Tokyo Gas Co Stock Market Value
| TKGSY Stock | USD 19.91 0.86 4.14% |
| Symbol | Tokyo |
Tokyo Gas '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 Tokyo Gas' 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 Tokyo Gas.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Tokyo Gas on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Tokyo Gas Co or generate 0.0% return on investment in Tokyo Gas over 30 days. Tokyo Gas is related to or competes with Osaka Gas, Osaka Gas, ENN Energy, ENN Energy, China Resources, Fortum Oyj, and Italgas SpA. Tokyo Gas Co., Ltd. engages in the production, supply, and sale of city and liquid gas, and LNG in Japan More
Tokyo Gas 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 Tokyo Gas' 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 Tokyo Gas Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.05 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.28 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 4.17 |
Tokyo Gas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokyo Gas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokyo Gas' standard deviation. In reality, there are many statistical measures that can use Tokyo Gas historical prices to predict the future Tokyo Gas' volatility.| Risk Adjusted Performance | 0.0271 | |||
| Jensen Alpha | 0.0885 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.1) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tokyo Gas' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tokyo Gas Backtested Returns
Tokyo Gas appears to be not too volatile, given 3 months investment horizon. Tokyo Gas 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. We have found twenty-seven technical indicators for Tokyo Gas Co, which you can use to evaluate the volatility of the company. Please review Tokyo Gas' Coefficient Of Variation of 3438.81, risk adjusted performance of 0.0271, and Semi Deviation of 1.68 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tokyo Gas holds a performance score of 8. The entity has a beta of -0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tokyo Gas are expected to decrease at a much lower rate. During the bear market, Tokyo Gas is likely to outperform the market. Please check Tokyo Gas' value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Tokyo Gas' existing price patterns will revert.
Auto-correlation | 0.22 |
Weak predictability
Tokyo Gas Co has weak predictability. Overlapping area represents the amount of predictability between Tokyo Gas time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Tokyo Gas price movement. The serial correlation of 0.22 indicates that over 22.0% of current Tokyo Gas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Tokyo Gas lagged returns against current returns
Autocorrelation, which is Tokyo Gas 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 Tokyo Gas' pink sheet expected returns. We can calculate the autocorrelation of Tokyo Gas returns to help us make a trade decision. For example, suppose you find that Tokyo Gas 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 |
Tokyo Gas 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 Tokyo Gas pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tokyo Gas pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tokyo Gas pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tokyo Gas Lagged Returns
When evaluating Tokyo Gas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tokyo Gas pink sheet have on its future price. Tokyo Gas 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, Tokyo Gas autocorrelation shows the relationship between Tokyo Gas pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tokyo Gas 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 Tokyo Pink Sheet Analysis
When running Tokyo Gas' price analysis, check to measure Tokyo Gas' 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 Tokyo Gas is operating at the current time. Most of Tokyo Gas' value examination focuses on studying past and present price action to predict the probability of Tokyo Gas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tokyo Gas' price. Additionally, you may evaluate how the addition of Tokyo Gas to your portfolios can decrease your overall portfolio volatility.