Taisei Stock Beta
| TISCY Stock | USD 31.41 3.11 10.99% |
As of the 18th of February 2026, Taisei has the Coefficient Of Variation of 631.23, risk adjusted performance of 0.1338, and Variance of 24.97. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Taisei, as well as the relationship between them.
Taisei's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Taisei's valuation are provided below:Taisei does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. 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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Taisei on November 20, 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 90 days. Taisei is related to or competes with Obayashi, Skanska AB, Eiffage SA, Skanska AB, Strabag SE, AtkinsRéalis, and Acciona SA. 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 | 0.1491 | |||
| Maximum Drawdown | 43.89 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 6.57 |
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 | 0.1338 | |||
| Jensen Alpha | 0.7778 | |||
| Total Risk Alpha | 0.5501 | |||
| Treynor Ratio | 7.5 |
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 February 18, 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 | 0.1338 | |||
| Market Risk Adjusted Performance | 7.51 | |||
| Mean Deviation | 1.91 | |||
| Coefficient Of Variation | 631.23 | |||
| Standard Deviation | 5.0 | |||
| Variance | 24.97 | |||
| Information Ratio | 0.1491 | |||
| Jensen Alpha | 0.7778 | |||
| Total Risk Alpha | 0.5501 | |||
| Treynor Ratio | 7.5 | |||
| Maximum Drawdown | 43.89 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 6.57 | |||
| Skewness | 5.29 | |||
| Kurtosis | 34.54 |
Taisei Backtested Returns
Taisei appears to be not too volatile, given 3 months investment horizon. Taisei owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. By inspecting Taisei's technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please review Taisei's Risk Adjusted Performance of 0.1338, coefficient of variation of 631.23, and Variance of 24.97 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taisei holds a performance score of 13. The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. 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 jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Taisei's existing price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Taisei has below average predictability. Overlapping area represents the amount of predictability between Taisei time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Taisei price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Taisei price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 7.0 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Taisei has a Beta of 0.657. This is 52.04% lower than that of the Industrials sector and 38.6% lower than that of the Engineering & Construction industry. The beta for all United States stocks is notably lower than that of the firm.
Taisei Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Taisei's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the pink sheets which would be a good addition to a portfolio. Peer analysis of Taisei could also be used in its relative valuation, which is a method of valuing Taisei by comparing valuation metrics of similar companies.Taisei is currently under evaluation in beta category among its peers.
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.
Taisei Fundamentals
| Return On Equity | 0.0768 | |||
| Return On Asset | 0.0294 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.05 % | |||
| Current Valuation | 5 B | |||
| Shares Outstanding | 770.59 M | |||
| Price To Earning | 6.30 X | |||
| Price To Book | 0.95 X | |||
| Price To Sales | 0 X | |||
| Revenue | 1.54 T | |||
| Gross Profit | 187.74 B | |||
| EBITDA | 115.19 B | |||
| Net Income | 71.44 B | |||
| Cash And Equivalents | 426.81 B | |||
| Cash Per Share | 533.14 X | |||
| Total Debt | 106.41 B | |||
| Debt To Equity | 0.26 % | |||
| Current Ratio | 1.41 X | |||
| Book Value Per Share | 1,076 X | |||
| Cash Flow From Operations | 80.51 B | |||
| Earnings Per Share | 0.61 X | |||
| Number Of Employees | 14.52 K | |||
| Beta | 0.66 | |||
| Market Capitalization | 6.57 B | |||
| Total Asset | 1.96 T | |||
| Retained Earnings | 233.09 B | |||
| Working Capital | 186.82 B | |||
| Current Asset | 1.02 T | |||
| Current Liabilities | 830.39 B | |||
| Annual Yield | 0.03 % | |||
| Five Year Return | 3.14 % | |||
| Net Asset | 1.96 T | |||
| Last Dividend Paid | 65.0 |
About Taisei Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Taisei's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Taisei using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Taisei based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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When running Taisei's price analysis, check to measure Taisei'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 Taisei is operating at the current time. Most of Taisei's value examination focuses on studying past and present price action to predict the probability of Taisei's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Taisei's price. Additionally, you may evaluate how the addition of Taisei to your portfolios can decrease your overall portfolio volatility.