Eisai Co Stock Market Value
| ESALF Stock | USD 28.86 1.64 5.38% |
| Symbol | Eisai |
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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Eisai Co on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Eisai Co or generate 0.0% return on investment in Eisai Co over 90 days. Eisai Co is related to or competes with Leef Brands, and Eisai. It offers Aricept for the treatment of alzheimers diseasedementia with Lewy bodies Methycobal for the treatment of perip... More
Eisai Co 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 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.
| Downside Deviation | 5.87 | |||
| Information Ratio | 0.024 | |||
| Maximum Drawdown | 27.92 | |||
| Value At Risk | (6.45) | |||
| Potential Upside | 7.1 |
Eisai Co Market Risk Indicators
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.| Risk Adjusted Performance | 0.0085 | |||
| Jensen Alpha | 0.0429 | |||
| Total Risk Alpha | 0.524 | |||
| Sortino Ratio | 0.0174 | |||
| Treynor Ratio | (0.02) |
Eisai Co Backtested Returns
At this point, Eisai Co is not too volatile. Eisai Co secures Sharpe Ratio (or Efficiency) of 0.0256, which denotes the company had a 0.0256 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Eisai Co, which you can use to evaluate the volatility of the firm. Please confirm Eisai Co's Coefficient Of Variation of 146815.41, downside deviation of 5.87, and Mean Deviation of 2.21 to check if the risk estimate we provide is consistent with the expected return of 0.11%. Eisai Co has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.46, which means possible diversification benefits within a given portfolio. 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 4.33%. Please confirm Eisai Co expected short fall, day typical price, and the relationship between the potential upside and daily balance of power , to decide if Eisai Co will be following its price patterns.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Eisai Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Eisai Co time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 -0.15 indicates that less than 15.0% of current Eisai Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Eisai Pink Sheet
Eisai Co financial ratios help investors to determine whether Eisai Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Eisai with respect to the benefits of owning Eisai Co security.