Isuzu Motors Limited Stock Market Value
| ISUZF Stock | USD 15.02 0.44 3.02% |
| Symbol | Isuzu |
Isuzu Motors '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 Isuzu Motors' 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 Isuzu Motors.
| 10/23/2025 |
| 01/21/2026 |
If you would invest 0.00 in Isuzu Motors on October 23, 2025 and sell it all today you would earn a total of 0.00 from holding Isuzu Motors Limited or generate 0.0% return on investment in Isuzu Motors over 90 days. Isuzu Motors is related to or competes with Yamaha, Nissan, Nissan, Jardine Cycle, Jardine Cycle, Guangzhou Automobile, and Iveco. Isuzu Motors Limited manufactures and sells commercial vehicles, light commercial vehicles, and diesel engines and compo... More
Isuzu Motors 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 Isuzu Motors' 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 Isuzu Motors Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1128 | |||
| Maximum Drawdown | 34.0 | |||
| Potential Upside | 4.09 |
Isuzu Motors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Isuzu Motors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Isuzu Motors' standard deviation. In reality, there are many statistical measures that can use Isuzu Motors historical prices to predict the future Isuzu Motors' volatility.| Risk Adjusted Performance | 0.1043 | |||
| Jensen Alpha | 0.54 | |||
| Total Risk Alpha | 0.1609 | |||
| Treynor Ratio | (0.88) |
Isuzu Motors Limited Backtested Returns
Isuzu Motors appears to be somewhat reliable, given 3 months investment horizon. Isuzu Motors Limited holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Isuzu Motors Limited, which you can use to evaluate the volatility of the firm. Please utilize Isuzu Motors' Market Risk Adjusted Performance of (0.87), standard deviation of 3.89, and Risk Adjusted Performance of 0.1043 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Isuzu Motors holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of -0.57, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Isuzu Motors are expected to decrease at a much lower rate. During the bear market, Isuzu Motors is likely to outperform the market. Please check Isuzu Motors' total risk alpha and rate of daily change , to make a quick decision on whether Isuzu Motors' current trending patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
Isuzu Motors Limited has poor predictability. Overlapping area represents the amount of predictability between Isuzu Motors time series from 23rd of October 2025 to 7th of December 2025 and 7th of December 2025 to 21st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Isuzu Motors Limited price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Isuzu Motors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Isuzu Motors Limited lagged returns against current returns
Autocorrelation, which is Isuzu Motors 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 Isuzu Motors' pink sheet expected returns. We can calculate the autocorrelation of Isuzu Motors returns to help us make a trade decision. For example, suppose you find that Isuzu Motors 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 |
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Isuzu Motors 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 Isuzu Motors pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Isuzu Motors pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Isuzu Motors pink sheet over time.
Current vs Lagged Prices |
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Isuzu Motors Lagged Returns
When evaluating Isuzu Motors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Isuzu Motors pink sheet have on its future price. Isuzu Motors 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, Isuzu Motors autocorrelation shows the relationship between Isuzu Motors pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Isuzu Motors Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Isuzu Pink Sheet
Isuzu Motors financial ratios help investors to determine whether Isuzu 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 Isuzu with respect to the benefits of owning Isuzu Motors security.