Shimizu Stock Technical Analysis
| SHMUF Stock | USD 17.15 0.00 0.00% |
As of the 17th of February 2026, Shimizu has the Risk Adjusted Performance of 0.1081, variance of 40.4, and Coefficient Of Variation of 812.4. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Shimizu, as well as the relationship between them. Please validate Shimizu variance and kurtosis to decide if Shimizu is priced more or less accurately, providing market reflects its prevalent price of 17.15 per share. Given that Shimizu has variance of 40.4, we advise you to double-check Shimizu's current market performance to make sure the company can sustain itself at a future point.
Shimizu Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Shimizu, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ShimizuShimizu |
Shimizu '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 Shimizu'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 Shimizu.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Shimizu on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Shimizu or generate 0.0% return on investment in Shimizu over 90 days. Shimizu is related to or competes with SINOPEC Engineering, Webuild SpA, Arcadis NV, Promotora, Bilfinger, NWS Holdings, and Balfour Beatty. Shimizu Corporation engages in the building contracting, civil engineering, machinery, and other construction works in J... More
Shimizu 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 Shimizu'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 Shimizu upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1121 | |||
| Maximum Drawdown | 51.64 |
Shimizu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shimizu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shimizu's standard deviation. In reality, there are many statistical measures that can use Shimizu historical prices to predict the future Shimizu's volatility.| Risk Adjusted Performance | 0.1081 | |||
| Jensen Alpha | 0.8234 | |||
| Total Risk Alpha | 0.3002 | |||
| Treynor Ratio | (0.91) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shimizu'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.
Shimizu February 17, 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 | 0.1081 | |||
| Market Risk Adjusted Performance | (0.90) | |||
| Mean Deviation | 1.54 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 6.36 | |||
| Variance | 40.4 | |||
| Information Ratio | 0.1121 | |||
| Jensen Alpha | 0.8234 | |||
| Total Risk Alpha | 0.3002 | |||
| Treynor Ratio | (0.91) | |||
| Maximum Drawdown | 51.64 | |||
| Skewness | 8.12 | |||
| Kurtosis | 66.0 |
Shimizu Backtested Returns
Shimizu appears to be somewhat reliable, given 3 months investment horizon. Shimizu owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. By inspecting Shimizu's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please review Shimizu's Risk Adjusted Performance of 0.1081, variance of 40.4, and Coefficient Of Variation of 812.4 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shimizu holds a performance score of 10. The entity has a beta of -0.85, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Shimizu are expected to decrease slowly. On the other hand, during market turmoil, Shimizu is expected to outperform it slightly. Please check Shimizu's variance and kurtosis , to make a quick decision on whether Shimizu's existing price patterns will revert.
Auto-correlation | Huge |
Perfect predictability
Shimizu has perfect predictability. Overlapping area represents the amount of predictability between Shimizu time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Shimizu price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Shimizu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Shimizu technical pink sheet 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, pink sheet market cycles, or different charting patterns.
Shimizu Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 Shimizu volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Shimizu 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 Shimizu 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 Shimizu based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Shimizu price pattern first instead of the macroeconomic environment surrounding Shimizu. By analyzing Shimizu'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 Shimizu'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 Shimizu specific price patterns or momentum indicators. Please read more on our technical analysis page.
Shimizu February 17, 2026 Technical Indicators
Most technical analysis of Shimizu 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 Shimizu from various momentum indicators to cycle indicators. When you analyze Shimizu 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 | 0.1081 | |||
| Market Risk Adjusted Performance | (0.90) | |||
| Mean Deviation | 1.54 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 6.36 | |||
| Variance | 40.4 | |||
| Information Ratio | 0.1121 | |||
| Jensen Alpha | 0.8234 | |||
| Total Risk Alpha | 0.3002 | |||
| Treynor Ratio | (0.91) | |||
| Maximum Drawdown | 51.64 | |||
| Skewness | 8.12 | |||
| Kurtosis | 66.0 |
Shimizu February 17, 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 Shimizu 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 | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 17.15 | ||
| Day Typical Price | 17.15 | ||
| Price Action Indicator | 0.00 |
Complementary Tools for Shimizu Pink Sheet analysis
When running Shimizu's price analysis, check to measure Shimizu'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 Shimizu is operating at the current time. Most of Shimizu's value examination focuses on studying past and present price action to predict the probability of Shimizu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shimizu's price. Additionally, you may evaluate how the addition of Shimizu to your portfolios can decrease your overall portfolio volatility.
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