TOKYU CONSTRUCTION (Germany) Market Value
| TCW Stock | EUR 7.00 0.05 0.71% |
| Symbol | TOKYU |
TOKYU CONSTRUCTION '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 TOKYU CONSTRUCTION'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 TOKYU CONSTRUCTION.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in TOKYU CONSTRUCTION on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding TOKYU STRUCTION or generate 0.0% return on investment in TOKYU CONSTRUCTION over 90 days. TOKYU CONSTRUCTION is related to or competes with Abbott Laboratories, Advanced Micro, Hong Kong, FREEPORT MCMORAN, STOMO MITSUI, Schlumberger, and ROCKWELL AUTOMATION. TOKYU CONSTRUCTION is entity of Germany. It is traded as Stock on MU exchange. More
TOKYU CONSTRUCTION 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 TOKYU CONSTRUCTION'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 TOKYU STRUCTION upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.137 | |||
| Maximum Drawdown | 8.99 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 2.4 |
TOKYU CONSTRUCTION Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TOKYU CONSTRUCTION's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TOKYU CONSTRUCTION's standard deviation. In reality, there are many statistical measures that can use TOKYU CONSTRUCTION historical prices to predict the future TOKYU CONSTRUCTION's volatility.| Risk Adjusted Performance | 0.1392 | |||
| Jensen Alpha | 0.1985 | |||
| Total Risk Alpha | 0.1326 | |||
| Sortino Ratio | 0.1105 | |||
| Treynor Ratio | 1.39 |
TOKYU CONSTRUCTION February 3, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1392 | |||
| Market Risk Adjusted Performance | 1.4 | |||
| Mean Deviation | 0.6644 | |||
| Semi Deviation | 0.3183 | |||
| Downside Deviation | 1.44 | |||
| Coefficient Of Variation | 540.94 | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.36 | |||
| Information Ratio | 0.137 | |||
| Jensen Alpha | 0.1985 | |||
| Total Risk Alpha | 0.1326 | |||
| Sortino Ratio | 0.1105 | |||
| Treynor Ratio | 1.39 | |||
| Maximum Drawdown | 8.99 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 2.4 | |||
| Downside Variance | 2.08 | |||
| Semi Variance | 0.1013 | |||
| Expected Short fall | (1.90) | |||
| Skewness | 2.32 | |||
| Kurtosis | 11.24 |
TOKYU CONSTRUCTION Backtested Returns
TOKYU CONSTRUCTION appears to be not too volatile, given 3 months investment horizon. TOKYU CONSTRUCTION owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for TOKYU STRUCTION, which you can use to evaluate the volatility of the company. Please review TOKYU CONSTRUCTION's risk adjusted performance of 0.1392, and Coefficient Of Variation of 540.94 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TOKYU CONSTRUCTION holds a performance score of 17. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TOKYU CONSTRUCTION's returns are expected to increase less than the market. However, during the bear market, the loss of holding TOKYU CONSTRUCTION is expected to be smaller as well. Please check TOKYU CONSTRUCTION's semi variance, day typical price, and the relationship between the value at risk and kurtosis , to make a quick decision on whether TOKYU CONSTRUCTION's existing price patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
TOKYU STRUCTION has virtually no predictability. Overlapping area represents the amount of predictability between TOKYU CONSTRUCTION time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TOKYU CONSTRUCTION price movement. The serial correlation of 0.06 indicates that barely 6.0% of current TOKYU CONSTRUCTION price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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Additional Tools for TOKYU Stock Analysis
When running TOKYU CONSTRUCTION's price analysis, check to measure TOKYU CONSTRUCTION'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 TOKYU CONSTRUCTION is operating at the current time. Most of TOKYU CONSTRUCTION's value examination focuses on studying past and present price action to predict the probability of TOKYU CONSTRUCTION's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TOKYU CONSTRUCTION's price. Additionally, you may evaluate how the addition of TOKYU CONSTRUCTION to your portfolios can decrease your overall portfolio volatility.