Tokyu Fudosan Holdings Stock Market Value
| TKFOY Stock | USD 12.73 0.00 0.00% |
| Symbol | Tokyu |
Tokyu Fudosan '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 Fudosan'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 Tokyu Fudosan.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in Tokyu Fudosan on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Tokyu Fudosan Holdings or generate 0.0% return on investment in Tokyu Fudosan over 60 days. Tokyu Fudosan is related to or competes with Nomura Real, UOL Group, British Land, China Vanke, Ayala Land, Charter Hall, and UOL Group. Tokyu Fudosan Holdings Corporation, together with its subsidiaries, engages in the real estate business in Japan and int... More
Tokyu Fudosan 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 Fudosan'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 Tokyu Fudosan Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.84 |
Tokyu Fudosan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokyu Fudosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokyu Fudosan's standard deviation. In reality, there are many statistical measures that can use Tokyu Fudosan historical prices to predict the future Tokyu Fudosan's volatility.| Risk Adjusted Performance | 0.0655 | |||
| Jensen Alpha | 0.0156 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.5468 |
Tokyu Fudosan Holdings Backtested Returns
At this stage we consider Tokyu Pink Sheet to be very steady. Tokyu Fudosan Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Tokyu Fudosan Holdings, which you can use to evaluate the volatility of the company. Please validate Tokyu Fudosan's Risk Adjusted Performance of 0.0655, coefficient of variation of 812.4, and Variance of 0.0513 to confirm if the risk estimate we provide is consistent with the expected return of 0.0283%. Tokyu Fudosan has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.0327, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tokyu Fudosan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tokyu Fudosan is expected to be smaller as well. Tokyu Fudosan Holdings right now has a risk of 0.23%. Please validate Tokyu Fudosan information ratio and day median price , to decide if Tokyu Fudosan will be following its existing price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Tokyu Fudosan Holdings has perfect predictability. Overlapping area represents the amount of predictability between Tokyu Fudosan time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th 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 Tokyu Fudosan Holdings price movement. The serial correlation of 1.0 indicates that 100.0% of current Tokyu Fudosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tokyu Fudosan Holdings lagged returns against current returns
Autocorrelation, which is Tokyu Fudosan 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 Tokyu Fudosan's pink sheet expected returns. We can calculate the autocorrelation of Tokyu Fudosan returns to help us make a trade decision. For example, suppose you find that Tokyu Fudosan 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 |
Tokyu Fudosan 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 Tokyu Fudosan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tokyu Fudosan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tokyu Fudosan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tokyu Fudosan Lagged Returns
When evaluating Tokyu Fudosan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tokyu Fudosan pink sheet have on its future price. Tokyu Fudosan 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, Tokyu Fudosan autocorrelation shows the relationship between Tokyu Fudosan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tokyu Fudosan Holdings.
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 Tokyu Pink Sheet Analysis
When running Tokyu Fudosan's price analysis, check to measure Tokyu Fudosan'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 Fudosan is operating at the current time. Most of Tokyu Fudosan's value examination focuses on studying past and present price action to predict the probability of Tokyu Fudosan'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 Fudosan's price. Additionally, you may evaluate how the addition of Tokyu Fudosan to your portfolios can decrease your overall portfolio volatility.