Taiyo Yuden Co Stock Market Value
| TYOYY Stock | USD 67.54 1.51 2.29% |
| 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.
| 03/18/2023 |
| 03/07/2025 |
If you would invest 0.00 in Taiyo Yuden on March 18, 2023 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 720 days. Taiyo Yuden is related to or competes with LSI Industries, TTM Technologies, MicroCloud Hologram, KULR Technology, and Bel Fuse. 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 | 2.64 | |||
| Information Ratio | 0.0995 | |||
| Maximum Drawdown | 23.01 | |||
| Value At Risk | (4.33) | |||
| Potential Upside | 6.83 |
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 | 0.0721 | |||
| Jensen Alpha | 0.2602 | |||
| Total Risk Alpha | 0.8015 | |||
| Sortino Ratio | 0.1592 | |||
| Treynor Ratio | (0.40) |
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
Taiyo Yuden appears to be very steady, given 3 months investment horizon. Taiyo Yuden owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0811, which indicates the firm had a 0.0811 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Taiyo Yuden Co, which you can use to evaluate the volatility of the company. Please review Taiyo Yuden's Risk Adjusted Performance of 0.0721, semi deviation of 2.39, and Coefficient Of Variation of 1233.11 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taiyo Yuden holds a performance score of 6. The entity has a beta of -0.82, 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. Please check Taiyo Yuden's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Taiyo Yuden's existing price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
Taiyo Yuden Co has good predictability. Overlapping area represents the amount of predictability between Taiyo Yuden time series from 18th of March 2023 to 12th of March 2024 and 12th of March 2024 to 7th of March 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 Taiyo Yuden price movement. The serial correlation of 0.69 indicates that around 69.0% of current Taiyo Yuden price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 367.78 |
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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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 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.