Ajinomoto OTC Stock Market Value

AJINF
 Stock
  

USD 29.28  0.04  0.14%   

Ajinomoto's market value is the price at which a share of Ajinomoto stock trades on a public exchange. It measures the collective expectations of Ajinomoto Co investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ajinomoto Co and determine expected loss or profit from investing in Ajinomoto over a given investment horizon. Please continue to Ajinomoto Correlation, Ajinomoto Volatility and Ajinomoto Alpha and Beta module to complement your research on Ajinomoto.
Symbol


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

Ajinomoto '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 Ajinomoto's otc 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 Ajinomoto.
0.00
09/04/2022
No Change 0.00  0.0 
In 2 months and 31 days
12/03/2022
0.00
If you would invest  0.00  in Ajinomoto on September 4, 2022 and sell it all today you would earn a total of 0.00 from holding Ajinomoto Co or generate 0.0% return on investment in Ajinomoto over 90 days. Ajinomoto is related to or competes with Davidstea, Ambev SA, Albertsons Companies, Acme United, AgroFresh Solutions, Adecoagro, and Alico. Ajinomoto Co., Inc. engages in the seasonings and foods, frozen foods, and healthcare and other businesses in Japan and ... More

Ajinomoto 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 Ajinomoto's otc 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 Ajinomoto Co upside and downside potential and time the market with a certain degree of confidence.

Ajinomoto Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ajinomoto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ajinomoto's standard deviation. In reality, there are many statistical measures that can use Ajinomoto historical prices to predict the future Ajinomoto's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Ajinomoto'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 Ajinomoto in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
28.0129.2830.55
Details
Intrinsic
Valuation
LowReal ValueHigh
27.4728.7330.01
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ajinomoto. Your research has to be compared to or analyzed against Ajinomoto's peers to derive any actionable benefits. When done correctly, Ajinomoto'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 Ajinomoto.

Ajinomoto Backtested Returns

We consider Ajinomoto very steady. Ajinomoto secures Sharpe Ratio (or Efficiency) of 0.0805, which signifies that the company had 0.0805% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Ajinomoto Co, which you can use to evaluate the future volatility of the firm. Please confirm Ajinomoto mean deviation of 0.3649, and Risk Adjusted Performance of 0.1141 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%.
Ajinomoto has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.043, which signifies not very significant fluctuations relative to the market. Let's try to break down what Ajinomoto's beta means in this case. As returns on the market increase, returns on owning Ajinomoto are expected to decrease at a much lower rate. During the bear market, Ajinomoto is likely to outperform the market. Although it is important to respect Ajinomoto historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Ajinomoto technical indicators, you can presently evaluate if the expected return of 0.1% will be sustainable into the future. Ajinomoto right now shows a risk of 1.27%. Please confirm Ajinomoto variance, as well as the relationship between the maximum drawdown and semi variance to decide if Ajinomoto will be following its price patterns.

Auto-correlation

    
  0.76  

Good predictability

Ajinomoto Co has good predictability. Overlapping area represents the amount of predictability between Ajinomoto time series from 4th of September 2022 to 19th of October 2022 and 19th of October 2022 to 3rd of December 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 Ajinomoto price movement. The serial correlation of 0.76 indicates that around 76.0% of current Ajinomoto price fluctuation can be explain by its past prices.
Correlation Coefficient0.76
Spearman Rank Test0.59
Residual Average0.0
Price Variance1.03

Ajinomoto lagged returns against current returns

Autocorrelation, which is Ajinomoto otc 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 Ajinomoto's otc stock expected returns. We can calculate the autocorrelation of Ajinomoto returns to help us make a trade decision. For example, suppose you find that Ajinomoto otc stock 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   
Share
       Timeline  

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

Ajinomoto Lagged Returns

When evaluating Ajinomoto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ajinomoto otc stock have on its future price. Ajinomoto 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, Ajinomoto autocorrelation shows the relationship between Ajinomoto otc stock current value and its past values and can show if there is a momentum factor associated with investing in Ajinomoto Co.
   Regressed Prices   
Share
       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 Ajinomoto 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, Ajinomoto's short interest history, or implied volatility extrapolated from Ajinomoto options trading.

Pair Trading with Ajinomoto

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ajinomoto position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ajinomoto will appreciate offsetting losses from the drop in the long position's value.

Moving together with Ajinomoto

+0.66HRLHormel Foods Fiscal Year End 8th of December 2022 PairCorr

Moving against Ajinomoto

-0.63BGSBG Foods Normal TradingPairCorr
The ability to find closely correlated positions to Ajinomoto could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ajinomoto when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ajinomoto - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ajinomoto Co to buy it.
The correlation of Ajinomoto is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ajinomoto moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ajinomoto moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ajinomoto can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Ajinomoto Correlation, Ajinomoto Volatility and Ajinomoto Alpha and Beta module to complement your research on Ajinomoto. You can also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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When running Ajinomoto price analysis, check to measure Ajinomoto'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 Ajinomoto is operating at the current time. Most of Ajinomoto's value examination focuses on studying past and present price action to predict the probability of Ajinomoto's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ajinomoto's price. Additionally, you may evaluate how the addition of Ajinomoto to your portfolios can decrease your overall portfolio volatility.
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Ajinomoto technical otc 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, otc market cycles, or different charting patterns.
A focus of Ajinomoto technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ajinomoto trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...