Astellas Pharma Stock Market Value
| ALPMY Stock | USD 9.89 0.06 0.61% |
| Symbol | Astellas |
Astellas Pharma '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 Astellas Pharma'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 Astellas Pharma.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Astellas Pharma on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Astellas Pharma or generate 0.0% return on investment in Astellas Pharma over 90 days. Astellas Pharma is related to or competes with Bristol-Myers Squibb, Bayer AG, Daiichi Sankyo, AstraZeneca PLC, Astellas Pharma, Otsuka Holdings, and Pfizer. Astellas Pharma Inc. engages in the manufacture, marketing, import, and export of pharmaceuticals worldwide More
Astellas Pharma 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 Astellas Pharma'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 Astellas Pharma upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0106 | |||
| Maximum Drawdown | 5.97 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.77 |
Astellas Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Astellas Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Astellas Pharma's standard deviation. In reality, there are many statistical measures that can use Astellas Pharma historical prices to predict the future Astellas Pharma's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0611 | |||
| Treynor Ratio | (0.30) |
Astellas Pharma Backtested Returns
At this stage we consider Astellas Pink Sheet to be not too volatile. Astellas Pharma secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Astellas Pharma, which you can use to evaluate the volatility of the firm. Please confirm Astellas Pharma's Mean Deviation of 0.9018, standard deviation of 1.25, and Risk Adjusted Performance of (0.06) to double-check if the risk estimate we provide is consistent with the expected return of 0.0095%. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Astellas Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Astellas Pharma is expected to be smaller as well. Astellas Pharma right now shows a risk of 1.26%. Please confirm Astellas Pharma treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Astellas Pharma will be following its price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
Astellas Pharma has weak reverse predictability. Overlapping area represents the amount of predictability between Astellas Pharma time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Astellas Pharma price movement. The serial correlation of -0.23 indicates that over 23.0% of current Astellas Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Astellas Pharma lagged returns against current returns
Autocorrelation, which is Astellas Pharma 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 Astellas Pharma's pink sheet expected returns. We can calculate the autocorrelation of Astellas Pharma returns to help us make a trade decision. For example, suppose you find that Astellas Pharma 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 |
Astellas Pharma 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 Astellas Pharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Astellas Pharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Astellas Pharma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Astellas Pharma Lagged Returns
When evaluating Astellas Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Astellas Pharma pink sheet have on its future price. Astellas Pharma 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, Astellas Pharma autocorrelation shows the relationship between Astellas Pharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Astellas Pharma.
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 Astellas Pink Sheet Analysis
When running Astellas Pharma's price analysis, check to measure Astellas Pharma'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 Astellas Pharma is operating at the current time. Most of Astellas Pharma's value examination focuses on studying past and present price action to predict the probability of Astellas Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Astellas Pharma's price. Additionally, you may evaluate how the addition of Astellas Pharma to your portfolios can decrease your overall portfolio volatility.