Ryohin Keikaku's market value is the price at which a share of Ryohin Keikaku trades on a public exchange. It measures the collective expectations of Ryohin Keikaku Co investors about its performance. Ryohin Keikaku is trading at 20.56 as of the 19th of January 2025; that is 16.79 percent decrease since the beginning of the trading day. The stock's open price was 24.71. With this module, you can estimate the performance of a buy and hold strategy of Ryohin Keikaku Co and determine expected loss or profit from investing in Ryohin Keikaku over a given investment horizon. Check out Ryohin Keikaku Correlation, Ryohin Keikaku Volatility and Ryohin Keikaku Alpha and Beta module to complement your research on Ryohin Keikaku.
Please note, there is a significant difference between Ryohin Keikaku's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ryohin Keikaku is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ryohin Keikaku'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.
Ryohin Keikaku '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 Ryohin Keikaku'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 Ryohin Keikaku.
0.00
12/20/2024
No Change 0.00
0.0
In 31 days
01/19/2025
0.00
If you would invest 0.00 in Ryohin Keikaku on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Ryohin Keikaku Co or generate 0.0% return on investment in Ryohin Keikaku over 30 days. Ryohin Keikaku is related to or competes with Nordstrom, Macys, Dillards Capital, and Kohls Corp. Ryohin Keikaku Co., Ltd. develops, manufactures, distributes, and sells apparel, household goods, furniture, and food it... More
Ryohin Keikaku 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 Ryohin Keikaku'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 Ryohin Keikaku Co 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 Ryohin Keikaku's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ryohin Keikaku's standard deviation. In reality, there are many statistical measures that can use Ryohin Keikaku historical prices to predict the future Ryohin Keikaku's volatility.
Ryohin Keikaku appears to be somewhat reliable, given 3 months investment horizon. Ryohin Keikaku maintains Sharpe Ratio (i.e., Efficiency) of 0.0923, which implies the firm had a 0.0923% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ryohin Keikaku, which you can use to evaluate the volatility of the company. Please evaluate Ryohin Keikaku's Risk Adjusted Performance of 0.0336, semi deviation of 3.78, and Coefficient Of Variation of 3286.45 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ryohin Keikaku holds a performance score of 7. The company holds a Beta of 0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ryohin Keikaku's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ryohin Keikaku is expected to be smaller as well. Please check Ryohin Keikaku's potential upside, as well as the relationship between the daily balance of power and relative strength index , to make a quick decision on whether Ryohin Keikaku's historical price patterns will revert.
Auto-correlation
0.55
Modest predictability
Ryohin Keikaku Co has modest predictability. Overlapping area represents the amount of predictability between Ryohin Keikaku time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th 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 Ryohin Keikaku price movement. The serial correlation of 0.55 indicates that about 55.0% of current Ryohin Keikaku price fluctuation can be explain by its past prices.
Correlation Coefficient
0.55
Spearman Rank Test
-0.13
Residual Average
0.0
Price Variance
3.17
Ryohin Keikaku lagged returns against current returns
Autocorrelation, which is Ryohin Keikaku 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 Ryohin Keikaku's pink sheet expected returns. We can calculate the autocorrelation of Ryohin Keikaku returns to help us make a trade decision. For example, suppose you find that Ryohin Keikaku 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
Ryohin Keikaku 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 Ryohin Keikaku pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ryohin Keikaku pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ryohin Keikaku pink sheet over time.
Current vs Lagged Prices
Timeline
Ryohin Keikaku Lagged Returns
When evaluating Ryohin Keikaku's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ryohin Keikaku pink sheet have on its future price. Ryohin Keikaku 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, Ryohin Keikaku autocorrelation shows the relationship between Ryohin Keikaku pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ryohin Keikaku Co.
Regressed Prices
Timeline
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Ryohin Keikaku's price analysis, check to measure Ryohin Keikaku's 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 Ryohin Keikaku is operating at the current time. Most of Ryohin Keikaku's value examination focuses on studying past and present price action to predict the probability of Ryohin Keikaku's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ryohin Keikaku's price. Additionally, you may evaluate how the addition of Ryohin Keikaku to your portfolios can decrease your overall portfolio volatility.