Nissan Motor Co Stock Market Value
| NSANF Stock | USD 2.95 0.08 2.64% |
| Symbol | Nissan |
Nissan '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 Nissan'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 Nissan.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Nissan on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Nissan Motor Co or generate 0.0% return on investment in Nissan over 90 days. Nissan is related to or competes with Great Wall, Geely Automobile, Geely Automobile, Hyundai, Mercedes-Benz Group, Volkswagen, and Porsche Automobile. Nissan Motor Co., Ltd. manufactures and sells vehicles and automotive parts worldwide More
Nissan 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 Nissan'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 Nissan Motor Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.32 | |||
| Information Ratio | 0.0922 | |||
| Maximum Drawdown | 31.1 | |||
| Value At Risk | (9.38) | |||
| Potential Upside | 14.22 |
Nissan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nissan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nissan's standard deviation. In reality, there are many statistical measures that can use Nissan historical prices to predict the future Nissan's volatility.| Risk Adjusted Performance | 0.0708 | |||
| Jensen Alpha | 0.289 | |||
| Total Risk Alpha | 1.59 | |||
| Sortino Ratio | 0.1 | |||
| Treynor Ratio | (0.31) |
Nissan Motor Backtested Returns
Nissan appears to be dangerous, given 3 months investment horizon. Nissan Motor has Sharpe Ratio of 0.0914, which conveys that the firm had a 0.0914 % return per unit of risk over the last 3 months. By analyzing Nissan's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please exercise Nissan's Downside Deviation of 6.32, mean deviation of 5.11, and Risk Adjusted Performance of 0.0708 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nissan holds a performance score of 7. The company secures a Beta (Market Risk) of -1.6, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Nissan are expected to decrease by larger amounts. On the other hand, during market turmoil, Nissan is expected to outperform it. Please check Nissan's expected short fall, and the relationship between the value at risk and rate of daily change , to make a quick decision on whether Nissan's current price movements will revert.
Auto-correlation | 0.26 |
Poor predictability
Nissan Motor Co has poor predictability. Overlapping area represents the amount of predictability between Nissan time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Nissan Motor price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Nissan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Nissan Motor lagged returns against current returns
Autocorrelation, which is Nissan 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 Nissan's pink sheet expected returns. We can calculate the autocorrelation of Nissan returns to help us make a trade decision. For example, suppose you find that Nissan 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 |
Nissan 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 Nissan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nissan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nissan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nissan Lagged Returns
When evaluating Nissan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nissan pink sheet have on its future price. Nissan 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, Nissan autocorrelation shows the relationship between Nissan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nissan Motor Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Nissan Pink Sheet
Nissan financial ratios help investors to determine whether Nissan 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 Nissan with respect to the benefits of owning Nissan security.