Astellas Pharma Stock Market Value
| ALPMF Stock | USD 16.24 0.31 1.87% |
| 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.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Astellas Pharma on December 3, 2025 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 Swedish Orphan, Bangkok Dusit, and Eurofins Scientific. 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.
| Downside Deviation | 5.0 | |||
| Information Ratio | 0.1417 | |||
| Maximum Drawdown | 23.38 | |||
| Value At Risk | (5.52) | |||
| Potential Upside | 7.72 |
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 | 0.1331 | |||
| Jensen Alpha | 0.5607 | |||
| Total Risk Alpha | 0.251 | |||
| Sortino Ratio | 0.1045 | |||
| Treynor Ratio | 1.3 |
Astellas Pharma March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1331 | |||
| Market Risk Adjusted Performance | 1.31 | |||
| Mean Deviation | 2.28 | |||
| Semi Deviation | 2.26 | |||
| Downside Deviation | 5.0 | |||
| Coefficient Of Variation | 611.04 | |||
| Standard Deviation | 3.68 | |||
| Variance | 13.58 | |||
| Information Ratio | 0.1417 | |||
| Jensen Alpha | 0.5607 | |||
| Total Risk Alpha | 0.251 | |||
| Sortino Ratio | 0.1045 | |||
| Treynor Ratio | 1.3 | |||
| Maximum Drawdown | 23.38 | |||
| Value At Risk | (5.52) | |||
| Potential Upside | 7.72 | |||
| Downside Variance | 24.97 | |||
| Semi Variance | 5.11 | |||
| Expected Short fall | (4.53) | |||
| Skewness | 0.8189 | |||
| Kurtosis | 3.57 |
Astellas Pharma Backtested Returns
Astellas Pharma appears to be not too volatile, given 3 months investment horizon. Astellas Pharma secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. By analyzing Astellas Pharma's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Astellas Pharma's Downside Deviation of 5.0, mean deviation of 2.28, and Risk Adjusted Performance of 0.1331 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Astellas Pharma holds a performance score of 11. The firm shows a Beta (market volatility) of 0.46, 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. Please check Astellas Pharma's semi variance, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Astellas Pharma's price patterns will revert.
Auto-correlation | 0.66 |
Good predictability
Astellas Pharma has good predictability. Overlapping area represents the amount of predictability between Astellas Pharma time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 2026. 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 0.66 indicates that around 66.0% of current Astellas Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 1.71 |
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Other Information on Investing in Astellas Pink Sheet
Astellas Pharma financial ratios help investors to determine whether Astellas 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 Astellas with respect to the benefits of owning Astellas Pharma security.