Nissin Foods Holdings Stock Market Value
| NFPDF Stock | USD 20.00 0.20 0.99% |
| Symbol | Nissin |
Nissin Foods '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 Nissin Foods' 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 Nissin Foods.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Nissin Foods on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Nissin Foods Holdings or generate 0.0% return on investment in Nissin Foods over 90 days. Nissin Foods is related to or competes with Campbell Soup, McCormick Company, Hormel Foods, General Mills, ConAgra Foods, and Kellanova. ,Ltd., together with its subsidiaries, engages in the manufacture and sale of instant foods in Japan and internationally More
Nissin Foods 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 Nissin Foods' 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 Nissin Foods Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 18.64 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 1.0 |
Nissin Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nissin Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nissin Foods' standard deviation. In reality, there are many statistical measures that can use Nissin Foods historical prices to predict the future Nissin Foods' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | 0.3783 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nissin Foods' 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.
Nissin Foods Holdings Backtested Returns
Nissin Foods Holdings has Sharpe Ratio of -0.0282, which conveys that the firm had a -0.0282 % return per unit of risk over the last 3 months. Nissin Foods exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nissin Foods' Risk Adjusted Performance of (0.02), mean deviation of 0.6522, and Standard Deviation of 2.26 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nissin Foods are expected to decrease at a much lower rate. During the bear market, Nissin Foods is likely to outperform the market. At this point, Nissin Foods Holdings has a negative expected return of -0.0654%. Please make sure to verify Nissin Foods' skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Nissin Foods Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Nissin Foods Holdings has poor predictability. Overlapping area represents the amount of predictability between Nissin Foods time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Nissin Foods Holdings price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Nissin Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
Nissin Foods Holdings lagged returns against current returns
Autocorrelation, which is Nissin Foods 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 Nissin Foods' pink sheet expected returns. We can calculate the autocorrelation of Nissin Foods returns to help us make a trade decision. For example, suppose you find that Nissin Foods 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 |
Nissin Foods 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 Nissin Foods pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nissin Foods pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nissin Foods pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nissin Foods Lagged Returns
When evaluating Nissin Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nissin Foods pink sheet have on its future price. Nissin Foods 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, Nissin Foods autocorrelation shows the relationship between Nissin Foods pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nissin Foods Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Nissin Pink Sheet
Nissin Foods financial ratios help investors to determine whether Nissin 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 Nissin with respect to the benefits of owning Nissin Foods security.