Nippon Yusen's market value is the price at which a share of Nippon Yusen trades on a public exchange. It measures the collective expectations of Nippon Yusen Kabushiki investors about its performance. Nippon Yusen is trading at 30.24 as of the 12th of January 2025. This is a 1.75% down since the beginning of the trading day. The stock's lowest day price was 30.24. With this module, you can estimate the performance of a buy and hold strategy of Nippon Yusen Kabushiki and determine expected loss or profit from investing in Nippon Yusen over a given investment horizon. Check out Nippon Yusen Correlation, Nippon Yusen Volatility and Nippon Yusen Alpha and Beta module to complement your research on Nippon Yusen.
Please note, there is a significant difference between Nippon Yusen's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nippon Yusen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nippon Yusen's 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.
Nippon Yusen '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 Yusen'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 Nippon Yusen.
0.00
10/14/2024
No Change 0.00
0.0
In 3 months and 1 day
01/12/2025
0.00
If you would invest 0.00 in Nippon Yusen on October 14, 2024 and sell it all today you would earn a total of 0.00 from holding Nippon Yusen Kabushiki or generate 0.0% return on investment in Nippon Yusen over 90 days. Nippon Yusen is related to or competes with Hapag-Lloyd, Superior Plus, NMI Holdings, SIVERS SEMICONDUCTORS, Talanx AG, and NorAm Drilling. Nippon Yusen Kabushiki Kaisha provides ocean, land, and air transportation services worldwide More
Nippon Yusen 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 Yusen'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 Nippon Yusen Kabushiki upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Yusen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Yusen's standard deviation. In reality, there are many statistical measures that can use Nippon Yusen historical prices to predict the future Nippon Yusen's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Nippon Yusen. Your research has to be compared to or analyzed against Nippon Yusen's peers to derive any actionable benefits. When done correctly, Nippon Yusen's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Nippon Yusen Kabushiki.
Nippon Yusen Kabushiki Backtested Returns
At this point, Nippon Yusen is very steady. Nippon Yusen Kabushiki has Sharpe Ratio of 0.0253, which conveys that the firm had a 0.0253% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nippon Yusen, which you can use to evaluate the volatility of the firm. Please verify Nippon Yusen's Risk Adjusted Performance of 0.0057, downside deviation of 1.83, and Mean Deviation of 1.34 to check out if the risk estimate we provide is consistent with the expected return of 0.0471%. Nippon Yusen has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Nippon Yusen are expected to decrease at a much lower rate. During the bear market, Nippon Yusen is likely to outperform the market. Nippon Yusen Kabushiki right now secures a risk of 1.86%. Please verify Nippon Yusen Kabushiki treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Nippon Yusen Kabushiki will be following its current price movements.
Auto-correlation
-0.35
Poor reverse predictability
Nippon Yusen Kabushiki has poor reverse predictability. Overlapping area represents the amount of predictability between Nippon Yusen time series from 14th of October 2024 to 28th of November 2024 and 28th of November 2024 to 12th of January 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 Yusen Kabushiki price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Nippon Yusen price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.35
Spearman Rank Test
0.21
Residual Average
0.0
Price Variance
0.51
Nippon Yusen Kabushiki lagged returns against current returns
Autocorrelation, which is Nippon Yusen 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 Nippon Yusen's stock expected returns. We can calculate the autocorrelation of Nippon Yusen returns to help us make a trade decision. For example, suppose you find that Nippon Yusen 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
Nippon Yusen 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 Yusen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Yusen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nippon Yusen stock over time.
Current vs Lagged Prices
Timeline
Nippon Yusen Lagged Returns
When evaluating Nippon Yusen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Yusen stock have on its future price. Nippon Yusen 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 Yusen autocorrelation shows the relationship between Nippon Yusen stock current value and its past values and can show if there is a momentum factor associated with investing in Nippon Yusen Kabushiki.
Nippon Yusen financial ratios help investors to determine whether Nippon 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 Nippon with respect to the benefits of owning Nippon Yusen security.