Toyo Tires (Germany) Market Value
| TYR Stock | EUR 23.80 0.40 1.71% |
| Symbol | Toyo |
Toyo Tires '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 Toyo Tires' stock 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 Toyo Tires.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Toyo Tires on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Toyo Tires Rubber or generate 0.0% return on investment in Toyo Tires over 30 days. Toyo Tires is related to or competes with Sportradar Group, Darden Restaurants, Coffee Holding, SWISS WATER, Gaztransport Technigaz, and GBS Software. Toyo Tire Corporation manufactures and sells tires in Japan and internationally More
Toyo Tires 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 Toyo Tires' stock 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 Toyo Tires Rubber upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.37 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.61 |
Toyo Tires Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toyo Tires' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toyo Tires' standard deviation. In reality, there are many statistical measures that can use Toyo Tires historical prices to predict the future Toyo Tires' volatility.| Risk Adjusted Performance | 0.0336 | |||
| Jensen Alpha | 0.0788 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.20) |
Toyo Tires Rubber Backtested Returns
At this point, Toyo Tires is very steady. Toyo Tires Rubber owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0841, which indicates the firm had a 0.0841 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Toyo Tires Rubber, which you can use to evaluate the volatility of the company. Please validate Toyo Tires' Coefficient Of Variation of 2672.98, risk adjusted performance of 0.0336, and Semi Deviation of 1.38 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Toyo Tires has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Toyo Tires are expected to decrease at a much lower rate. During the bear market, Toyo Tires is likely to outperform the market. Toyo Tires Rubber right now has a risk of 1.69%. Please validate Toyo Tires skewness, day median price, and the relationship between the semi variance and daily balance of power , to decide if Toyo Tires will be following its existing price patterns.
Auto-correlation | -0.51 |
Good reverse predictability
Toyo Tires Rubber has good reverse predictability. Overlapping area represents the amount of predictability between Toyo Tires time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Toyo Tires Rubber price movement. The serial correlation of -0.51 indicates that about 51.0% of current Toyo Tires price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Toyo Tires Rubber lagged returns against current returns
Autocorrelation, which is Toyo Tires stock'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 Toyo Tires' stock expected returns. We can calculate the autocorrelation of Toyo Tires returns to help us make a trade decision. For example, suppose you find that Toyo Tires has exhibited high autocorrelation historically, and you observe that the stock 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 |
Toyo Tires 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 Toyo Tires stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toyo Tires stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toyo Tires stock over time.
Current vs Lagged Prices |
| Timeline |
Toyo Tires Lagged Returns
When evaluating Toyo Tires' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toyo Tires stock have on its future price. Toyo Tires 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, Toyo Tires autocorrelation shows the relationship between Toyo Tires stock current value and its past values and can show if there is a momentum factor associated with investing in Toyo Tires Rubber.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Toyo Stock
Toyo Tires financial ratios help investors to determine whether Toyo Stock 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 Toyo with respect to the benefits of owning Toyo Tires security.