NEXON Co's market value is the price at which a share of NEXON Co trades on a public exchange. It measures the collective expectations of NEXON Co investors about its performance. NEXON Co is trading at 18.40 as of the 25th of July 2025. This is a 4.56 percent decrease since the beginning of the trading day. The stock's lowest day price was 18.4. With this module, you can estimate the performance of a buy and hold strategy of NEXON Co and determine expected loss or profit from investing in NEXON Co over a given investment horizon. Check out NEXON Co Correlation, NEXON Co Volatility and NEXON Co Alpha and Beta module to complement your research on NEXON Co.
Please note, there is a significant difference between NEXON Co's value and its price as these two are different measures arrived at by different means. Investors typically determine if NEXON Co is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NEXON Co's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
NEXON Co '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 NEXON Co'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 NEXON Co.
0.00
04/26/2025
No Change 0.00
0.0
In 2 months and 31 days
07/25/2025
0.00
If you would invest 0.00 in NEXON Co on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding NEXON Co or generate 0.0% return on investment in NEXON Co over 90 days. NEXON Co is related to or competes with Nexon Co, NetEase Inc, Aristocrat Leisure, Capcom Co, and BANDAI NAMCO. NEXON Co., Ltd. produces, develops, and services PC online and mobile games More
NEXON Co 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 NEXON Co'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 NEXON Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for NEXON Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NEXON Co's standard deviation. In reality, there are many statistical measures that can use NEXON Co historical prices to predict the future NEXON Co's volatility.
NEXON Co appears to be somewhat reliable, given 3 months investment horizon. NEXON Co has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of standard deviation over the last 3 months. By inspecting NEXON Co's technical indicators, you can evaluate if the expected return of 0.8% is justified by implied risk. Please exercise NEXON Co's Market Risk Adjusted Performance of (1.11), risk adjusted performance of 0.1338, and Mean Deviation of 1.9 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NEXON Co holds a performance score of 12. The company secures a Beta (Market Risk) of -0.65, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NEXON Co are expected to decrease at a much lower rate. During the bear market, NEXON Co is likely to outperform the market. Please check NEXON Co's total risk alpha, and the relationship between the standard deviation and daily balance of power , to make a quick decision on whether NEXON Co's current price movements will revert.
Auto-correlation
0.16
Very weak predictability
NEXON Co has very weak predictability. Overlapping area represents the amount of predictability between NEXON Co time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th 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 NEXON Co price movement. The serial correlation of 0.16 indicates that over 16.0% of current NEXON Co price fluctuation can be explain by its past prices.
Correlation Coefficient
0.16
Spearman Rank Test
-0.15
Residual Average
0.0
Price Variance
0.82
NEXON Co lagged returns against current returns
Autocorrelation, which is NEXON Co 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 NEXON Co's pink sheet expected returns. We can calculate the autocorrelation of NEXON Co returns to help us make a trade decision. For example, suppose you find that NEXON Co 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
NEXON Co 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 NEXON Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NEXON Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NEXON Co pink sheet over time.
Current vs Lagged Prices
Timeline
NEXON Co Lagged Returns
When evaluating NEXON Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NEXON Co pink sheet have on its future price. NEXON Co 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, NEXON Co autocorrelation shows the relationship between NEXON Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NEXON Co.
Other Information on Investing in NEXON Pink Sheet
NEXON Co financial ratios help investors to determine whether NEXON 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 NEXON with respect to the benefits of owning NEXON Co security.