Taisei Stock Market Value
| TISCF Stock | USD 86.14 0.00 0.00% |
| Symbol | Taisei |
Taisei '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 Taisei'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 Taisei.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Taisei on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Taisei or generate 0.0% return on investment in Taisei over 30 days. Taisei is related to or competes with Ackermans Van, Shimizu Corp, Enka Insaat, Xinjiang Goldwind, Arcadis NV, and Ricoh. Taisei Corporation engages in the civil engineering, construction contracts, and real estate development businesses in J... More
Taisei 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 Taisei'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 Taisei upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1093 | |||
| Maximum Drawdown | 47.12 |
Taisei Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taisei's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taisei's standard deviation. In reality, there are many statistical measures that can use Taisei historical prices to predict the future Taisei's volatility.| Risk Adjusted Performance | 0.0954 | |||
| Jensen Alpha | 0.6671 | |||
| Total Risk Alpha | 0.1249 | |||
| Treynor Ratio | 1.34 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Taisei'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.
Taisei Backtested Returns
Taisei appears to be very steady, given 3 months investment horizon. Taisei owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. By inspecting Taisei's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please review Taisei's Variance of 33.64, coefficient of variation of 812.4, and Risk Adjusted Performance of 0.0954 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taisei holds a performance score of 10. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Taisei's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taisei is expected to be smaller as well. Please check Taisei's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to make a quick decision on whether Taisei's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Taisei has no correlation between past and present. Overlapping area represents the amount of predictability between Taisei 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 Taisei price movement. The serial correlation of 0.0 indicates that just 0.0% of current Taisei price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Taisei lagged returns against current returns
Autocorrelation, which is Taisei 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 Taisei's pink sheet expected returns. We can calculate the autocorrelation of Taisei returns to help us make a trade decision. For example, suppose you find that Taisei 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 |
Taisei 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 Taisei pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taisei pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taisei pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Taisei Lagged Returns
When evaluating Taisei's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taisei pink sheet have on its future price. Taisei 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, Taisei autocorrelation shows the relationship between Taisei pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Taisei.
Regressed Prices |
| Timeline |
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Other Information on Investing in Taisei Pink Sheet
Taisei financial ratios help investors to determine whether Taisei 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 Taisei with respect to the benefits of owning Taisei security.