of Nippon Telegraph returns to help us make a trade decision. For example, suppose you find that Nippon Telegraph 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 |
Nippon Telegraph 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 Nippon Telegraph pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Telegraph pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nippon Telegraph pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nippon Telegraph Lagged Returns
When evaluating Nippon Telegraph's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Telegraph pink sheet have on its future price. Nippon Telegraph 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, Nippon Telegraph autocorrelation shows the relationship between Nippon Telegraph pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nippon Telegraph Telephone.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Nippon Pink Sheet
Nippon Telegraph financial ratios help investors to determine whether Nippon 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 Nippon with respect to the benefits of owning Nippon Telegraph security.