Toys R (Australia) Market Value
| TOY Stock | 0.04 0 5.26% |
| Symbol | Toys |
Toys R '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 Toys R'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 Toys R.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Toys R on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Toys R Us or generate 0.0% return on investment in Toys R over 90 days. Toys R is related to or competes with MotorCycle Holdings, Lunnon Metals, 29Metals, and COAST ENTERTAINMENT. Toys R is entity of Australia. It is traded as Stock on AU exchange. More
Toys R 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 Toys R'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 Toys R Us upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 36.9 | |||
| Value At Risk | (8.89) | |||
| Potential Upside | 7.84 |
Toys R Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toys R's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toys R's standard deviation. In reality, there are many statistical measures that can use Toys R historical prices to predict the future Toys R's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | 0.424 | |||
| Treynor Ratio | 0.1518 |
Toys R Us Backtested Returns
Toys R Us owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the firm had a -0.1 % return per unit of risk over the last 3 months. Toys R Us exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toys R's Coefficient Of Variation of (1,945), risk adjusted performance of (0.04), and Variance of 34.57 to confirm the risk estimate we provide. The entity has a beta of -2.06, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Toys R are expected to decrease by larger amounts. On the other hand, during market turmoil, Toys R is expected to outperform it. At this point, Toys R Us has a negative expected return of -0.59%. Please make sure to validate Toys R's coefficient of variation, total risk alpha, skewness, as well as the relationship between the information ratio and maximum drawdown , to decide if Toys R Us performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Toys R Us has average predictability. Overlapping area represents the amount of predictability between Toys R 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 Toys R Us price movement. The serial correlation of 0.49 indicates that about 49.0% of current Toys R price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Toys R Us lagged returns against current returns
Autocorrelation, which is Toys R 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 Toys R's stock expected returns. We can calculate the autocorrelation of Toys R returns to help us make a trade decision. For example, suppose you find that Toys R 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 |
Toys R 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 Toys R stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toys R stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toys R stock over time.
Current vs Lagged Prices |
| Timeline |
Toys R Lagged Returns
When evaluating Toys R's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toys R stock have on its future price. Toys R 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, Toys R autocorrelation shows the relationship between Toys R stock current value and its past values and can show if there is a momentum factor associated with investing in Toys R Us.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Toys Stock Analysis
When running Toys R's price analysis, check to measure Toys R'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 Toys R is operating at the current time. Most of Toys R's value examination focuses on studying past and present price action to predict the probability of Toys R's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toys R's price. Additionally, you may evaluate how the addition of Toys R to your portfolios can decrease your overall portfolio volatility.