Astellas Pharma (Germany) Market Value

YPH Stock  EUR 9.56  0.03  0.31%   
Astellas Pharma's market value is the price at which a share of Astellas Pharma trades on a public exchange. It measures the collective expectations of Astellas Pharma investors about its performance. Astellas Pharma is trading at 9.56 as of the 12th of December 2024. This is a 0.31 percent decrease since the beginning of the trading day. The stock's lowest day price was 9.56.
With this module, you can estimate the performance of a buy and hold strategy of Astellas Pharma and determine expected loss or profit from investing in Astellas Pharma over a given investment horizon. Check out Astellas Pharma Correlation, Astellas Pharma Volatility and Astellas Pharma Alpha and Beta module to complement your research on Astellas Pharma.
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Please note, there is a significant difference between Astellas Pharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Astellas Pharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Astellas Pharma'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.

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 stock 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.
0.00
10/13/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/12/2024
0.00
If you would invest  0.00  in Astellas Pharma on October 13, 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 60 days. Astellas Pharma is related to or competes with WIMFARM SA, Dairy Farm, TITAN MACHINERY, AGRICULTBK HADR25, Sumitomo Mitsui, and Sterling Construction. 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 stock 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.

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.
Hype
Prediction
LowEstimatedHigh
7.759.5611.37
Details
Intrinsic
Valuation
LowRealHigh
6.398.2010.01
Details
Naive
Forecast
LowNextHigh
7.899.7111.52
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.359.6710.00
Details

Astellas Pharma Backtested Returns

Astellas Pharma secures Sharpe Ratio (or Efficiency) of -0.0717, which signifies that the company had a -0.0717% return per unit of risk over the last 3 months. Astellas Pharma exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Astellas Pharma's Standard Deviation of 1.9, risk adjusted performance of (0.08), and Mean Deviation of 1.46 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Astellas Pharma are expected to decrease at a much lower rate. During the bear market, Astellas Pharma is likely to outperform the market. At this point, Astellas Pharma has a negative expected return of -0.13%. Please make sure to confirm Astellas Pharma's kurtosis, day median price, period momentum indicator, as well as the relationship between the daily balance of power and market facilitation index , to decide if Astellas Pharma performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

Astellas Pharma has insignificant reverse predictability. Overlapping area represents the amount of predictability between Astellas Pharma time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th 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 Astellas Pharma price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Astellas Pharma price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test-0.11
Residual Average0.0
Price Variance0.04

Astellas Pharma lagged returns against current returns

Autocorrelation, which is Astellas Pharma stock'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 stock 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 stock 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Astellas Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Astellas Pharma stock 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 stock 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 stock 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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Other Information on Investing in Astellas Stock

Astellas Pharma financial ratios help investors to determine whether Astellas Stock 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 Astellas with respect to the benefits of owning Astellas Pharma security.