Taiheiyo Cement Stock Market Value
| THYCF Stock | USD 31.80 1.65 5.47% |
| Symbol | Taiheiyo |
Taiheiyo Cement '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 Taiheiyo Cement'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 Taiheiyo Cement.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Taiheiyo Cement on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Taiheiyo Cement or generate 0.0% return on investment in Taiheiyo Cement over 90 days. Taiheiyo Cement is related to or competes with Vicat SA, Grupo Cementos, Daicel, Imerys SA, Wienerberger Baustoffindustri, IGO, and Mitsubishi Materials. Taiheiyo Cement Corporation engages in the cement, mineral resources, environmental, and construction materials business... More
Taiheiyo Cement 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 Taiheiyo Cement'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 Taiheiyo Cement upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.79 | |||
| Information Ratio | 0.1427 | |||
| Maximum Drawdown | 9.8 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 5.36 |
Taiheiyo Cement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiheiyo Cement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taiheiyo Cement's standard deviation. In reality, there are many statistical measures that can use Taiheiyo Cement historical prices to predict the future Taiheiyo Cement's volatility.| Risk Adjusted Performance | 0.1467 | |||
| Jensen Alpha | 0.4091 | |||
| Total Risk Alpha | 0.2134 | |||
| Sortino Ratio | 0.0669 | |||
| Treynor Ratio | (0.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Taiheiyo Cement's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Taiheiyo Cement February 14, 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 | 0.1467 | |||
| Market Risk Adjusted Performance | (0.77) | |||
| Mean Deviation | 1.2 | |||
| Semi Deviation | 1.3 | |||
| Downside Deviation | 4.79 | |||
| Coefficient Of Variation | 575.02 | |||
| Standard Deviation | 2.24 | |||
| Variance | 5.03 | |||
| Information Ratio | 0.1427 | |||
| Jensen Alpha | 0.4091 | |||
| Total Risk Alpha | 0.2134 | |||
| Sortino Ratio | 0.0669 | |||
| Treynor Ratio | (0.78) | |||
| Maximum Drawdown | 9.8 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 5.36 | |||
| Downside Variance | 22.91 | |||
| Semi Variance | 1.69 | |||
| Expected Short fall | (3.99) | |||
| Skewness | (0.18) | |||
| Kurtosis | 7.99 |
Taiheiyo Cement Backtested Returns
Taiheiyo Cement appears to be very steady, given 3 months investment horizon. Taiheiyo Cement owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Taiheiyo Cement, which you can use to evaluate the volatility of the company. Please review Taiheiyo Cement's Coefficient Of Variation of 575.02, semi deviation of 1.3, and Risk Adjusted Performance of 0.1467 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taiheiyo Cement holds a performance score of 14. The entity has a beta of -0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Taiheiyo Cement are expected to decrease at a much lower rate. During the bear market, Taiheiyo Cement is likely to outperform the market. Please check Taiheiyo Cement's potential upside, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Taiheiyo Cement's existing price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Taiheiyo Cement has insignificant reverse predictability. Overlapping area represents the amount of predictability between Taiheiyo Cement time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Taiheiyo Cement price movement. The serial correlation of -0.16 indicates that over 16.0% of current Taiheiyo Cement price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 4.03 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in Taiheiyo Pink Sheet
Taiheiyo Cement financial ratios help investors to determine whether Taiheiyo 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 Taiheiyo with respect to the benefits of owning Taiheiyo Cement security.