The Kansai Electric Stock Market Value
| KAEPF Stock | USD 12.55 0.00 0.00% |
| Symbol | Kansai |
Kansai Electric '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 Kansai Electric'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 Kansai Electric.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Kansai Electric on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding The Kansai Electric or generate 0.0% return on investment in Kansai Electric over 90 days. Kansai Electric is related to or competes with AKITA Drilling, Cadence Design, Helmerich, Patterson UTI, CDW Corp, Datadog, and Infosys. The Kansai Electric Power Company, Incorporated engages in electricity, gas and heat supply, and telecommunication busin... More
Kansai Electric 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 Kansai Electric'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 The Kansai Electric upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.004 | |||
| Maximum Drawdown | 14.25 |
Kansai Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kansai Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kansai Electric's standard deviation. In reality, there are many statistical measures that can use Kansai Electric historical prices to predict the future Kansai Electric's volatility.| Risk Adjusted Performance | 0.0445 | |||
| Jensen Alpha | 0.0911 | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.7389 |
Kansai Electric Backtested Returns
At this point, Kansai Electric is not too volatile. Kansai Electric has Sharpe Ratio of 0.05, which conveys that the firm had a 0.05 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Kansai Electric, which you can use to evaluate the volatility of the firm. Please verify Kansai Electric's Market Risk Adjusted Performance of 0.7489, risk adjusted performance of 0.0445, and Standard Deviation of 2.38 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Kansai Electric has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kansai Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kansai Electric is expected to be smaller as well. Kansai Electric right now secures a risk of 2.48%. Please verify The Kansai Electric mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if The Kansai Electric will be following its current price movements.
Auto-correlation | -0.35 |
Poor reverse predictability
The Kansai Electric has poor reverse predictability. Overlapping area represents the amount of predictability between Kansai Electric time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 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 Kansai Electric price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Kansai Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Kansai Electric lagged returns against current returns
Autocorrelation, which is Kansai Electric 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 Kansai Electric's pink sheet expected returns. We can calculate the autocorrelation of Kansai Electric returns to help us make a trade decision. For example, suppose you find that Kansai Electric 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 |
Kansai Electric 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 Kansai Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kansai Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kansai Electric pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kansai Electric Lagged Returns
When evaluating Kansai Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kansai Electric pink sheet have on its future price. Kansai Electric 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, Kansai Electric autocorrelation shows the relationship between Kansai Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The Kansai Electric.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kansai Pink Sheet
Kansai Electric financial ratios help investors to determine whether Kansai 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 Kansai with respect to the benefits of owning Kansai Electric security.