Toshiba Tec Corp Stock Market Value
| TSHTY Stock | USD 9.20 0.05 0.54% |
| Symbol | Toshiba |
Toshiba Tec '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 Toshiba Tec'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 Toshiba Tec.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Toshiba Tec on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Toshiba Tec Corp or generate 0.0% return on investment in Toshiba Tec over 180 days. Toshiba Tec is related to or competes with Embracer Group, DroneShield, Aixtron SE, Weimob, VTech Holdings, SoftwareONE Holding, and AIXTRON SE. Toshiba Tec Corporation, together with its subsidiaries, develops, manufactures, sells, and maintains retail and printin... More
Toshiba Tec 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 Toshiba Tec'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 Toshiba Tec Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 13.86 | |||
| Value At Risk | (3.06) |
Toshiba Tec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toshiba Tec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toshiba Tec's standard deviation. In reality, there are many statistical measures that can use Toshiba Tec historical prices to predict the future Toshiba Tec's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Toshiba Tec's 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.
Toshiba Tec Corp Backtested Returns
Toshiba Tec Corp 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. Toshiba Tec Corp exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toshiba Tec's Variance of 3.96, risk adjusted performance of (0.1), and Coefficient Of Variation of (685.08) to confirm the risk estimate we provide. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Toshiba Tec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toshiba Tec is expected to be smaller as well. At this point, Toshiba Tec Corp has a negative expected return of -0.2%. Please make sure to validate Toshiba Tec's value at risk and day typical price , to decide if Toshiba Tec Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Toshiba Tec Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Toshiba Tec time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Toshiba Tec Corp price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Toshiba Tec price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Toshiba Tec Corp lagged returns against current returns
Autocorrelation, which is Toshiba Tec 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 Toshiba Tec's pink sheet expected returns. We can calculate the autocorrelation of Toshiba Tec returns to help us make a trade decision. For example, suppose you find that Toshiba Tec 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 |
Toshiba Tec 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 Toshiba Tec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toshiba Tec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toshiba Tec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Toshiba Tec Lagged Returns
When evaluating Toshiba Tec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toshiba Tec pink sheet have on its future price. Toshiba Tec 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, Toshiba Tec autocorrelation shows the relationship between Toshiba Tec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Toshiba Tec Corp.
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 Toshiba Pink Sheet Analysis
When running Toshiba Tec's price analysis, check to measure Toshiba Tec's 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 Toshiba Tec is operating at the current time. Most of Toshiba Tec's value examination focuses on studying past and present price action to predict the probability of Toshiba Tec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toshiba Tec's price. Additionally, you may evaluate how the addition of Toshiba Tec to your portfolios can decrease your overall portfolio volatility.