Shimizu Corp Adr Stock Market Value
| SHMUY Stock | USD 43.65 0.00 0.00% |
| Symbol | Shimizu |
Shimizu 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 Shimizu 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 Shimizu Corp.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Shimizu Corp on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Shimizu Corp ADR or generate 0.0% return on investment in Shimizu Corp over 90 days. Shimizu Corp is related to or competes with Taisei, Babcock International, Ackermans Van, Babcock International, Secom Co, and Enka Insaat. Shimizu Corporation engages in the building contracting, civil engineering, machinery, and other construction works in J... More
Shimizu 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 Shimizu 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 Shimizu Corp ADR upside and downside potential and time the market with a certain degree of confidence.
Shimizu Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shimizu Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shimizu Corp's standard deviation. In reality, there are many statistical measures that can use Shimizu Corp historical prices to predict the future Shimizu Corp's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shimizu 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.
Shimizu Corp ADR Backtested Returns
We have found three technical indicators for Shimizu Corp ADR, which you can use to evaluate the volatility of the company. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Shimizu Corp are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Shimizu Corp ADR has no correlation between past and present. Overlapping area represents the amount of predictability between Shimizu Corp time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Shimizu Corp ADR price movement. The serial correlation of 0.0 indicates that just 0.0% of current Shimizu Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Shimizu Corp ADR lagged returns against current returns
Autocorrelation, which is Shimizu 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 Shimizu Corp's pink sheet expected returns. We can calculate the autocorrelation of Shimizu Corp returns to help us make a trade decision. For example, suppose you find that Shimizu 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 |
Shimizu 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 Shimizu Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shimizu 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 Shimizu Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shimizu Corp Lagged Returns
When evaluating Shimizu Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shimizu Corp pink sheet have on its future price. Shimizu 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, Shimizu Corp autocorrelation shows the relationship between Shimizu Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shimizu Corp ADR.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Shimizu Pink Sheet Analysis
When running Shimizu Corp's price analysis, check to measure Shimizu 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 Shimizu Corp is operating at the current time. Most of Shimizu Corp's value examination focuses on studying past and present price action to predict the probability of Shimizu 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 Shimizu Corp's price. Additionally, you may evaluate how the addition of Shimizu Corp to your portfolios can decrease your overall portfolio volatility.