Eisai Co's market value is the price at which a share of Eisai Co trades on a public exchange. It measures the collective expectations of Eisai Co investors about its performance. Eisai Co is trading at 7.12 as of the 25th of March 2025; that is 0.42% down since the beginning of the trading day. The stock's open price was 7.15.
With this module, you can estimate the performance of a buy and hold strategy of Eisai Co and determine expected loss or profit from investing in Eisai Co over a given investment horizon. Check out Eisai Co Correlation, Eisai Co Volatility and Eisai Co Alpha and Beta module to complement your research on Eisai Co.
Please note, there is a significant difference between Eisai Co's value and its price as these two are different measures arrived at by different means. Investors typically determine if Eisai Co is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Eisai Co'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.
Eisai Co '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 Eisai Co'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 Eisai Co.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Eisai Co'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 Eisai Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eisai Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eisai Co's standard deviation. In reality, there are many statistical measures that can use Eisai Co historical prices to predict the future Eisai Co's volatility.
At this stage we consider Eisai Pink Sheet to be not too volatile. Eisai Co secures Sharpe Ratio (or Efficiency) of 0.0773, which denotes the company had a 0.0773 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Eisai Co, which you can use to evaluate the volatility of the firm. Please confirm Eisai Co's Mean Deviation of 1.23, coefficient of variation of 3906.96, and Downside Deviation of 1.55 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Eisai Co has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, Eisai Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eisai Co is expected to be smaller as well. Eisai Co right now shows a risk of 1.59%. Please confirm Eisai Co potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to decide if Eisai Co will be following its price patterns.
Auto-correlation
-0.14
Insignificant reverse predictability
Eisai Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Eisai Co time series from 25th of December 2024 to 8th of February 2025 and 8th of February 2025 to 25th 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 Eisai Co price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Eisai Co price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.14
Spearman Rank Test
-0.16
Residual Average
0.0
Price Variance
0.01
Eisai Co lagged returns against current returns
Autocorrelation, which is Eisai Co 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 Eisai Co's pink sheet expected returns. We can calculate the autocorrelation of Eisai Co returns to help us make a trade decision. For example, suppose you find that Eisai Co 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
Eisai Co 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 Eisai Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eisai Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eisai Co pink sheet over time.
Current vs Lagged Prices
Timeline
Eisai Co Lagged Returns
When evaluating Eisai Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eisai Co pink sheet have on its future price. Eisai Co 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, Eisai Co autocorrelation shows the relationship between Eisai Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Eisai Co.
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.
When running Eisai Co's price analysis, check to measure Eisai Co'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 Eisai Co is operating at the current time. Most of Eisai Co's value examination focuses on studying past and present price action to predict the probability of Eisai Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eisai Co's price. Additionally, you may evaluate how the addition of Eisai Co to your portfolios can decrease your overall portfolio volatility.