NICHIIGAKKAN CO LTD chart

Last update: 2020-11-04
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A¥ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown



Investment strategy backtesting

These are the result of three automatic investment systems applied to NICHIIGAKKAN CO LTD. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on NICHIIGAKKAN CO LTD

Here is the result of two systematic investment strategies applied to NICHIIGAKKAN CO LTD. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on NICHIIGAKKAN CO LTD

The following chart shows the equity curve of the two systematic investment strategies applied to NICHIIGAKKAN CO LTD:

NICHIIGAKKAN CO LTD automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 31.28% on the backtest period.

Performance at glance

Performance

31.28 %

Latent gain

3967.0 ¥

Invested capital

12683.0 ¥

Annualized return

7.45 %
Build your Trading System
Automated Trading using Prorealtime ebook

Momentum strategy results on NICHIIGAKKAN CO LTD

This is the result of two momentum investment strategies applied to NICHIIGAKKAN CO LTD. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on NICHIIGAKKAN CO LTD

The following chart shows all the entries opened by the momentum investment system on NICHIIGAKKAN CO LTD:

NICHIIGAKKAN CO LTD momentum entries
  • The first momentum investment strategy would give 57.41% of return on NICHIIGAKKAN CO LTD. That represents 5465.0¥ of latent gain with 9520.0¥ of employed capital.
  • The second momentum investment strategy would give 50.49% of return on NICHIIGAKKAN CO LTD. That represents 4469.0¥ of latent gain with 8851.0¥ of employed capital.
Performance at glance (1Q Momentum)

Performance

57.41 %

Latent gain

5465.0 ¥

Invested capital

9520.0 ¥

Annualized return

8.43 %
Performance at glance (2Q Momentum)

Performance

50.49 %

Latent gain

4469.0 ¥

Invested capital

8851.0 ¥

Annualized return

13.57 %

Momentum equity curve on NICHIIGAKKAN CO LTD

The following chart shows the equity curve of the two momentum strategies applied to NICHIIGAKKAN CO LTD:

NICHIIGAKKAN CO LTD momentum equity

Note: the dividends potentially given by NICHIIGAKKAN CO LTD are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on NICHIIGAKKAN CO LTD

The following chart shows the employed capital evolution of the two momentum strategies on NICHIIGAKKAN CO LTD since the beginning:

NICHIIGAKKAN CO LTD

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250¥, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000¥.


Buy the dip strategy result on NICHIIGAKKAN CO LTD

Buy the dip entry openings on NICHIIGAKKAN CO LTD

NICHIIGAKKAN CO LTD

The performance achieved by the robo-advisor on NICHIIGAKKAN CO LTD is 18.55%. That represents 1563.0$ of latent gain with 8427.0¥ of employed capital. The following chart shows NICHIIGAKKAN CO LTD stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of NICHIIGAKKAN CO LTD, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

18.55 %

Latent gain

1563.0 ¥

Invested capital

8427.0 ¥

Annualized return

8.43 %

Equity curve of the strategy applied to NICHIIGAKKAN CO LTD

The following chart shows the result of the investment strategy applied to NICHIIGAKKAN CO LTD:

NICHIIGAKKAN CO LTD

Note: the dividends potentially given by NICHIIGAKKAN CO LTD are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on NICHIIGAKKAN CO LTD

The following chart shows the employed capital evolution since the beginning of the investment strategy on NICHIIGAKKAN CO LTD:

NICHIIGAKKAN CO LTD

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on NICHIIGAKKAN CO LTD

In this section, I will compare the three previous investment strategies applied to NICHIIGAKKAN CO LTD.

Equity curve comparison on NICHIIGAKKAN CO LTD

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

NICHIIGAKKAN CO LTD investment strategy comparison

Employed capital comparison on NICHIIGAKKAN CO LTD

NICHIIGAKKAN CO LTD investment comparison

Performance comparison on NICHIIGAKKAN CO LTD

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 31.28% 3967.0¥ 12683.0¥ 7.45%
Momentum 1 quarter 57.41% 5465.0¥ 9520.0¥ 14.5%
Momentum 2 quarters 50.49% 4469.0¥ 8851.0¥ 13.57%
Non-directional 18.55% 1563.0¥ 8427.0¥ 8.43%
Annualized return comparison

Automatic investment

7.45 %

Momentum 1Q

13.57 %

Momentum 2Q

13.57 %

Non-directional

8.43 %

Correlated stocks

Here are the most positively and negatively correlated stocks with NICHIIGAKKAN CO LTD:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between NICHIIGAKKAN CO LTD and the other stocks. There may be false positives or some missing correlated stocks. If the price of NICHIIGAKKAN CO LTD does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name NICHIIGAKKAN CO LTD
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XTKS
Ticker 9792.XTKS
Market www.jpx.co.jp

NICHIIGAKKAN CO LTD ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown