Shiseido Company Stock Market Value
| SSDOY Stock | USD 18.39 0.18 0.97% |
| Symbol | Shiseido |
Shiseido '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 Shiseido'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 Shiseido.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Shiseido on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Shiseido Company or generate 0.0% return on investment in Shiseido over 390 days. Shiseido is related to or competes with Reckitt Benckiser, Church Dwight, Kimberly Clark, LOreal Co, LOral SA, Inter Parfums, and European Wax. Shiseido Company, Limited engages in the production and sale of cosmetics in Japan and internationally More
Shiseido 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 Shiseido'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 Shiseido Company upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 12.9 | |||
| Value At Risk | (3.89) | |||
| Potential Upside | 3.79 |
Shiseido Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shiseido's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shiseido's standard deviation. In reality, there are many statistical measures that can use Shiseido historical prices to predict the future Shiseido's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (1.19) |
Shiseido Backtested Returns
Shiseido owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17% return per unit of risk over the last 3 months. Shiseido Company exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Shiseido's Variance of 5.06, coefficient of variation of (982.26), and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shiseido's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shiseido is expected to be smaller as well. At this point, Shiseido has a negative expected return of -0.37%. Please make sure to validate Shiseido's information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Shiseido performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.27 |
Weak reverse predictability
Shiseido Company has weak reverse predictability. Overlapping area represents the amount of predictability between Shiseido time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th of December 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 Shiseido price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Shiseido price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 20.87 |
Shiseido lagged returns against current returns
Autocorrelation, which is Shiseido 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 Shiseido's pink sheet expected returns. We can calculate the autocorrelation of Shiseido returns to help us make a trade decision. For example, suppose you find that Shiseido 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 |
Shiseido 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 Shiseido pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shiseido pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shiseido pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shiseido Lagged Returns
When evaluating Shiseido's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shiseido pink sheet have on its future price. Shiseido 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, Shiseido autocorrelation shows the relationship between Shiseido pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shiseido Company.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Shiseido Pink Sheet Analysis
When running Shiseido's price analysis, check to measure Shiseido'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 Shiseido is operating at the current time. Most of Shiseido's value examination focuses on studying past and present price action to predict the probability of Shiseido's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shiseido's price. Additionally, you may evaluate how the addition of Shiseido to your portfolios can decrease your overall portfolio volatility.