Tsumura (Germany) Market Value
| TSUA Stock | EUR 23.60 0.00 0.00% |
| Symbol | Tsumura |
Tsumura '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 Tsumura's stock 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 Tsumura.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Tsumura on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Tsumura Co or generate 0.0% return on investment in Tsumura over 510 days. Tsumura is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Tsumura Co. engages in the manufacture and sale of pharmaceutical products worldwide More
Tsumura 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 Tsumura's stock 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 Tsumura Co upside and downside potential and time the market with a certain degree of confidence.
Tsumura Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tsumura's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tsumura's standard deviation. In reality, there are many statistical measures that can use Tsumura historical prices to predict the future Tsumura's volatility.Tsumura Backtested Returns
We have found three technical indicators for Tsumura Co, which you can use to evaluate the volatility of the company. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Tsumura are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
Tsumura Co has perfect predictability. Overlapping area represents the amount of predictability between Tsumura time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tsumura price movement. The serial correlation of 1.0 indicates that 100.0% of current Tsumura price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tsumura lagged returns against current returns
Autocorrelation, which is Tsumura stock'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 Tsumura's stock expected returns. We can calculate the autocorrelation of Tsumura returns to help us make a trade decision. For example, suppose you find that Tsumura has exhibited high autocorrelation historically, and you observe that the stock 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 |
Tsumura 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 Tsumura stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tsumura stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tsumura stock over time.
Current vs Lagged Prices |
| Timeline |
Tsumura Lagged Returns
When evaluating Tsumura's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tsumura stock have on its future price. Tsumura 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, Tsumura autocorrelation shows the relationship between Tsumura stock current value and its past values and can show if there is a momentum factor associated with investing in Tsumura Co.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tsumura Stock Analysis
When running Tsumura's price analysis, check to measure Tsumura's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tsumura is operating at the current time. Most of Tsumura's value examination focuses on studying past and present price action to predict the probability of Tsumura's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tsumura's price. Additionally, you may evaluate how the addition of Tsumura to your portfolios can decrease your overall portfolio volatility.