Toei Animation Coltd Stock Market Value
| TOEAF Stock | USD 17.57 0.43 2.39% |
| Symbol | Toei |
Toei Animation '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 Toei Animation's otc 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 Toei Animation.
| 11/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Toei Animation on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Toei Animation CoLtd or generate 0.0% return on investment in Toei Animation over 60 days. Toei Animation is related to or competes with Vivendi SA, Cyfrowy Polsat, JCDecaux, ITV Plc, ITV PLC, Kakaku, and JCDecaux. ,Ltd. produces, markets, and licenses animation products worldwide More
Toei Animation 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 Toei Animation's otc 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 Toei Animation CoLtd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 14.65 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 3.33 |
Toei Animation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toei Animation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toei Animation's standard deviation. In reality, there are many statistical measures that can use Toei Animation historical prices to predict the future Toei Animation's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 3.15 |
Toei Animation CoLtd Backtested Returns
At this point, Toei Animation is very steady. Toei Animation CoLtd owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0317, which indicates the firm had a 0.0317 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Toei Animation CoLtd, which you can use to evaluate the volatility of the company. Please validate Toei Animation's Variance of 6.05, coefficient of variation of (1,183), and Risk Adjusted Performance of (0.05) to confirm if the risk estimate we provide is consistent with the expected return of 0.0544%. Toei Animation has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.0691, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Toei Animation are expected to decrease at a much lower rate. During the bear market, Toei Animation is likely to outperform the market. Toei Animation CoLtd right now has a risk of 1.71%. Please validate Toei Animation information ratio, kurtosis, period momentum indicator, as well as the relationship between the treynor ratio and day median price , to decide if Toei Animation will be following its existing price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Toei Animation CoLtd has very weak reverse predictability. Overlapping area represents the amount of predictability between Toei Animation time series from 20th of November 2025 to 20th of December 2025 and 20th of December 2025 to 19th of January 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 Toei Animation CoLtd price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Toei Animation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Toei Animation CoLtd lagged returns against current returns
Autocorrelation, which is Toei Animation otc stock'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 Toei Animation's otc stock expected returns. We can calculate the autocorrelation of Toei Animation returns to help us make a trade decision. For example, suppose you find that Toei Animation has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Toei Animation 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 Toei Animation otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toei Animation otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toei Animation otc stock over time.
Current vs Lagged Prices |
| Timeline |
Toei Animation Lagged Returns
When evaluating Toei Animation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toei Animation otc stock have on its future price. Toei Animation 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, Toei Animation autocorrelation shows the relationship between Toei Animation otc stock current value and its past values and can show if there is a momentum factor associated with investing in Toei Animation CoLtd.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Toei OTC Stock
Toei Animation financial ratios help investors to determine whether Toei OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Toei with respect to the benefits of owning Toei Animation security.