Keisei Electric's market value is the price at which a share of Keisei Electric trades on a public exchange. It measures the collective expectations of Keisei Electric Railway investors about its performance. Keisei Electric is trading at 7.85 as of the 27th of December 2025. This is a 12.87% down since the beginning of the trading day. The stock's lowest day price was 7.85. With this module, you can estimate the performance of a buy and hold strategy of Keisei Electric Railway and determine expected loss or profit from investing in Keisei Electric over a given investment horizon. Check out Keisei Electric Correlation, Keisei Electric Volatility and Keisei Electric Alpha and Beta module to complement your research on Keisei Electric.
Please note, there is a significant difference between Keisei Electric's value and its price as these two are different measures arrived at by different means. Investors typically determine if Keisei Electric is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Keisei Electric'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.
Keisei Electric '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 Keisei Electric'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 Keisei Electric.
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11/27/2025
No Change 0.00
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In 30 days
12/27/2025
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If you would invest 0.00 in Keisei Electric on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Keisei Electric Railway or generate 0.0% return on investment in Keisei Electric over 30 days. Keisei Electric is related to or competes with China Railway, Zhuzhou CRRC, Tobu Railway, Bidvest Group, Teleperformance, Shimizu, and EasyJet Plc. Keisei Electric Railway Co., Ltd. provides public transportation services in Japan More
Keisei Electric 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 Keisei Electric'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 Keisei Electric Railway 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 Keisei Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keisei Electric's standard deviation. In reality, there are many statistical measures that can use Keisei Electric historical prices to predict the future Keisei Electric's volatility.
Keisei Electric Railway has Sharpe Ratio of -0.0783, which conveys that the firm had a -0.0783 % return per unit of risk over the last 3 months. Keisei Electric exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keisei Electric's Risk Adjusted Performance of (0.04), standard deviation of 0.3078, and Mean Deviation of 0.0676 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0055, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keisei Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keisei Electric is expected to be smaller as well. At this point, Keisei Electric Railway has a negative expected return of -0.0233%. Please make sure to verify Keisei Electric's total risk alpha, as well as the relationship between the daily balance of power and market facilitation index , to decide if Keisei Electric Railway performance from the past will be repeated at some point in the near future.
Auto-correlation
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No correlation between past and present
Keisei Electric Railway has no correlation between past and present. Overlapping area represents the amount of predictability between Keisei Electric time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Keisei Electric Railway price movement. The serial correlation of 0.0 indicates that just 0.0% of current Keisei Electric price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
-0.5
Residual Average
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Price Variance
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Keisei Electric Railway lagged returns against current returns
Autocorrelation, which is Keisei Electric 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 Keisei Electric's pink sheet expected returns. We can calculate the autocorrelation of Keisei Electric returns to help us make a trade decision. For example, suppose you find that Keisei Electric 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
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Keisei Electric 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 Keisei Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keisei Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keisei Electric pink sheet over time.
Current vs Lagged Prices
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Keisei Electric Lagged Returns
When evaluating Keisei Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keisei Electric pink sheet have on its future price. Keisei Electric 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, Keisei Electric autocorrelation shows the relationship between Keisei Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Keisei Electric Railway.
Other Information on Investing in Keisei Pink Sheet
Keisei Electric financial ratios help investors to determine whether Keisei 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 Keisei with respect to the benefits of owning Keisei Electric security.