Toyota Tsusho (Germany) Market Value
| 9TO Stock | 15.70 0.10 0.64% |
| Symbol | Toyota |
Toyota Tsusho '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 Toyota Tsusho'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 Toyota Tsusho.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Toyota Tsusho on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Toyota Tsusho Corp or generate 0.0% return on investment in Toyota Tsusho over 90 days.
Toyota Tsusho 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 Toyota Tsusho'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 Toyota Tsusho Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0437 | |||
| Maximum Drawdown | 9.31 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 2.58 |
Toyota Tsusho Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toyota Tsusho's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toyota Tsusho's standard deviation. In reality, there are many statistical measures that can use Toyota Tsusho historical prices to predict the future Toyota Tsusho's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1836 | |||
| Treynor Ratio | 1.06 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Toyota Tsusho'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.
Toyota Tsusho Corp Backtested Returns
Toyota Tsusho Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Toyota Tsusho Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toyota Tsusho's Coefficient Of Variation of (7,406), risk adjusted performance of (0.01), and Variance of 3.0 to confirm the risk estimate we provide. The entity has a beta of -0.0314, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Toyota Tsusho are expected to decrease at a much lower rate. During the bear market, Toyota Tsusho is likely to outperform the market. At this point, Toyota Tsusho Corp has a negative expected return of -0.0078%. Please make sure to validate Toyota Tsusho's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Toyota Tsusho Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Toyota Tsusho Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Toyota Tsusho time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Toyota Tsusho Corp price movement. The serial correlation of -0.03 indicates that only 3.0% of current Toyota Tsusho price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Toyota Tsusho Corp lagged returns against current returns
Autocorrelation, which is Toyota Tsusho stock'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 Toyota Tsusho's stock expected returns. We can calculate the autocorrelation of Toyota Tsusho returns to help us make a trade decision. For example, suppose you find that Toyota Tsusho has exhibited high autocorrelation historically, and you observe that the stock 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 |
Toyota Tsusho 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 Toyota Tsusho stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toyota Tsusho stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toyota Tsusho stock over time.
Current vs Lagged Prices |
| Timeline |
Toyota Tsusho Lagged Returns
When evaluating Toyota Tsusho's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toyota Tsusho stock have on its future price. Toyota Tsusho 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, Toyota Tsusho autocorrelation shows the relationship between Toyota Tsusho stock current value and its past values and can show if there is a momentum factor associated with investing in Toyota Tsusho Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Toyota Stock Analysis
When running Toyota Tsusho's price analysis, check to measure Toyota Tsusho'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 Toyota Tsusho is operating at the current time. Most of Toyota Tsusho's value examination focuses on studying past and present price action to predict the probability of Toyota Tsusho's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toyota Tsusho's price. Additionally, you may evaluate how the addition of Toyota Tsusho to your portfolios can decrease your overall portfolio volatility.