Teijin's market value is the price at which a share of Teijin trades on a public exchange. It measures the collective expectations of Teijin investors about its performance. Teijin is trading at 9.11 as of the 29th of March 2025; that is 8.32 percent increase since the beginning of the trading day. The stock's open price was 8.41.
With this module, you can estimate the performance of a buy and hold strategy of Teijin and determine expected loss or profit from investing in Teijin over a given investment horizon. Check out Teijin Correlation, Teijin Volatility and Teijin Alpha and Beta module to complement your research on Teijin.
Please note, there is a significant difference between Teijin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Teijin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Teijin'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.
Teijin '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 Teijin'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 Teijin.
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12/29/2024
No Change 0.00
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In 3 months and 1 day
03/29/2025
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If you would invest 0.00 in Teijin on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Teijin or generate 0.0% return on investment in Teijin over 90 days. Teijin is related to or competes with Toray Industries, Nitto Denko, NSK, Secom Co, and Toto. Teijin Limited engages in the fibers, films and sheets, composites, healthcare, and IT businesses worldwide More
Teijin 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 Teijin'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 Teijin 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 Teijin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teijin's standard deviation. In reality, there are many statistical measures that can use Teijin historical prices to predict the future Teijin's volatility.
At this stage we consider Teijin Pink Sheet to be not too volatile. Teijin owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0958, which indicates the firm had a 0.0958 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Teijin, which you can use to evaluate the volatility of the company. Please validate Teijin's Semi Deviation of 0.4898, coefficient of variation of 1044.11, and Risk Adjusted Performance of 0.086 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Teijin has a performance score of 7 on a scale of 0 to 100. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Teijin are expected to decrease at a much lower rate. During the bear market, Teijin is likely to outperform the market. Teijin right now has a risk of 1.39%. Please validate Teijin maximum drawdown, as well as the relationship between the skewness and price action indicator , to decide if Teijin will be following its existing price patterns.
Auto-correlation
-0.54
Good reverse predictability
Teijin has good reverse predictability. Overlapping area represents the amount of predictability between Teijin time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Teijin price movement. The serial correlation of -0.54 indicates that about 54.0% of current Teijin price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.54
Spearman Rank Test
-0.52
Residual Average
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Price Variance
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Teijin lagged returns against current returns
Autocorrelation, which is Teijin 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 Teijin's pink sheet expected returns. We can calculate the autocorrelation of Teijin returns to help us make a trade decision. For example, suppose you find that Teijin 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
Teijin 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 Teijin pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teijin pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teijin pink sheet over time.
Current vs Lagged Prices
Timeline
Teijin Lagged Returns
When evaluating Teijin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teijin pink sheet have on its future price. Teijin 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, Teijin autocorrelation shows the relationship between Teijin pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Teijin.
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 Teijin's price analysis, check to measure Teijin'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 Teijin is operating at the current time. Most of Teijin's value examination focuses on studying past and present price action to predict the probability of Teijin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Teijin's price. Additionally, you may evaluate how the addition of Teijin to your portfolios can decrease your overall portfolio volatility.