Toei Animation's market value is the price at which a share of Toei Animation trades on a public exchange. It measures the collective expectations of Toei Animation CoLtd investors about its performance. Toei Animation is trading at 18.00 as of the 29th of December 2025. This is a 0.66 percent decrease since the beginning of the trading day. The stock's lowest day price was 18.0. With this module, you can estimate the performance of a buy and hold strategy of Toei Animation CoLtd and determine expected loss or profit from investing in Toei Animation over a given investment horizon. Check out Toei Animation Correlation, Toei Animation Volatility and Toei Animation Alpha and Beta module to complement your research on Toei Animation.
Please note, there is a significant difference between Toei Animation's value and its price as these two are different measures arrived at by different means. Investors typically determine if Toei Animation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Toei Animation's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
11/29/2025
No Change 0.00
0.0
In 30 days
12/29/2025
0.00
If you would invest 0.00 in Toei Animation on November 29, 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 30 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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Toei Animation. Your research has to be compared to or analyzed against Toei Animation's peers to derive any actionable benefits. When done correctly, Toei Animation's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Toei Animation CoLtd.
Toei Animation CoLtd Backtested Returns
Toei Animation CoLtd owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0719, which indicates the firm had a -0.0719 % return per unit of risk over the last 3 months. Toei Animation CoLtd exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toei Animation's Coefficient Of Variation of (1,455), variance of 5.97, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of -0.0351, 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. At this point, Toei Animation CoLtd has a negative expected return of -0.18%. Please make sure to validate Toei Animation's jensen alpha, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Toei Animation CoLtd performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.51
Good reverse predictability
Toei Animation CoLtd has good reverse predictability. Overlapping area represents the amount of predictability between Toei Animation 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 Toei Animation CoLtd price movement. The serial correlation of -0.51 indicates that about 51.0% of current Toei Animation price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.51
Spearman Rank Test
-0.15
Residual Average
0.0
Price Variance
0.14
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.
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.