Subaru Corp Adr Stock Market Value
FUJHY Stock | USD 11.30 0.01 0.09% |
Symbol | Subaru |
Subaru 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 Subaru 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 Subaru Corp.
04/09/2022 |
| 03/29/2024 |
If you would invest 0.00 in Subaru Corp on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Subaru Corp ADR or generate 0.0% return on investment in Subaru Corp over 720 days. Subaru Corp is related to or competes with Tenaris SA, Highway Holdings, Patterson UTI, Griffon, Tscan Therapeutics, Nabors Industries, and Encore Wire. Subaru Corporation manufactures and sells automobiles and aerospace products worldwide More
Subaru 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 Subaru 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 Subaru Corp ADR upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.67 | |||
Information Ratio | 0.149 | |||
Maximum Drawdown | 8.03 | |||
Value At Risk | (2.05) | |||
Potential Upside | 3.21 |
Subaru Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Subaru Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Subaru Corp's standard deviation. In reality, there are many statistical measures that can use Subaru Corp historical prices to predict the future Subaru Corp's volatility.Risk Adjusted Performance | 0.1341 | |||
Jensen Alpha | 0.453 | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | 0.1499 | |||
Treynor Ratio | (0.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Subaru 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.
Subaru Corp ADR Backtested Returns
Subaru Corp appears to be not too volatile, given 3 months investment horizon. Subaru Corp ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23% return per unit of risk over the last 3 months. We have found thirty technical indicators for Subaru Corp ADR, which you can use to evaluate the volatility of the company. Please review Subaru Corp's Risk Adjusted Performance of 0.1341, semi deviation of 1.17, and Coefficient Of Variation of 436.25 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Subaru Corp holds a performance score of 17. The entity has a beta of -0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Subaru Corp are expected to decrease at a much lower rate. During the bear market, Subaru Corp is likely to outperform the market. Please check Subaru Corp's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Subaru Corp's existing price patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
Subaru Corp ADR has virtually no predictability. Overlapping area represents the amount of predictability between Subaru Corp time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 Subaru Corp ADR price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Subaru Corp price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.06 | |
Spearman Rank Test | -0.04 | |
Residual Average | 0.0 | |
Price Variance | 0.79 |
Subaru Corp ADR lagged returns against current returns
Autocorrelation, which is Subaru 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 Subaru Corp's pink sheet expected returns. We can calculate the autocorrelation of Subaru Corp returns to help us make a trade decision. For example, suppose you find that Subaru 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 |
Subaru 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 Subaru Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Subaru 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 Subaru Corp pink sheet over time.
Current vs Lagged Prices |
Timeline |
Subaru Corp Lagged Returns
When evaluating Subaru Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Subaru Corp pink sheet have on its future price. Subaru 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, Subaru Corp autocorrelation shows the relationship between Subaru Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Subaru Corp ADR.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Subaru Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Subaru Corp's short interest history, or implied volatility extrapolated from Subaru Corp options trading.
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Try AI Portfolio ArchitectCheck out Subaru Corp Correlation, Subaru Corp Volatility and Subaru Corp Alpha and Beta module to complement your research on Subaru Corp. Note that the Subaru Corp ADR information on this page should be used as a complementary analysis to other Subaru Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Subaru Pink Sheet analysis
When running Subaru Corp's price analysis, check to measure Subaru 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 Subaru Corp is operating at the current time. Most of Subaru Corp's value examination focuses on studying past and present price action to predict the probability of Subaru 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 Subaru Corp's price. Additionally, you may evaluate how the addition of Subaru Corp to your portfolios can decrease your overall portfolio volatility.
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Subaru Corp technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.