Hitachi's market value is the price at which a share of Hitachi trades on a public exchange. It measures the collective expectations of Hitachi investors about its performance. Hitachi is trading at 30.25 as of the 23rd of July 2025. This is a 2.20 percent increase since the beginning of the trading day. The stock's lowest day price was 29.58. With this module, you can estimate the performance of a buy and hold strategy of Hitachi and determine expected loss or profit from investing in Hitachi over a given investment horizon. Check out Hitachi Correlation, Hitachi Volatility and Hitachi Alpha and Beta module to complement your research on Hitachi.
Please note, there is a significant difference between Hitachi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hitachi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hitachi'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.
Hitachi '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 Hitachi'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 Hitachi.
0.00
04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in Hitachi on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Hitachi or generate 0.0% return on investment in Hitachi over 90 days. Hitachi is related to or competes with Hitachi, Itochu Corp, Honeywell International, 3M, Shin Etsu, Nippon Telegraph, and KDDI Corp. Hitachi, Ltd. provides information technology, energy, industry, mobility, and smart life solutions in Japan and interna... More
Hitachi 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 Hitachi'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 Hitachi 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 Hitachi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hitachi's standard deviation. In reality, there are many statistical measures that can use Hitachi historical prices to predict the future Hitachi's volatility.
Hitachi appears to be not too volatile, given 3 months investment horizon. Hitachi holds Efficiency (Sharpe) Ratio of 0.095, which attests that the entity had a 0.095 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Hitachi, which you can use to evaluate the volatility of the firm. Please utilize Hitachi's Downside Deviation of 3.72, risk adjusted performance of 0.092, and Market Risk Adjusted Performance of 0.4086 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hitachi holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hitachi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hitachi is expected to be smaller as well. Please check Hitachi's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Hitachi's current trending patterns will revert.
Auto-correlation
0.43
Average predictability
Hitachi has average predictability. Overlapping area represents the amount of predictability between Hitachi time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Hitachi price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Hitachi price fluctuation can be explain by its past prices.
Correlation Coefficient
0.43
Spearman Rank Test
0.25
Residual Average
0.0
Price Variance
0.64
Hitachi lagged returns against current returns
Autocorrelation, which is Hitachi 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 Hitachi's pink sheet expected returns. We can calculate the autocorrelation of Hitachi returns to help us make a trade decision. For example, suppose you find that Hitachi 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
Hitachi 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 Hitachi pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hitachi pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hitachi pink sheet over time.
Current vs Lagged Prices
Timeline
Hitachi Lagged Returns
When evaluating Hitachi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hitachi pink sheet have on its future price. Hitachi 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, Hitachi autocorrelation shows the relationship between Hitachi pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hitachi.
Other Information on Investing in Hitachi Pink Sheet
Hitachi financial ratios help investors to determine whether Hitachi 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 Hitachi with respect to the benefits of owning Hitachi security.