Nomura Holdings Adr Stock Market Value
| NMR Stock | USD 5.91 0.02 0.34% |
| Symbol | Nomura |
Nomura Holdings ADR Price To Book Ratio
Is Nomura Holdings' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Nomura Holdings. If investors know Nomura will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Nomura Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.25) | Earnings Share 0.24 | Revenue Per Share 476.592 | Quarterly Revenue Growth 0.017 | Return On Assets 0.0024 |
The market value of Nomura Holdings ADR is measured differently than its book value, which is the value of Nomura that is recorded on the company's balance sheet. Investors also form their own opinion of Nomura Holdings' value that differs from its market value or its book value, called intrinsic value, which is Nomura Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Nomura Holdings' market value can be influenced by many factors that don't directly affect Nomura Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Nomura Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Nomura Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nomura Holdings' 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.
Nomura Holdings '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 Nomura Holdings' stock 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 Nomura Holdings.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Nomura Holdings on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Nomura Holdings ADR or generate 0.0% return on investment in Nomura Holdings over 30 days. Nomura Holdings is related to or competes with Perella Weinberg, Oppenheimer Holdings, Stifel Financial, Piper Sandler, Stifel Financial, Top KingWin, and SAITECH Global. Nomura Holdings, Inc. provides various financial services to individuals, corporations, financial institutions, governme... More
Nomura Holdings 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 Nomura Holdings' stock 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 Nomura Holdings ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.0935 | |||
| Maximum Drawdown | 14.69 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 2.95 |
Nomura Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nomura Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nomura Holdings' standard deviation. In reality, there are many statistical measures that can use Nomura Holdings historical prices to predict the future Nomura Holdings' volatility.| Risk Adjusted Performance | 0.0948 | |||
| Jensen Alpha | 0.2573 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1029 | |||
| Treynor Ratio | 1.46 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nomura Holdings' 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.
Nomura Holdings ADR Backtested Returns
Nomura Holdings appears to be somewhat reliable, given 3 months investment horizon. Nomura Holdings ADR has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Nomura Holdings, which you can use to evaluate the volatility of the firm. Please exercise Nomura Holdings' Risk Adjusted Performance of 0.0948, downside deviation of 1.83, and Mean Deviation of 1.32 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nomura Holdings holds a performance score of 9. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nomura Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Nomura Holdings is expected to be smaller as well. Please check Nomura Holdings' expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Nomura Holdings' current price movements will revert.
Auto-correlation | 0.74 |
Good predictability
Nomura Holdings ADR has good predictability. Overlapping area represents the amount of predictability between Nomura Holdings time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Nomura Holdings ADR price movement. The serial correlation of 0.74 indicates that around 74.0% of current Nomura Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Nomura Holdings ADR lagged returns against current returns
Autocorrelation, which is Nomura Holdings stock'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 Nomura Holdings' stock expected returns. We can calculate the autocorrelation of Nomura Holdings returns to help us make a trade decision. For example, suppose you find that Nomura Holdings has exhibited high autocorrelation historically, and you observe that the stock 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 |
Nomura Holdings 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 Nomura Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nomura Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nomura Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Nomura Holdings Lagged Returns
When evaluating Nomura Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nomura Holdings stock have on its future price. Nomura Holdings 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, Nomura Holdings autocorrelation shows the relationship between Nomura Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Nomura Holdings ADR.
Regressed Prices |
| Timeline |
Nomura Holdings Investors Sentiment
The influence of Nomura Holdings' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Nomura. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Nomura Holdings' public news can be used to forecast risks associated with an investment in Nomura. The trend in average sentiment can be used to explain how an investor holding Nomura can time the market purely based on public headlines and social activities around Nomura Holdings ADR. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Nomura Holdings' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Nomura Holdings' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Nomura Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Nomura Holdings.
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 Nomura Holdings 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, Nomura Holdings' short interest history, or implied volatility extrapolated from Nomura Holdings options trading.
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Complementary Tools for Nomura Stock analysis
When running Nomura Holdings' price analysis, check to measure Nomura Holdings' 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 Nomura Holdings is operating at the current time. Most of Nomura Holdings' value examination focuses on studying past and present price action to predict the probability of Nomura Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nomura Holdings' price. Additionally, you may evaluate how the addition of Nomura Holdings to your portfolios can decrease your overall portfolio volatility.
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Nomura Holdings technical stock 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, stock market cycles, or different charting patterns.