Otsuka Holdings Co Stock Market Value
| OTSKF Stock | USD 54.26 0.00 0.00% |
| Symbol | Otsuka |
Otsuka Holdings '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 Otsuka Holdings' 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 Otsuka Holdings.
| 11/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Otsuka Holdings on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Otsuka Holdings Co or generate 0.0% return on investment in Otsuka Holdings over 60 days. Otsuka Holdings is related to or competes with Astellas Pharma, Orion Oyj, Astellas Pharma, Terumo Corp, Bayer AG, Grifols SA, and Sartorius Stedim. Otsuka Holdings Co., Ltd. engages in pharmaceuticals, nutraceuticals, consumer products, and other businesses worldwide More
Otsuka Holdings 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 Otsuka Holdings' 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 Otsuka Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 7.85 |
Otsuka Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Otsuka Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Otsuka Holdings' standard deviation. In reality, there are many statistical measures that can use Otsuka Holdings historical prices to predict the future Otsuka Holdings' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.23) |
Otsuka Holdings Backtested Returns
Otsuka Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0935, which implies the firm had a -0.0935 % return per unit of risk over the last 3 months. Otsuka Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Otsuka Holdings' Risk Adjusted Performance of (0.07), coefficient of variation of (1,078), and Variance of 0.8444 to confirm the risk estimate we provide. The company holds a Beta of 0.42, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Otsuka Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Otsuka Holdings is expected to be smaller as well. At this point, Otsuka Holdings has a negative expected return of -0.0866%. Please make sure to check Otsuka Holdings' standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Otsuka Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.99 |
Near perfect reversele predictability
Otsuka Holdings Co has near perfect reversele predictability. Overlapping area represents the amount of predictability between Otsuka Holdings time series from 14th of November 2025 to 14th of December 2025 and 14th of December 2025 to 13th of January 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 Otsuka Holdings price movement. The serial correlation of -0.99 indicates that 99.0% of current Otsuka Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.99 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 4.22 |
Otsuka Holdings lagged returns against current returns
Autocorrelation, which is Otsuka Holdings 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 Otsuka Holdings' pink sheet expected returns. We can calculate the autocorrelation of Otsuka Holdings returns to help us make a trade decision. For example, suppose you find that Otsuka Holdings 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 |
Otsuka Holdings 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 Otsuka Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Otsuka Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Otsuka Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Otsuka Holdings Lagged Returns
When evaluating Otsuka Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Otsuka Holdings pink sheet have on its future price. Otsuka Holdings 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, Otsuka Holdings autocorrelation shows the relationship between Otsuka Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Otsuka Holdings Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Otsuka Pink Sheet
Otsuka Holdings financial ratios help investors to determine whether Otsuka 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 Otsuka with respect to the benefits of owning Otsuka Holdings security.