Isuzu Motors Stock Market Value
| ISUZY Stock | USD 14.06 0.06 0.42% |
| 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.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Isuzu Motors on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Isuzu Motors or generate 0.0% return on investment in Isuzu Motors over 30 days. Isuzu Motors is related to or competes with Suzuki, Mitsubishi Estate, Daiwa House, Mitsubishi Electric, and Denso Corp. 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.34 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.63 |
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 | 0.0084 | |||
| Jensen Alpha | 0.0015 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0624 |
Isuzu Motors Backtested Returns
At this stage we consider Isuzu Pink Sheet to be not too volatile. Isuzu Motors holds Efficiency (Sharpe) Ratio of 1.0E-4, which attests that the entity had a 1.0E-4% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Isuzu Motors, which you can use to evaluate the volatility of the firm. Please check out Isuzu Motors' Risk Adjusted Performance of 0.0084, market risk adjusted performance of 0.0724, and Downside Deviation of 1.67 to validate if the risk estimate we provide is consistent with the expected return of 2.0E-4%. The company retains a Market Volatility (i.e., Beta) of -0.0532, which attests to not very significant fluctuations relative to the market. 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. Isuzu Motors right now retains a risk of 1.51%. Please check out Isuzu Motors skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Isuzu Motors will be following its current trending patterns.
Auto-correlation | 0.74 |
Good predictability
Isuzu Motors has good predictability. Overlapping area represents the amount of predictability between Isuzu Motors time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 2024. 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 price movement. The serial correlation of 0.74 indicates that around 74.0% of current Isuzu Motors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Isuzu Motors 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 |
| Timeline |
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 |
| Timeline |
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.
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 Isuzu Pink Sheet Analysis
When running Isuzu Motors' price analysis, check to measure Isuzu Motors' 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 Isuzu Motors is operating at the current time. Most of Isuzu Motors' value examination focuses on studying past and present price action to predict the probability of Isuzu Motors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Isuzu Motors' price. Additionally, you may evaluate how the addition of Isuzu Motors to your portfolios can decrease your overall portfolio volatility.