Tokyo Electron Stock Market Value
| TOELF Stock | USD 272.46 9.55 3.39% |
| Symbol | Tokyo |
Tokyo Electron '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 Electron'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 Tokyo Electron.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Tokyo Electron on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Tokyo Electron or generate 0.0% return on investment in Tokyo Electron over 90 days. Tokyo Electron is related to or competes with Appen, Thinkific Labs, Mach7 Technologies, Enad Global, and Archer Materials. Tokyo Electron Limited, together with its subsidiaries, develops, manufactures, and sells semiconductor and flat panel d... More
Tokyo Electron 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 Electron'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 Tokyo Electron upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.28 | |||
| Information Ratio | 0.1365 | |||
| Maximum Drawdown | 17.03 | |||
| Value At Risk | (4.58) | |||
| Potential Upside | 7.03 |
Tokyo Electron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokyo Electron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokyo Electron's standard deviation. In reality, there are many statistical measures that can use Tokyo Electron historical prices to predict the future Tokyo Electron's volatility.| Risk Adjusted Performance | 0.1287 | |||
| Jensen Alpha | 0.4977 | |||
| Total Risk Alpha | 0.2372 | |||
| Sortino Ratio | 0.1585 | |||
| Treynor Ratio | 0.4516 |
Tokyo Electron March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1287 | |||
| Market Risk Adjusted Performance | 0.4616 | |||
| Mean Deviation | 3.0 | |||
| Semi Deviation | 3.02 | |||
| Downside Deviation | 3.28 | |||
| Coefficient Of Variation | 633.72 | |||
| Standard Deviation | 3.81 | |||
| Variance | 14.48 | |||
| Information Ratio | 0.1365 | |||
| Jensen Alpha | 0.4977 | |||
| Total Risk Alpha | 0.2372 | |||
| Sortino Ratio | 0.1585 | |||
| Treynor Ratio | 0.4516 | |||
| Maximum Drawdown | 17.03 | |||
| Value At Risk | (4.58) | |||
| Potential Upside | 7.03 | |||
| Downside Variance | 10.75 | |||
| Semi Variance | 9.12 | |||
| Expected Short fall | (3.41) | |||
| Skewness | 0.4241 | |||
| Kurtosis | (0.15) |
Tokyo Electron Backtested Returns
Tokyo Electron appears to be very steady, given 3 months investment horizon. Tokyo Electron 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 thirty technical indicators for Tokyo Electron, which you can use to evaluate the volatility of the company. Please review Tokyo Electron's Risk Adjusted Performance of 0.1287, semi deviation of 3.02, and Coefficient Of Variation of 633.72 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tokyo Electron holds a performance score of 9. The entity has a beta of 1.31, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Tokyo Electron will likely underperform. Please check Tokyo Electron's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Tokyo Electron's existing price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
Tokyo Electron has good predictability. Overlapping area represents the amount of predictability between Tokyo Electron time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 Tokyo Electron price movement. The serial correlation of 0.69 indicates that around 69.0% of current Tokyo Electron price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 98.79 |
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Other Information on Investing in Tokyo Pink Sheet
Tokyo Electron financial ratios help investors to determine whether Tokyo Pink Sheet 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 Tokyo with respect to the benefits of owning Tokyo Electron security.