East Japan Railway Stock Market Value
| EJPRF Stock | USD 25.75 0.50 1.98% |
| Symbol | East |
East Japan '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 East Japan'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 East Japan.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in East Japan on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding East Japan Railway or generate 0.0% return on investment in East Japan over 90 days. East Japan is related to or competes with Central Japan, MTR Corp, Ashtead Group, FUJIFILM Holdings, FUJIFILM Holdings, Wolters Kluwer, and Prysmian SPA. East Japan Railway Company operates as a passenger railway company in Japan and internationally More
East Japan 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 East Japan'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 East Japan Railway upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 21.3 | |||
| Potential Upside | 1.98 |
East Japan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for East Japan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as East Japan's standard deviation. In reality, there are many statistical measures that can use East Japan historical prices to predict the future East Japan's volatility.| Risk Adjusted Performance | 0.0262 | |||
| Jensen Alpha | 0.0436 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (3.08) |
East Japan February 8, 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 | 0.0262 | |||
| Market Risk Adjusted Performance | (3.07) | |||
| Mean Deviation | 0.6061 | |||
| Coefficient Of Variation | 4017.81 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.45 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0436 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (3.08) | |||
| Maximum Drawdown | 21.3 | |||
| Potential Upside | 1.98 | |||
| Skewness | (0.61) | |||
| Kurtosis | 20.27 |
East Japan Railway Backtested Returns
At this point, East Japan is very steady. East Japan Railway secures Sharpe Ratio (or Efficiency) of 0.0319, which denotes the company had a 0.0319 % return per unit of risk over the last 3 months. We have found twenty technical indicators for East Japan Railway, which you can use to evaluate the volatility of the firm. Please confirm East Japan's Standard Deviation of 2.11, variance of 4.45, and Mean Deviation of 0.6061 to check if the risk estimate we provide is consistent with the expected return of 0.0693%. East Japan has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0138, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning East Japan are expected to decrease at a much lower rate. During the bear market, East Japan is likely to outperform the market. East Japan Railway right now shows a risk of 2.17%. Please confirm East Japan Railway jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if East Japan Railway will be following its price patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
East Japan Railway has weak reverse predictability. Overlapping area represents the amount of predictability between East Japan time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 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 East Japan Railway price movement. The serial correlation of -0.21 indicates that over 21.0% of current East Japan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
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Other Information on Investing in East Pink Sheet
East Japan financial ratios help investors to determine whether East 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 East with respect to the benefits of owning East Japan security.