Astellas Pharma's market value is the price at which a share of Astellas Pharma trades on a public exchange. It measures the collective expectations of Astellas Pharma investors about its performance. Astellas Pharma is trading at 11.10 as of the 16th of August 2025. This is a 3.74 percent increase since the beginning of the trading day. The stock's lowest day price was 11.1. With this module, you can estimate the performance of a buy and hold strategy of Astellas Pharma and determine expected loss or profit from investing in Astellas Pharma over a given investment horizon. Check out Astellas Pharma Correlation, Astellas Pharma Volatility and Astellas Pharma Alpha and Beta module to complement your research on Astellas Pharma.
Please note, there is a significant difference between Astellas Pharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Astellas Pharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Astellas Pharma's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Astellas Pharma '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 Astellas Pharma'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 Astellas Pharma.
0.00
05/18/2025
No Change 0.00
0.0
In 3 months and 1 day
08/16/2025
0.00
If you would invest 0.00 in Astellas Pharma on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding Astellas Pharma or generate 0.0% return on investment in Astellas Pharma over 90 days. Astellas Pharma is related to or competes with Astellas Pharma, Bristol Myers, Bayer AG, Daiichi Sankyo, AstraZeneca PLC, Takeda Pharmaceutical, and Chugai Pharmaceutical. Astellas Pharma Inc. engages in the manufacture, marketing, import, and export of pharmaceuticals worldwide More
Astellas Pharma 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 Astellas Pharma'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 Astellas Pharma upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Astellas Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Astellas Pharma's standard deviation. In reality, there are many statistical measures that can use Astellas Pharma historical prices to predict the future Astellas Pharma's volatility.
Astellas Pharma appears to be somewhat reliable, given 3 months investment horizon. Astellas Pharma secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Astellas Pharma, which you can use to evaluate the volatility of the firm. Please makes use of Astellas Pharma's Standard Deviation of 2.04, risk adjusted performance of 0.1134, and Mean Deviation of 1.01 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Astellas Pharma holds a performance score of 10. The firm shows a Beta (market volatility) of -0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Astellas Pharma are expected to decrease at a much lower rate. During the bear market, Astellas Pharma is likely to outperform the market. Please check Astellas Pharma's skewness, as well as the relationship between the day median price and relative strength index , to make a quick decision on whether Astellas Pharma's price patterns will revert.
Auto-correlation
-0.16
Insignificant reverse predictability
Astellas Pharma has insignificant reverse predictability. Overlapping area represents the amount of predictability between Astellas Pharma time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th of August 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 Astellas Pharma price movement. The serial correlation of -0.16 indicates that over 16.0% of current Astellas Pharma price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.16
Spearman Rank Test
0.13
Residual Average
0.0
Price Variance
0.43
Astellas Pharma lagged returns against current returns
Autocorrelation, which is Astellas Pharma 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 Astellas Pharma's pink sheet expected returns. We can calculate the autocorrelation of Astellas Pharma returns to help us make a trade decision. For example, suppose you find that Astellas Pharma 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
Astellas Pharma 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 Astellas Pharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Astellas Pharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Astellas Pharma pink sheet over time.
Current vs Lagged Prices
Timeline
Astellas Pharma Lagged Returns
When evaluating Astellas Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Astellas Pharma pink sheet have on its future price. Astellas Pharma 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, Astellas Pharma autocorrelation shows the relationship between Astellas Pharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Astellas Pharma.
Other Information on Investing in Astellas Pink Sheet
Astellas Pharma financial ratios help investors to determine whether Astellas 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 Astellas with respect to the benefits of owning Astellas Pharma security.