Asahi Kasei Stock Market Value
| AHKSF Stock | USD 6.97 0.08 1.13% |
| Symbol | Asahi |
Asahi Kasei '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 Asahi Kasei'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 Asahi Kasei.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Asahi Kasei on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Asahi Kasei or generate 0.0% return on investment in Asahi Kasei over 90 days. Asahi Kasei is related to or competes with Asahi Kaisei, ASP Isotopes, AdvanSix, Anhui Conch, Anhui Conch, and Shin Etsu. Asahi Kasei Corporation manufactures, processes, and sells chemical products in Japan and internationally More
Asahi Kasei 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 Asahi Kasei'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 Asahi Kasei upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0343 | |||
| Maximum Drawdown | 23.3 |
Asahi Kasei Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asahi Kasei's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asahi Kasei's standard deviation. In reality, there are many statistical measures that can use Asahi Kasei historical prices to predict the future Asahi Kasei's volatility.| Risk Adjusted Performance | 0.0912 | |||
| Jensen Alpha | 0.1942 | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 1.3 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Asahi Kasei'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.
Asahi Kasei Backtested Returns
Asahi Kasei appears to be somewhat reliable, given 3 months investment horizon. Asahi Kasei secures Sharpe Ratio (or Efficiency) of 0.0939, which signifies that the company had a 0.0939 % return per unit of standard deviation over the last 3 months. We have found twenty technical indicators for Asahi Kasei, which you can use to evaluate the volatility of the firm. Please makes use of Asahi Kasei's mean deviation of 0.8274, and Risk Adjusted Performance of 0.0912 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Asahi Kasei holds a performance score of 7. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Asahi Kasei's returns are expected to increase less than the market. However, during the bear market, the loss of holding Asahi Kasei is expected to be smaller as well. Please check Asahi Kasei's total risk alpha, and the relationship between the standard deviation and rate of daily change , to make a quick decision on whether Asahi Kasei's price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
Asahi Kasei has very good predictability. Overlapping area represents the amount of predictability between Asahi Kasei time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 Asahi Kasei price movement. The serial correlation of 0.83 indicates that around 83.0% of current Asahi Kasei price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Asahi Kasei lagged returns against current returns
Autocorrelation, which is Asahi Kasei 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 Asahi Kasei's pink sheet expected returns. We can calculate the autocorrelation of Asahi Kasei returns to help us make a trade decision. For example, suppose you find that Asahi Kasei 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 |
Asahi Kasei 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 Asahi Kasei pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asahi Kasei pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asahi Kasei pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Asahi Kasei Lagged Returns
When evaluating Asahi Kasei's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asahi Kasei pink sheet have on its future price. Asahi Kasei 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, Asahi Kasei autocorrelation shows the relationship between Asahi Kasei pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Asahi Kasei.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Asahi Pink Sheet
Asahi Kasei financial ratios help investors to determine whether Asahi 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 Asahi with respect to the benefits of owning Asahi Kasei security.