Shiseido Company Limited Stock Market Value
| SSDOF Stock | USD 17.00 1.60 10.39% |
| Symbol | Shiseido |
Shiseido Company '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 Shiseido Company'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 Shiseido Company.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Shiseido Company on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Shiseido Company Limited or generate 0.0% return on investment in Shiseido Company over 30 days. Shiseido Company is related to or competes with SalMar ASA, SalMar ASA, AAK AB, Barry Callebaut, China Mengniu, Thai Beverage, and Kimberly Clark. Shiseido Company, Limited engages in the production and sale of cosmetics in Japan and internationally More
Shiseido Company 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 Shiseido Company'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 Shiseido Company Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 23.89 |
Shiseido Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shiseido Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shiseido Company's standard deviation. In reality, there are many statistical measures that can use Shiseido Company historical prices to predict the future Shiseido Company's volatility.| Risk Adjusted Performance | 0.016 | |||
| Jensen Alpha | 0.0507 | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.07) |
Shiseido Limited Backtested Returns
Shiseido Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0287, which indicates the firm had a -0.0287 % return per unit of risk over the last 3 months. Shiseido Company Limited exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Shiseido Company's Coefficient Of Variation of 8410.09, variance of 7.0, and Risk Adjusted Performance of 0.016 to confirm the risk estimate we provide. The entity has a beta of -0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Shiseido Company are expected to decrease at a much lower rate. During the bear market, Shiseido Company is likely to outperform the market. At this point, Shiseido Limited has a negative expected return of -0.0758%. Please make sure to validate Shiseido Company's variance, skewness, as well as the relationship between the Skewness and day median price , to decide if Shiseido Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.41 |
Average predictability
Shiseido Company Limited has average predictability. Overlapping area represents the amount of predictability between Shiseido Company time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd 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 Shiseido Limited price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Shiseido Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Shiseido Limited lagged returns against current returns
Autocorrelation, which is Shiseido Company 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 Shiseido Company's pink sheet expected returns. We can calculate the autocorrelation of Shiseido Company returns to help us make a trade decision. For example, suppose you find that Shiseido Company 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 |
Shiseido Company 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 Shiseido Company pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shiseido Company pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shiseido Company pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shiseido Company Lagged Returns
When evaluating Shiseido Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shiseido Company pink sheet have on its future price. Shiseido Company 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, Shiseido Company autocorrelation shows the relationship between Shiseido Company pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shiseido Company Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Shiseido Pink Sheet
Shiseido Company financial ratios help investors to determine whether Shiseido 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 Shiseido with respect to the benefits of owning Shiseido Company security.