Kddi Corp Stock Market Value
| KDDIF Stock | USD 28.33 0.62 2.24% |
| Symbol | KDDI |
KDDI Corp '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 KDDI Corp'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 KDDI Corp.
| 03/21/2024 |
| 04/20/2024 |
If you would invest 0.00 in KDDI Corp on March 21, 2024 and sell it all today you would earn a total of 0.00 from holding KDDI Corp or generate 0.0% return on investment in KDDI Corp over 30 days. KDDI Corp is related to or competes with Radcom, FingerMotion, KORE Group, Consolidated Communications, Grupo Televisa, Orange SA, and Telefonica Brasil. KDDI Corporation provides telecommunications services in Japan and internationally More
KDDI Corp 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 KDDI Corp'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 KDDI Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 14.97 | |||
| Value At Risk | (5.17) | |||
| Potential Upside | 2.44 |
KDDI Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KDDI Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KDDI Corp's standard deviation. In reality, there are many statistical measures that can use KDDI Corp historical prices to predict the future KDDI Corp's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KDDI Corp'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.
KDDI Corp Backtested Returns
KDDI Corp has Sharpe Ratio of -0.0639, which conveys that the firm had a -0.0639% return per unit of return volatility over the last 3 months. KDDI Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KDDI Corp's Mean Deviation of 1.29, standard deviation of 2.36, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KDDI Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding KDDI Corp is expected to be smaller as well. KDDI Corp has an expected return of -0.15%. Please make sure to verify KDDI Corp variance, skewness, price action indicator, as well as the relationship between the total risk alpha and rate of daily change , to decide if KDDI Corp performance from the past will be repeated in the future.
Auto-correlation | 0.89 |
Very good predictability
KDDI Corp has very good predictability. Overlapping area represents the amount of predictability between KDDI Corp time series from 21st of March 2024 to 5th of April 2024 and 5th of April 2024 to 20th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KDDI Corp price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current KDDI Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
KDDI Corp lagged returns against current returns
Autocorrelation, which is KDDI Corp 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 KDDI Corp's pink sheet expected returns. We can calculate the autocorrelation of KDDI Corp returns to help us make a trade decision. For example, suppose you find that KDDI Corp 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 |
KDDI Corp 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 KDDI Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KDDI Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KDDI Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KDDI Corp Lagged Returns
When evaluating KDDI Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KDDI Corp pink sheet have on its future price. KDDI Corp 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, KDDI Corp autocorrelation shows the relationship between KDDI Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KDDI Corp.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards KDDI Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, KDDI Corp's short interest history, or implied volatility extrapolated from KDDI Corp options trading.
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Try AI Portfolio ArchitectCheck out KDDI Corp Correlation, KDDI Corp Volatility and KDDI Corp Alpha and Beta module to complement your research on KDDI Corp. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for KDDI Pink Sheet analysis
When running KDDI Corp's price analysis, check to measure KDDI Corp'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 KDDI Corp is operating at the current time. Most of KDDI Corp's value examination focuses on studying past and present price action to predict the probability of KDDI Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KDDI Corp's price. Additionally, you may evaluate how the addition of KDDI Corp to your portfolios can decrease your overall portfolio volatility.
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KDDI Corp technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.