Kyocera Adr Stock Market Value
| KYOCY Stock | USD 13.74 0.35 2.61% |
| Symbol | Kyocera |
Kyocera ADR '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 Kyocera ADR'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 Kyocera ADR.
| 07/23/2025 |
| 10/21/2025 |
If you would invest 0.00 in Kyocera ADR on July 23, 2025 and sell it all today you would earn a total of 0.00 from holding Kyocera ADR or generate 0.0% return on investment in Kyocera ADR over 90 days. Kyocera ADR is related to or competes with WiseTech Global, Xero, Lenovo, Nemetschek, WiseTech Global, Lenovo Group, and Nexon Co. Kyocera Corporation develops, produces, and distributes products based on fine ceramic technologies in Japan, rest of As... More
Kyocera ADR 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 Kyocera ADR'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 Kyocera ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.1766 | |||
| Maximum Drawdown | 12.89 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 3.34 |
Kyocera ADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kyocera ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kyocera ADR's standard deviation. In reality, there are many statistical measures that can use Kyocera ADR historical prices to predict the future Kyocera ADR's volatility.| Risk Adjusted Performance | 0.1492 | |||
| Jensen Alpha | 0.36 | |||
| Total Risk Alpha | 0.1885 | |||
| Sortino Ratio | 0.1994 | |||
| Treynor Ratio | 1.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kyocera ADR'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.
Kyocera ADR Backtested Returns
Kyocera ADR appears to be not too volatile, given 3 months investment horizon. Kyocera ADR has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Kyocera ADR, which you can use to evaluate the volatility of the firm. Please exercise Kyocera ADR's Mean Deviation of 1.18, risk adjusted performance of 0.1492, and Downside Deviation of 1.57 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kyocera ADR holds a performance score of 15. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kyocera ADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kyocera ADR is expected to be smaller as well. Please check Kyocera ADR's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Kyocera ADR's current price movements will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Kyocera ADR has good reverse predictability. Overlapping area represents the amount of predictability between Kyocera ADR time series from 23rd of July 2025 to 6th of September 2025 and 6th of September 2025 to 21st of October 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 Kyocera ADR price movement. The serial correlation of -0.54 indicates that about 54.0% of current Kyocera ADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Kyocera ADR lagged returns against current returns
Autocorrelation, which is Kyocera ADR 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 Kyocera ADR's pink sheet expected returns. We can calculate the autocorrelation of Kyocera ADR returns to help us make a trade decision. For example, suppose you find that Kyocera ADR 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 |
Kyocera ADR 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 Kyocera ADR pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kyocera ADR pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kyocera ADR pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kyocera ADR Lagged Returns
When evaluating Kyocera ADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kyocera ADR pink sheet have on its future price. Kyocera ADR 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, Kyocera ADR autocorrelation shows the relationship between Kyocera ADR pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kyocera ADR.
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.Additional Tools for Kyocera Pink Sheet Analysis
When running Kyocera ADR's price analysis, check to measure Kyocera ADR'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 Kyocera ADR is operating at the current time. Most of Kyocera ADR's value examination focuses on studying past and present price action to predict the probability of Kyocera ADR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kyocera ADR's price. Additionally, you may evaluate how the addition of Kyocera ADR to your portfolios can decrease your overall portfolio volatility.