Taiyo Yuden Co Stock Market Value
| TYOYY Stock | USD 89.23 1.48 1.69% |
| Symbol | Taiyo |
Taiyo Yuden '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 Taiyo Yuden'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 Taiyo Yuden.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Taiyo Yuden on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Taiyo Yuden Co or generate 0.0% return on investment in Taiyo Yuden over 30 days. Taiyo Yuden is related to or competes with Codan, Hamamatsu Photonics, Hamamatsu Photonics, Renishaw Plc, AU Optronics, Alps Electric, and Sharp Corp. Taiyo Yuden Co., Ltd. develops, manufactures, and sells electronic components worldwide More
Taiyo Yuden 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 Taiyo Yuden'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 Taiyo Yuden Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.91 | |||
| Information Ratio | 0.008 | |||
| Maximum Drawdown | 18.94 | |||
| Value At Risk | (6.05) | |||
| Potential Upside | 6.5 |
Taiyo Yuden Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiyo Yuden's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taiyo Yuden's standard deviation. In reality, there are many statistical measures that can use Taiyo Yuden historical prices to predict the future Taiyo Yuden's volatility.| Risk Adjusted Performance | 0.0248 | |||
| Jensen Alpha | 0.1154 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.006 | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Taiyo Yuden'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.
Taiyo Yuden Backtested Returns
At this stage we consider Taiyo Pink Sheet to be very steady. Taiyo Yuden owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Taiyo Yuden Co, which you can use to evaluate the volatility of the company. Please validate Taiyo Yuden's Semi Deviation of 3.09, risk adjusted performance of 0.0248, and Coefficient Of Variation of 4224.77 to confirm if the risk estimate we provide is consistent with the expected return of 0.0165%. The entity has a beta of -0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Taiyo Yuden are expected to decrease at a much lower rate. During the bear market, Taiyo Yuden is likely to outperform the market. Taiyo Yuden right now has a risk of 3.82%. Please validate Taiyo Yuden downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if Taiyo Yuden will be following its existing price patterns.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Taiyo Yuden Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Taiyo Yuden time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Taiyo Yuden price movement. The serial correlation of -0.18 indicates that over 18.0% of current Taiyo Yuden price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 3.37 |
Taiyo Yuden lagged returns against current returns
Autocorrelation, which is Taiyo Yuden 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 Taiyo Yuden's pink sheet expected returns. We can calculate the autocorrelation of Taiyo Yuden returns to help us make a trade decision. For example, suppose you find that Taiyo Yuden 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 |
Taiyo Yuden 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 Taiyo Yuden pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taiyo Yuden pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taiyo Yuden pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Taiyo Yuden Lagged Returns
When evaluating Taiyo Yuden's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taiyo Yuden pink sheet have on its future price. Taiyo Yuden 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, Taiyo Yuden autocorrelation shows the relationship between Taiyo Yuden pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Taiyo Yuden Co.
Regressed Prices |
| Timeline |
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Additional Tools for Taiyo Pink Sheet Analysis
When running Taiyo Yuden's price analysis, check to measure Taiyo Yuden'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 Taiyo Yuden is operating at the current time. Most of Taiyo Yuden's value examination focuses on studying past and present price action to predict the probability of Taiyo Yuden's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Taiyo Yuden's price. Additionally, you may evaluate how the addition of Taiyo Yuden to your portfolios can decrease your overall portfolio volatility.