Tokai Carbon Co Stock Market Value
| TKCBY Stock | USD 25.10 0.10 0.40% |
| Symbol | Tokai |
Tokai Carbon '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 Tokai Carbon'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 Tokai Carbon.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Tokai Carbon on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Tokai Carbon Co or generate 0.0% return on investment in Tokai Carbon over 30 days. Tokai Carbon is related to or competes with Tokuyama Corp, Huabao International, Elkem ASA, ALPEK SAB, Corbion NV, 5N Plus, and Elementis Plc. Tokai Carbon Co., Ltd. manufactures and sells carbon-related products and services in Japan More
Tokai Carbon 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 Tokai Carbon'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 Tokai Carbon Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0511 | |||
| Maximum Drawdown | 8.93 |
Tokai Carbon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokai Carbon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokai Carbon's standard deviation. In reality, there are many statistical measures that can use Tokai Carbon historical prices to predict the future Tokai Carbon's volatility.| Risk Adjusted Performance | 0.0938 | |||
| Jensen Alpha | 0.1355 | |||
| Total Risk Alpha | 0.0135 | |||
| Treynor Ratio | (2.40) |
Tokai Carbon Backtested Returns
At this stage we consider Tokai Pink Sheet to be very steady. Tokai Carbon owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Tokai Carbon Co, which you can use to evaluate the volatility of the company. Please validate Tokai Carbon's Coefficient Of Variation of 777.83, variance of 1.21, and Risk Adjusted Performance of 0.0938 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Tokai Carbon has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.0547, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tokai Carbon are expected to decrease at a much lower rate. During the bear market, Tokai Carbon is likely to outperform the market. Tokai Carbon right now has a risk of 1.11%. Please validate Tokai Carbon information ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Tokai Carbon will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Tokai Carbon Co has no correlation between past and present. Overlapping area represents the amount of predictability between Tokai Carbon time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Tokai Carbon price movement. The serial correlation of 0.0 indicates that just 0.0% of current Tokai Carbon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Tokai Carbon lagged returns against current returns
Autocorrelation, which is Tokai Carbon 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 Tokai Carbon's pink sheet expected returns. We can calculate the autocorrelation of Tokai Carbon returns to help us make a trade decision. For example, suppose you find that Tokai Carbon 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 |
Tokai Carbon 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 Tokai Carbon pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tokai Carbon pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tokai Carbon pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tokai Carbon Lagged Returns
When evaluating Tokai Carbon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tokai Carbon pink sheet have on its future price. Tokai Carbon 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, Tokai Carbon autocorrelation shows the relationship between Tokai Carbon pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tokai Carbon Co.
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 Tokai Pink Sheet Analysis
When running Tokai Carbon's price analysis, check to measure Tokai Carbon'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 Tokai Carbon is operating at the current time. Most of Tokai Carbon's value examination focuses on studying past and present price action to predict the probability of Tokai Carbon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tokai Carbon's price. Additionally, you may evaluate how the addition of Tokai Carbon to your portfolios can decrease your overall portfolio volatility.