Tokyo Electron (Germany) Market Value
| TKY Stock | EUR 160.30 1.25 0.79% |
| Symbol | Tokyo |
Tokyo Electron '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 Tokyo Electron'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 Tokyo Electron.
| 05/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Tokyo Electron on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding Tokyo Electron Limited or generate 0.0% return on investment in Tokyo Electron over 60 days. Tokyo Electron is related to or competes with EBRO FOODS, WillScot Mobile, Rogers Communications, Mobilezone Holding, Lifeway Foods, China Foods, and SBA Communications. Tokyo Electron Limited, together with its subsidiaries, develops, manufactures, distributes, and sells semiconductor and... More
Tokyo Electron 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 Tokyo Electron'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 Tokyo Electron Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.109 | |||
| Maximum Drawdown | 9.06 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 4.18 |
Tokyo Electron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokyo Electron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokyo Electron's standard deviation. In reality, there are many statistical measures that can use Tokyo Electron historical prices to predict the future Tokyo Electron's volatility.| Risk Adjusted Performance | 0.1657 | |||
| Jensen Alpha | 0.3498 | |||
| Total Risk Alpha | 0.0605 | |||
| Sortino Ratio | 0.124 | |||
| Treynor Ratio | 1.78 |
Tokyo Electron Backtested Returns
Tokyo Electron appears to be very steady, given 3 months investment horizon. Tokyo Electron owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Tokyo Electron Limited, which you can use to evaluate the volatility of the company. Please review Tokyo Electron's Semi Deviation of 1.73, coefficient of variation of 584.29, and Risk Adjusted Performance of 0.1657 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tokyo Electron holds a performance score of 17. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tokyo Electron's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tokyo Electron is expected to be smaller as well. Please check Tokyo Electron's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Tokyo Electron's existing price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Tokyo Electron Limited has below average predictability. Overlapping area represents the amount of predictability between Tokyo Electron time series from 21st of May 2025 to 20th of June 2025 and 20th of June 2025 to 20th of July 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 Tokyo Electron price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Tokyo Electron price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 39.14 |
Tokyo Electron lagged returns against current returns
Autocorrelation, which is Tokyo Electron 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 Tokyo Electron's stock expected returns. We can calculate the autocorrelation of Tokyo Electron returns to help us make a trade decision. For example, suppose you find that Tokyo Electron 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 |
Tokyo Electron 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 Tokyo Electron stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tokyo Electron stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tokyo Electron stock over time.
Current vs Lagged Prices |
| Timeline |
Tokyo Electron Lagged Returns
When evaluating Tokyo Electron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tokyo Electron stock have on its future price. Tokyo Electron 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, Tokyo Electron autocorrelation shows the relationship between Tokyo Electron stock current value and its past values and can show if there is a momentum factor associated with investing in Tokyo Electron Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Tokyo Stock
Tokyo Electron financial ratios help investors to determine whether Tokyo 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 Tokyo with respect to the benefits of owning Tokyo Electron security.