TOYOTA MTR CR Market Value
| 89236TEW1 | 109.77 10.30 10.35% |
| 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 bond 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.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in TOYOTA on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding TOYOTA MTR CR or generate 0.0% return on investment in TOYOTA over 60 days. TOYOTA is related to or competes with 00108WAF7, 90331HPL1, Nasdaq, Vertiv Holdings, IONQ, NVIDIA, and Microsoft. 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 bond 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 MTR CR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7031 | |||
| Information Ratio | 0.027 | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.2827 |
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 | 0.0808 | |||
| Jensen Alpha | 0.177 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0677 | |||
| Treynor Ratio | (1.34) |
TOYOTA MTR CR Backtested Returns
TOYOTA appears to be very steady, given 3 months investment horizon. TOYOTA MTR CR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the bond had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for TOYOTA MTR CR, which you can use to evaluate the volatility of the bond. Please review TOYOTA's Risk Adjusted Performance of 0.0808, coefficient of variation of 1019.73, and Semi Deviation of 0.3487 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TOYOTA are expected to decrease at a much lower rate. During the bear market, TOYOTA is likely to outperform the market.
Auto-correlation | -0.22 |
Weak reverse predictability
TOYOTA MTR CR has weak reverse predictability. Overlapping area represents the amount of predictability between TOYOTA time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th 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 MTR CR price movement. The serial correlation of -0.22 indicates that over 22.0% of current TOYOTA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 6.04 |
TOYOTA MTR CR lagged returns against current returns
Autocorrelation, which is TOYOTA bond'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 bond 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 bond 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TOYOTA bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TOYOTA bond 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 bond 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 bond current value and its past values and can show if there is a momentum factor associated with investing in TOYOTA MTR CR.
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 Bond
TOYOTA financial ratios help investors to determine whether TOYOTA Bond 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.