Ricoh Company Market Value
| RICOYDelisted Stock | USD 9.07 0.00 0.00% |
| Symbol | Ricoh |
Ricoh '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 Ricoh'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 Ricoh.
| 04/29/2022 |
| 04/18/2024 |
If you would invest 0.00 in Ricoh on April 29, 2022 and sell it all today you would earn a total of 0.00 from holding Ricoh Company or generate 0.0% return on investment in Ricoh over 720 days. Ricoh is related to or competes with Konica Minolta, Seiko Epson, Fujitsu, Kawasaki Heavy, and Secom Co. Ricoh Company, Ltd. provides various office and commercial printing solutions and related solutions worldwide More
Ricoh 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 Ricoh'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 Ricoh Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.1045 | |||
| Maximum Drawdown | 11.39 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 4.42 |
Ricoh Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ricoh's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ricoh's standard deviation. In reality, there are many statistical measures that can use Ricoh historical prices to predict the future Ricoh's volatility.| Risk Adjusted Performance | 0.0903 | |||
| Jensen Alpha | 0.2564 | |||
| Total Risk Alpha | 0.11 | |||
| Sortino Ratio | 0.0951 | |||
| Treynor Ratio | (4.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ricoh'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.
Ricoh Company Backtested Returns
Ricoh appears to be somewhat reliable, given 3 months investment horizon. Ricoh Company maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Ricoh Company, which you can use to evaluate the volatility of the company. Please evaluate Ricoh's Risk Adjusted Performance of 0.0903, semi deviation of 1.26, and Coefficient Of Variation of 755.6 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ricoh holds a performance score of 9. The company holds a Beta of -0.0566, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ricoh are expected to decrease at a much lower rate. During the bear market, Ricoh is likely to outperform the market. Please check Ricoh's total risk alpha, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Ricoh's historical price patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Ricoh Company has insignificant predictability. Overlapping area represents the amount of predictability between Ricoh time series from 29th of April 2022 to 24th of April 2023 and 24th of April 2023 to 18th 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 Ricoh Company price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Ricoh price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Ricoh Company lagged returns against current returns
Autocorrelation, which is Ricoh 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 Ricoh's pink sheet expected returns. We can calculate the autocorrelation of Ricoh returns to help us make a trade decision. For example, suppose you find that Ricoh 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 |
Ricoh 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 Ricoh pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ricoh pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ricoh pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ricoh Lagged Returns
When evaluating Ricoh's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ricoh pink sheet have on its future price. Ricoh 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, Ricoh autocorrelation shows the relationship between Ricoh pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ricoh Company.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Ricoh Correlation, Ricoh Volatility and Ricoh Alpha and Beta module to complement your research on Ricoh. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Other Consideration for investing in Ricoh Pink Sheet
If you are still planning to invest in Ricoh Company check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Ricoh's history and understand the potential risks before investing.
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