Nidec's market value is the price at which a share of Nidec trades on a public exchange. It measures the collective expectations of Nidec investors about its performance. Nidec is trading at 21.80 as of the 1st of September 2025. This is a 1.4% down since the beginning of the trading day. The stock's lowest day price was 21.8. With this module, you can estimate the performance of a buy and hold strategy of Nidec and determine expected loss or profit from investing in Nidec over a given investment horizon. Check out Nidec Correlation, Nidec Volatility and Nidec Alpha and Beta module to complement your research on Nidec.
Please note, there is a significant difference between Nidec's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nidec is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nidec'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.
Nidec '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 Nidec'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 Nidec.
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06/03/2025
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In 3 months and 1 day
09/01/2025
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If you would invest 0.00 in Nidec on June 3, 2025 and sell it all today you would earn a total of 0.00 from holding Nidec or generate 0.0% return on investment in Nidec over 90 days. Nidec is related to or competes with Daifuku, Eaton PLC, Yokogawa Electric, Vestas Wind, Siemens Energy, Nordex SE, and Fanuc. Nidec Corporation, together with its subsidiaries, develops, manufactures, and sells motors, electronics and optical com... More
Nidec 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 Nidec'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 Nidec 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 Nidec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nidec's standard deviation. In reality, there are many statistical measures that can use Nidec historical prices to predict the future Nidec's volatility.
At this point, Nidec is very steady. Nidec has Sharpe Ratio of 0.0861, which conveys that the firm had a 0.0861 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nidec, which you can use to evaluate the volatility of the firm. Please verify Nidec's Risk Adjusted Performance of 0.0639, downside deviation of 2.86, and Mean Deviation of 0.899 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Nidec has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.68, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nidec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nidec is expected to be smaller as well. Nidec right now secures a risk of 2.1%. Please verify Nidec information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Nidec will be following its current price movements.
Auto-correlation
-0.33
Poor reverse predictability
Nidec has poor reverse predictability. Overlapping area represents the amount of predictability between Nidec time series from 3rd of June 2025 to 18th of July 2025 and 18th of July 2025 to 1st of September 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 Nidec price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Nidec price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.33
Spearman Rank Test
-0.21
Residual Average
0.0
Price Variance
1.06
Nidec lagged returns against current returns
Autocorrelation, which is Nidec 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 Nidec's pink sheet expected returns. We can calculate the autocorrelation of Nidec returns to help us make a trade decision. For example, suppose you find that Nidec 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
Nidec 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 Nidec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nidec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nidec pink sheet over time.
Current vs Lagged Prices
Timeline
Nidec Lagged Returns
When evaluating Nidec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nidec pink sheet have on its future price. Nidec 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, Nidec autocorrelation shows the relationship between Nidec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nidec.
Other Information on Investing in Nidec Pink Sheet
Nidec financial ratios help investors to determine whether Nidec 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 Nidec with respect to the benefits of owning Nidec security.