SHISEIDO ADR (Germany) Technical Analysis
| SHDA Stock | EUR 16.90 0.70 3.98% |
As of the 19th of February, SHISEIDO ADR has the risk adjusted performance of 0.0963, and Coefficient Of Variation of 888.97. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SHISEIDO ADR, as well as the relationship between them. Please validate SHISEIDO ADR standard deviation, information ratio, treynor ratio, as well as the relationship between the variance and jensen alpha to decide if SHISEIDO ADR is priced adequately, providing market reflects its prevalent price of 16.9 per share.
SHISEIDO ADR Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SHISEIDO ADR, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SHISEIDO ADRSHISEIDO ADR |
SHISEIDO ADR '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 ADR'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 SHISEIDO ADR.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in SHISEIDO ADR on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding SHISEIDO ADR or generate 0.0% return on investment in SHISEIDO ADR over 90 days. SHISEIDO ADR is related to or competes with Nomura Holdings, EuropaCorp, Papa Johns, Poste Italiane, Ryerson Holding, Quebecor, and Omeros. Shiseido Company, Limited engages in the production and sale of cosmetics in Japan and internationally More
SHISEIDO ADR 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 ADR'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 SHISEIDO ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.93 | |||
| Information Ratio | 0.0964 | |||
| Maximum Drawdown | 13.39 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 5.0 |
SHISEIDO ADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SHISEIDO ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SHISEIDO ADR's standard deviation. In reality, there are many statistical measures that can use SHISEIDO ADR historical prices to predict the future SHISEIDO ADR's volatility.| Risk Adjusted Performance | 0.0963 | |||
| Jensen Alpha | 0.334 | |||
| Total Risk Alpha | 0.1824 | |||
| Sortino Ratio | 0.0956 | |||
| Treynor Ratio | (0.68) |
SHISEIDO ADR February 19, 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 | 0.0963 | |||
| Market Risk Adjusted Performance | (0.67) | |||
| Mean Deviation | 2.13 | |||
| Semi Deviation | 2.37 | |||
| Downside Deviation | 2.93 | |||
| Coefficient Of Variation | 888.97 | |||
| Standard Deviation | 2.91 | |||
| Variance | 8.45 | |||
| Information Ratio | 0.0964 | |||
| Jensen Alpha | 0.334 | |||
| Total Risk Alpha | 0.1824 | |||
| Sortino Ratio | 0.0956 | |||
| Treynor Ratio | (0.68) | |||
| Maximum Drawdown | 13.39 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 5.0 | |||
| Downside Variance | 8.59 | |||
| Semi Variance | 5.63 | |||
| Expected Short fall | (2.75) | |||
| Skewness | 0.2028 | |||
| Kurtosis | 1.84 |
SHISEIDO ADR Backtested Returns
SHISEIDO ADR appears to be not too volatile, given 3 months investment horizon. SHISEIDO ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the firm had a 0.26 % return per unit of volatility over the last 3 months. By examining SHISEIDO ADR's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please review SHISEIDO ADR's coefficient of variation of 888.97, and Risk Adjusted Performance of 0.0963 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SHISEIDO ADR holds a performance score of 20. The entity has a beta of -0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SHISEIDO ADR are expected to decrease at a much lower rate. During the bear market, SHISEIDO ADR is likely to outperform the market. Please check SHISEIDO ADR's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether SHISEIDO ADR's existing price patterns will revert.
Auto-correlation | 0.40 |
Average predictability
SHISEIDO ADR has average predictability. Overlapping area represents the amount of predictability between SHISEIDO ADR time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 SHISEIDO ADR price movement. The serial correlation of 0.4 indicates that just about 40.0% of current SHISEIDO ADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
SHISEIDO ADR technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
SHISEIDO ADR Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of SHISEIDO ADR volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About SHISEIDO ADR Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of SHISEIDO ADR on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of SHISEIDO ADR based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on SHISEIDO ADR price pattern first instead of the macroeconomic environment surrounding SHISEIDO ADR. By analyzing SHISEIDO ADR's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of SHISEIDO ADR's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to SHISEIDO ADR specific price patterns or momentum indicators. Please read more on our technical analysis page.
SHISEIDO ADR February 19, 2026 Technical Indicators
Most technical analysis of SHISEIDO ADR help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for SHISEIDO ADR from various momentum indicators to cycle indicators. When you analyze SHISEIDO ADR charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0963 | |||
| Market Risk Adjusted Performance | (0.67) | |||
| Mean Deviation | 2.13 | |||
| Semi Deviation | 2.37 | |||
| Downside Deviation | 2.93 | |||
| Coefficient Of Variation | 888.97 | |||
| Standard Deviation | 2.91 | |||
| Variance | 8.45 | |||
| Information Ratio | 0.0964 | |||
| Jensen Alpha | 0.334 | |||
| Total Risk Alpha | 0.1824 | |||
| Sortino Ratio | 0.0956 | |||
| Treynor Ratio | (0.68) | |||
| Maximum Drawdown | 13.39 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 5.0 | |||
| Downside Variance | 8.59 | |||
| Semi Variance | 5.63 | |||
| Expected Short fall | (2.75) | |||
| Skewness | 0.2028 | |||
| Kurtosis | 1.84 |
SHISEIDO ADR February 19, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as SHISEIDO ADR stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.96 | ||
| Day Median Price | 16.90 | ||
| Day Typical Price | 16.90 | ||
| Price Action Indicator | (0.35) |
Complementary Tools for SHISEIDO ADR Stock analysis
When running SHISEIDO ADR's price analysis, check to measure SHISEIDO ADR'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 SHISEIDO ADR is operating at the current time. Most of SHISEIDO ADR's value examination focuses on studying past and present price action to predict the probability of SHISEIDO ADR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SHISEIDO ADR's price. Additionally, you may evaluate how the addition of SHISEIDO ADR to your portfolios can decrease your overall portfolio volatility.
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