Toppan Printing Stock Market Value
| TOPPY Stock | USD 14.20 0.04 0.28% |
| Symbol | Toppan |
Toppan Printing '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 Toppan Printing'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 Toppan Printing.
| 03/29/2024 |
| 01/23/2025 |
If you would invest 0.00 in Toppan Printing on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding Toppan Printing or generate 0.0% return on investment in Toppan Printing over 300 days. Toppan Printing is related to or competes with Cass Information, Civeo Corp, BrightView Holdings, Maximus, First Advantage, Team, and LegalZoom. Toppan Inc. develops solutions based on its printing technologies worldwide More
Toppan Printing 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 Toppan Printing'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 Toppan Printing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.9 | |||
| Information Ratio | 0.0391 | |||
| Maximum Drawdown | 24.78 | |||
| Value At Risk | (7.64) | |||
| Potential Upside | 9.59 |
Toppan Printing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toppan Printing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toppan Printing's standard deviation. In reality, there are many statistical measures that can use Toppan Printing historical prices to predict the future Toppan Printing's volatility.| Risk Adjusted Performance | 0.0473 | |||
| Jensen Alpha | 0.2447 | |||
| Total Risk Alpha | 0.0705 | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | (0.22) |
Toppan Printing Backtested Returns
Toppan Printing appears to be somewhat reliable, given 3 months investment horizon. Toppan Printing owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0462, which indicates the firm had a 0.0462 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Toppan Printing, which you can use to evaluate the volatility of the company. Please review Toppan Printing's Coefficient Of Variation of 2164.91, risk adjusted performance of 0.0473, and Semi Deviation of 3.88 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Toppan Printing holds a performance score of 3. The entity has a beta of -0.98, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Toppan Printing are expected to decrease slowly. On the other hand, during market turmoil, Toppan Printing is expected to outperform it slightly. Please check Toppan Printing's total risk alpha, downside variance, as well as the relationship between the Downside Variance and rate of daily change , to make a quick decision on whether Toppan Printing's existing price patterns will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Toppan Printing has poor reverse predictability. Overlapping area represents the amount of predictability between Toppan Printing time series from 29th of March 2024 to 26th of August 2024 and 26th of August 2024 to 23rd of January 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 Toppan Printing price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Toppan Printing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Toppan Printing lagged returns against current returns
Autocorrelation, which is Toppan Printing 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 Toppan Printing's pink sheet expected returns. We can calculate the autocorrelation of Toppan Printing returns to help us make a trade decision. For example, suppose you find that Toppan Printing 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 |
Toppan Printing 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 Toppan Printing pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toppan Printing pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toppan Printing pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Toppan Printing Lagged Returns
When evaluating Toppan Printing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toppan Printing pink sheet have on its future price. Toppan Printing 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, Toppan Printing autocorrelation shows the relationship between Toppan Printing pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Toppan Printing.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Toppan Pink Sheet Analysis
When running Toppan Printing's price analysis, check to measure Toppan Printing'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 Toppan Printing is operating at the current time. Most of Toppan Printing's value examination focuses on studying past and present price action to predict the probability of Toppan Printing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toppan Printing's price. Additionally, you may evaluate how the addition of Toppan Printing to your portfolios can decrease your overall portfolio volatility.