Toyota Motor Corp Stock Market Value
| TOYOF Stock | USD 17.70 0.34 1.96% |
| Symbol | Toyota |
Toyota '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 Toyota'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 Toyota.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Toyota on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Toyota Motor Corp or generate 0.0% return on investment in Toyota over 30 days. Toyota is related to or competes with Honda, GM, Stellantis, Ferrari NV, Ford, Bayerische Motoren, and Volkswagen. Toyota Motor Corporation designs, manufactures, assembles, and sells passenger vehicles, minivans and commercial vehicle... More
Toyota 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 Toyota'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 Toyota Motor Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 2.61 |
Toyota Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toyota's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toyota's standard deviation. In reality, there are many statistical measures that can use Toyota historical prices to predict the future Toyota's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.19) |
Toyota Motor Corp Backtested Returns
Toyota Motor Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0462, which indicates the firm had a -0.0462% return per unit of risk over the last 3 months. Toyota Motor Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toyota's Coefficient Of Variation of (3,641), variance of 3.87, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Toyota's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toyota is expected to be smaller as well. At this point, Toyota Motor Corp has a negative expected return of -0.0904%. Please make sure to validate Toyota's jensen alpha, as well as the relationship between the skewness and day typical price , to decide if Toyota Motor Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.1 |
Very weak reverse predictability
Toyota Motor Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Toyota time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Toyota Motor Corp price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Toyota price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Toyota Motor Corp lagged returns against current returns
Autocorrelation, which is Toyota 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 Toyota's pink sheet expected returns. We can calculate the autocorrelation of Toyota returns to help us make a trade decision. For example, suppose you find that Toyota 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 |
Toyota 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 Toyota pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toyota pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toyota pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Toyota Lagged Returns
When evaluating Toyota's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toyota pink sheet have on its future price. Toyota 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, Toyota autocorrelation shows the relationship between Toyota pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Toyota Motor Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Toyota Pink Sheet
Toyota financial ratios help investors to determine whether Toyota 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 Toyota with respect to the benefits of owning Toyota security.