Taisei Stock Z Score
| TISCY Stock | USD 22.70 0.00 0.00% |
What is Altman Z-Score?
The Altman Z-Score is one of the most widely-used financial formulas to predict bankruptcy risk. Developed by Edward Altman in 1968, this model combines five key financial ratios to generate a single score that indicates the likelihood of financial distress within two years.
How to Interpret Taisei Z-Score
Z-Score above 3.0: Safe zone - Low bankruptcy risk
Z-Score 2.7 - 3.0: Gray zone - Moderate risk
Z-Score 1.8 - 2.7: Warning zone - Elevated risk
Z-Score below 1.8: Distress zone - High bankruptcy risk
Why Taisei Z-Score Matters
Investors use the Z-Score to assess financial health before making investment decisions. A declining Z-Score over time may signal deteriorating fundamentals, while an improving score suggests strengthening financial position. The model evaluates five critical metrics: working capital to assets, retained earnings to assets, EBIT to assets, market value of equity to total liabilities, and sales to assets.
Taisei Z-Score Analysis
The module uses available fundamental data of Taisei to calculate the Altman Z score based on five fundamental metrics from the company's most recent public disclosure documents. Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Taisei. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Taisei on October 31, 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, AtkinsRalis, 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 | 0.1648 | |||
| Maximum Drawdown | 14.47 | |||
| Potential Upside | 1.28 |
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 | 0.1459 | |||
| Jensen Alpha | 0.3812 | |||
| Total Risk Alpha | 0.2665 | |||
| Treynor Ratio | 0.4683 |
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 January 29, 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 | 0.1459 | |||
| Market Risk Adjusted Performance | 0.4783 | |||
| Mean Deviation | 0.8579 | |||
| Coefficient Of Variation | 521.94 | |||
| Standard Deviation | 2.29 | |||
| Variance | 5.23 | |||
| Information Ratio | 0.1648 | |||
| Jensen Alpha | 0.3812 | |||
| Total Risk Alpha | 0.2665 | |||
| Treynor Ratio | 0.4683 | |||
| Maximum Drawdown | 14.47 | |||
| Potential Upside | 1.28 | |||
| Skewness | 5.29 | |||
| Kurtosis | 27.42 |
Taisei Backtested Returns
Taisei appears to be very steady, given 3 months investment horizon. Taisei owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Taisei, which you can use to evaluate the volatility of the company. Please review Taisei's Variance of 5.23, risk adjusted performance of 0.1459, and Coefficient Of Variation of 521.94 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taisei holds a performance score of 15. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Taisei returns are very sensitive to returns on the market. As the market goes up or down, Taisei is expected to follow. Please check Taisei's variance and kurtosis , to make a quick decision on whether Taisei's existing price patterns will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
Taisei has poor reverse predictability. Overlapping area represents the amount of predictability between Taisei time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 -0.39 indicates that just about 39.0% of current Taisei price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
Based on the company's disclosures, Taisei has a Z Score of 0.0. This is 100.0% lower than that of the Industrials sector and 100.0% lower than that of the Engineering & Construction industry. The z score for all United States stocks is 100.0% higher than that of the company.
Taisei Z Score 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 Z Score 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 z score category among its peers.
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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Additional Tools for Taisei Pink Sheet Analysis
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.