Daicel's market value is the price at which a share of Daicel trades on a public exchange. It measures the collective expectations of Daicel investors about its performance. Daicel is trading at 8.44 as of the 25th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 8.44. With this module, you can estimate the performance of a buy and hold strategy of Daicel and determine expected loss or profit from investing in Daicel over a given investment horizon. Check out Daicel Correlation, Daicel Volatility and Daicel Alpha and Beta module to complement your research on Daicel.
Please note, there is a significant difference between Daicel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Daicel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Daicel'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.
Daicel '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 Daicel'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 Daicel.
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06/28/2025
No Change 0.00
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In 5 months and 30 days
12/25/2025
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If you would invest 0.00 in Daicel on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Daicel or generate 0.0% return on investment in Daicel over 180 days. Daicel is related to or competes with HEXPOL AB, Clariant, Azelis Group, Zeon, Taiheiyo Cement, Kansai Paint, and Solvay SA. Daicel Corporation manufactures and sells cellulosic derivatives, organic chemicals, plastics, pyrotechnic devices, and ... More
Daicel 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 Daicel'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 Daicel 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 Daicel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daicel's standard deviation. In reality, there are many statistical measures that can use Daicel historical prices to predict the future Daicel's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Daicel. Your research has to be compared to or analyzed against Daicel's peers to derive any actionable benefits. When done correctly, Daicel's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Daicel.
Daicel Backtested Returns
At this point, Daicel is very steady. Daicel secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Daicel, which you can use to evaluate the volatility of the firm. Please confirm Daicel's Variance of 2.0E-4, standard deviation of 0.0146, and Mean Deviation of 0.0035 to check if the risk estimate we provide is consistent with the expected return of 0.0019%. Daicel has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0064, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Daicel are expected to decrease at a much lower rate. During the bear market, Daicel is likely to outperform the market. Daicel right now shows a risk of 0.0149%. Please confirm Daicel information ratio, as well as the relationship between the skewness and day median price , to decide if Daicel will be following its price patterns.
Auto-correlation
-0.31
Poor reverse predictability
Daicel has poor reverse predictability. Overlapping area represents the amount of predictability between Daicel time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Daicel price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Daicel price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.31
Spearman Rank Test
0.48
Residual Average
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Price Variance
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Daicel lagged returns against current returns
Autocorrelation, which is Daicel 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 Daicel's pink sheet expected returns. We can calculate the autocorrelation of Daicel returns to help us make a trade decision. For example, suppose you find that Daicel 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
Daicel 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 Daicel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daicel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daicel pink sheet over time.
Current vs Lagged Prices
Timeline
Daicel Lagged Returns
When evaluating Daicel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daicel pink sheet have on its future price. Daicel 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, Daicel autocorrelation shows the relationship between Daicel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Daicel.
Other Information on Investing in Daicel Pink Sheet
Daicel financial ratios help investors to determine whether Daicel 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 Daicel with respect to the benefits of owning Daicel security.