Nippon Yusen (Germany) Market Value
| NYKA Stock | EUR 29.73 0.13 0.44% |
| Symbol | Nippon |
Nippon Yusen '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 Nippon Yusen's stock 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 Nippon Yusen.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Nippon Yusen on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Nippon Yusen Kabushiki or generate 0.0% return on investment in Nippon Yusen over 90 days. Nippon Yusen is related to or competes with Peijia Medical, Singapore Airlines, SOUTHWEST AIRLINES, GERATHERM MEDICAL, SINGAPORE AIRLINES, American Airlines, and Southwest Airlines. Nippon Yusen Kabushiki Kaisha provides ocean, land, and air transportation services worldwide More
Nippon Yusen 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 Nippon Yusen's stock 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 Nippon Yusen Kabushiki upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.77 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 2.69 |
Nippon Yusen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Yusen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nippon Yusen's standard deviation. In reality, there are many statistical measures that can use Nippon Yusen historical prices to predict the future Nippon Yusen's volatility.| Risk Adjusted Performance | 0.0602 | |||
| Jensen Alpha | 0.0719 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.4848 |
Nippon Yusen Kabushiki Backtested Returns
At this point, Nippon Yusen is very steady. Nippon Yusen Kabushiki has Sharpe Ratio of 0.0785, which conveys that the firm had a 0.0785 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nippon Yusen, which you can use to evaluate the volatility of the firm. Please verify Nippon Yusen's Mean Deviation of 1.44, downside deviation of 1.9, and Risk Adjusted Performance of 0.0602 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Nippon Yusen has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nippon Yusen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nippon Yusen is expected to be smaller as well. Nippon Yusen Kabushiki right now secures a risk of 1.8%. Please verify Nippon Yusen Kabushiki treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Nippon Yusen Kabushiki will be following its current price movements.
Auto-correlation | -0.47 |
Modest reverse predictability
Nippon Yusen Kabushiki has modest reverse predictability. Overlapping area represents the amount of predictability between Nippon Yusen 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 Nippon Yusen Kabushiki price movement. The serial correlation of -0.47 indicates that about 47.0% of current Nippon Yusen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Nippon Yusen Kabushiki lagged returns against current returns
Autocorrelation, which is Nippon Yusen stock'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 Nippon Yusen's stock expected returns. We can calculate the autocorrelation of Nippon Yusen returns to help us make a trade decision. For example, suppose you find that Nippon Yusen has exhibited high autocorrelation historically, and you observe that the stock 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 |
Nippon Yusen 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 Nippon Yusen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nippon Yusen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nippon Yusen stock over time.
Current vs Lagged Prices |
| Timeline |
Nippon Yusen Lagged Returns
When evaluating Nippon Yusen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nippon Yusen stock have on its future price. Nippon Yusen 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, Nippon Yusen autocorrelation shows the relationship between Nippon Yusen stock current value and its past values and can show if there is a momentum factor associated with investing in Nippon Yusen Kabushiki.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Nippon Stock
Nippon Yusen financial ratios help investors to determine whether Nippon Stock 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 Nippon with respect to the benefits of owning Nippon Yusen security.