Toyo Suisan Kaisha Stock Market Value
| TSUKY Stock | USD 66.36 5.36 7.47% |
| Symbol | Toyo |
Toyo Suisan '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 Toyo Suisan'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 Toyo Suisan.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Toyo Suisan on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Toyo Suisan Kaisha or generate 0.0% return on investment in Toyo Suisan over 180 days. Toyo Suisan is related to or competes with Calbee, Treehouse Foods, Campbell Soup, J J, Lancaster Colony, Seneca Foods, and Seneca Foods. Toyo Suisan Kaisha, Ltd. produces and sells food products in Japan and internationally More
Toyo Suisan 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 Toyo Suisan'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 Toyo Suisan Kaisha upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.95 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.68 | |||
| Value At Risk | (7.47) | |||
| Potential Upside | 7.36 |
Toyo Suisan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toyo Suisan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toyo Suisan's standard deviation. In reality, there are many statistical measures that can use Toyo Suisan historical prices to predict the future Toyo Suisan's volatility.| Risk Adjusted Performance | 0.0203 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.63) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0692 |
Toyo Suisan Kaisha Backtested Returns
At this stage we consider Toyo Pink Sheet to be very steady. Toyo Suisan Kaisha owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0337, which indicates the firm had a 0.0337% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Toyo Suisan Kaisha, which you can use to evaluate the volatility of the company. Please validate Toyo Suisan's Semi Deviation of 3.88, risk adjusted performance of 0.0203, and Coefficient Of Variation of 6275.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Toyo Suisan has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.79, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Toyo Suisan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toyo Suisan is expected to be smaller as well. Toyo Suisan Kaisha right now has a risk of 4.16%. Please validate Toyo Suisan maximum drawdown, skewness, as well as the relationship between the Skewness and price action indicator , to decide if Toyo Suisan will be following its existing price patterns.
Auto-correlation | 0.17 |
Very weak predictability
Toyo Suisan Kaisha has very weak predictability. Overlapping area represents the amount of predictability between Toyo Suisan time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Toyo Suisan Kaisha price movement. The serial correlation of 0.17 indicates that over 17.0% of current Toyo Suisan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 15.89 |
Toyo Suisan Kaisha lagged returns against current returns
Autocorrelation, which is Toyo Suisan 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 Toyo Suisan's pink sheet expected returns. We can calculate the autocorrelation of Toyo Suisan returns to help us make a trade decision. For example, suppose you find that Toyo Suisan 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 |
Toyo Suisan 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 Toyo Suisan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toyo Suisan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toyo Suisan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Toyo Suisan Lagged Returns
When evaluating Toyo Suisan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toyo Suisan pink sheet have on its future price. Toyo Suisan 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, Toyo Suisan autocorrelation shows the relationship between Toyo Suisan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Toyo Suisan Kaisha.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Toyo Pink Sheet Analysis
When running Toyo Suisan's price analysis, check to measure Toyo Suisan'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 Toyo Suisan is operating at the current time. Most of Toyo Suisan's value examination focuses on studying past and present price action to predict the probability of Toyo Suisan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toyo Suisan's price. Additionally, you may evaluate how the addition of Toyo Suisan to your portfolios can decrease your overall portfolio volatility.