Toshiba Tec (Germany) Market Value

TECA Stock  EUR 17.30  0.20  1.14%   
Toshiba Tec's market value is the price at which a share of Toshiba Tec trades on a public exchange. It measures the collective expectations of Toshiba Tec investors about its performance. Toshiba Tec is trading at 17.30 as of the 16th of March 2025. This is a 1.14% down since the beginning of the trading day. The stock's lowest day price was 17.3.
With this module, you can estimate the performance of a buy and hold strategy of Toshiba Tec and determine expected loss or profit from investing in Toshiba Tec over a given investment horizon. Check out Toshiba Tec Correlation, Toshiba Tec Volatility and Toshiba Tec Alpha and Beta module to complement your research on Toshiba Tec.
Symbol

Please note, there is a significant difference between Toshiba Tec's value and its price as these two are different measures arrived at by different means. Investors typically determine if Toshiba Tec is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Toshiba Tec'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.

Toshiba Tec '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 Toshiba Tec'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 Toshiba Tec.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Toshiba Tec on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Toshiba Tec or generate 0.0% return on investment in Toshiba Tec over 90 days. Toshiba Tec is related to or competes with BANK OF CHINA -H-, UNICREDIT SPA, LAir Liquide, Westinghouse Air, Postal Savings, Chiba Bank, and S E. Toshiba Tec Corporation, together with its subsidiaries, develops, manufactures, sells, and maintains retail and printin... More

Toshiba Tec 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 Toshiba Tec'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 Toshiba Tec upside and downside potential and time the market with a certain degree of confidence.

Toshiba Tec Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Toshiba Tec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toshiba Tec's standard deviation. In reality, there are many statistical measures that can use Toshiba Tec historical prices to predict the future Toshiba Tec's volatility.
Hype
Prediction
LowEstimatedHigh
15.3217.3019.28
Details
Intrinsic
Valuation
LowRealHigh
13.7915.7717.75
Details
Naive
Forecast
LowNextHigh
14.9616.9318.91
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.7517.9819.21
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Toshiba Tec. Your research has to be compared to or analyzed against Toshiba Tec's peers to derive any actionable benefits. When done correctly, Toshiba Tec's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Toshiba Tec.

Toshiba Tec Backtested Returns

Toshiba Tec owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23 % return per unit of risk over the last 3 months. Toshiba Tec exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toshiba Tec's Risk Adjusted Performance of (0.14), coefficient of variation of (602.19), and Variance of 3.95 to confirm the risk estimate we provide. The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Toshiba Tec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toshiba Tec is expected to be smaller as well. At this point, Toshiba Tec has a negative expected return of -0.46%. Please make sure to validate Toshiba Tec's kurtosis, rate of daily change, and the relationship between the skewness and daily balance of power , to decide if Toshiba Tec performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.75  

Good predictability

Toshiba Tec has good predictability. Overlapping area represents the amount of predictability between Toshiba Tec time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Toshiba Tec price movement. The serial correlation of 0.75 indicates that around 75.0% of current Toshiba Tec price fluctuation can be explain by its past prices.
Correlation Coefficient0.75
Spearman Rank Test0.55
Residual Average0.0
Price Variance0.79

Toshiba Tec lagged returns against current returns

Autocorrelation, which is Toshiba Tec 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 Toshiba Tec's stock expected returns. We can calculate the autocorrelation of Toshiba Tec returns to help us make a trade decision. For example, suppose you find that Toshiba Tec 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  

Toshiba Tec 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 Toshiba Tec stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toshiba Tec stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toshiba Tec stock over time.
   Current vs Lagged Prices   
       Timeline  

Toshiba Tec Lagged Returns

When evaluating Toshiba Tec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toshiba Tec stock have on its future price. Toshiba Tec 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, Toshiba Tec autocorrelation shows the relationship between Toshiba Tec stock current value and its past values and can show if there is a momentum factor associated with investing in Toshiba Tec.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Toshiba Stock

Toshiba Tec financial ratios help investors to determine whether Toshiba Stock 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 Toshiba with respect to the benefits of owning Toshiba Tec security.