NIKKEI 225 (Japan) Market Value

N225 -  Japan Index  

 26,739  336.19  1.27%

NIKKEI 225's market value is the price at which a share of NIKKEI 225 stock trades on a public exchange. It measures the collective expectations of NIKKEI 225 investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of NIKKEI 225 and determine expected loss or profit from investing in NIKKEI 225 over a given investment horizon. Check out NIKKEI 225 Hype Analysis, NIKKEI 225 Correlation, Portfolio Optimization, NIKKEI 225 Volatility, as well as analyze NIKKEI 225 Alpha and Beta and NIKKEI 225 Performance.
Symbol
Backtest

Please note, there is a significant difference between NIKKEI 225's value and its price as these two are different measures arrived at by different means. Investors typically determine NIKKEI 225 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NIKKEI 225's 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.

NIKKEI 225 '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 NIKKEI 225's index 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 NIKKEI 225.
0.00
04/23/2022
No Change 0.00  0.0 
In 31 days
05/23/2022
0.00
If you would invest  0.00  in NIKKEI 225 on April 23, 2022 and sell it all today you would earn a total of 0.00 from holding NIKKEI 225 or generate 0.0% return on investment in NIKKEI 225 over 30 days.

NIKKEI 225 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 NIKKEI 225's index 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 NIKKEI 225 upside and downside potential and time the market with a certain degree of confidence.

NIKKEI 225 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for NIKKEI 225's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NIKKEI 225's standard deviation. In reality, there are many statistical measures that can use NIKKEI 225 historical prices to predict the future NIKKEI 225's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of NIKKEI 225'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. Please use the tools below to analyze the current value of NIKKEI 225 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
26,73826,73926,740
Details
Intrinsic
Valuation
LowReal ValueHigh
22,46022,46129,413
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as NIKKEI 225. Your research has to be compared to or analyzed against NIKKEI 225's peers to derive any actionable benefits. When done correctly, NIKKEI 225's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in NIKKEI 225.

NIKKEI 225 Backtested Returns

NIKKEI 225 has Sharpe Ratio of 0.0306, which conveys that the entity had 0.0306% of return per unit of volatility over the last 3 months. Our approach towards estimating the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for NIKKEI 225, which you can use to evaluate the future volatility of the index.
The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. Let's try to break down what NIKKEI's beta means in this case. the returns on MARKET and NIKKEI 225 are completely uncorrelated. Although it is extremely important to respect NIKKEI 225 price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach towards estimating future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting NIKKEI 225 technical indicators, you can now evaluate if the expected return of 0.0462% will be sustainable into the future.

Auto-correlation

    
  -0.23  

Weak reverse predictability

NIKKEI 225 has weak reverse predictability. Overlapping area represents the amount of predictability between NIKKEI 225 time series from 23rd of April 2022 to 8th of May 2022 and 8th of May 2022 to 23rd of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NIKKEI 225 price movement. The serial correlation of -0.23 indicates that over 23.0% of current NIKKEI 225 price fluctuation can be explain by its past prices.
Correlation Coefficient-0.23
Spearman Rank Test0.64
Residual Average0.0
Price Variance76587.48

NIKKEI 225 lagged returns against current returns

Autocorrelation, which is NIKKEI 225 index'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 NIKKEI 225's index expected returns. We can calculate the autocorrelation of NIKKEI 225 returns to help us make a trade decision. For example, suppose you find that NIKKEI 225 index 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

NIKKEI 225 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 NIKKEI 225 index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NIKKEI 225 index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NIKKEI 225 index over time.
 Current vs Lagged Prices 
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      Timeline 

NIKKEI 225 Lagged Returns

When evaluating NIKKEI 225's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NIKKEI 225 index have on its future price. NIKKEI 225 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, NIKKEI 225 autocorrelation shows the relationship between NIKKEI 225 index current value and its past values and can show if there is a momentum factor associated with investing in NIKKEI 225.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in NIKKEI 225 without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Money Flow Index

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Check out NIKKEI 225 Hype Analysis, NIKKEI 225 Correlation, Portfolio Optimization, NIKKEI 225 Volatility, as well as analyze NIKKEI 225 Alpha and Beta and NIKKEI 225 Performance. Note that the NIKKEI 225 information on this page should be used as a complementary analysis to other NIKKEI 225'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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

Other Tools for NIKKEI Index

When running NIKKEI 225 price analysis, check to measure NIKKEI 225'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 NIKKEI 225 is operating at the current time. Most of NIKKEI 225's value examination focuses on studying past and present price action to predict the probability of NIKKEI 225's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move NIKKEI 225's price. Additionally, you may evaluate how the addition of NIKKEI 225 to your portfolios can decrease your overall portfolio volatility.
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