Toyota (UK) Market Value
| TYT Stock | 2,664 66.00 2.42% |
| 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 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 Toyota.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Toyota on October 27, 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 Dentsply Sirona, Cizzle Biotechnology, CNH Industrial, GreenX Metals, Foresight Environmental, Blackrock World, and Zanaga Iron. Toyota is entity of United Kingdom. It is traded as Stock on LSE exchange. 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 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 Toyota Motor Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.9 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.68 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 3.04 |
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 | 0.0215 | |||
| Jensen Alpha | 0.004 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1377 |
Toyota Motor Corp Backtested Returns
Toyota Motor Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0025, which indicates the firm had a -0.0025% return per unit of risk over the last 3 months. Toyota Motor Corp exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toyota's Coefficient Of Variation of 5131.89, semi deviation of 2.14, and Risk Adjusted Performance of 0.0215 to confirm the risk estimate we provide. The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. 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 -0.0055%. Please make sure to validate Toyota's skewness, and the relationship between the downside variance and rate of daily change , to decide if Toyota Motor Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.06 |
Virtually no predictability
Toyota Motor Corp has virtually no predictability. Overlapping area represents the amount of predictability between Toyota time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 0.06 indicates that barely 6.0% of current Toyota price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 752.14 |
Toyota Motor Corp lagged returns against current returns
Autocorrelation, which is Toyota 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 Toyota's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toyota stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toyota stock 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 stock 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 stock 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 |
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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.Other Information on Investing in Toyota Stock
Toyota financial ratios help investors to determine whether Toyota 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 Toyota with respect to the benefits of owning Toyota security.