Tokyo Gas' market value is the price at which a share of Tokyo Gas trades on a public exchange. It measures the collective expectations of Tokyo Gas CoLtd investors about its performance. Tokyo Gas is trading at 28.40 as of the 23rd of July 2025. This is a 1.43 percent increase since the beginning of the trading day. The stock's lowest day price was 28.4. With this module, you can estimate the performance of a buy and hold strategy of Tokyo Gas CoLtd and determine expected loss or profit from investing in Tokyo Gas over a given investment horizon. Check out Tokyo Gas Correlation, Tokyo Gas Volatility and Tokyo Gas Alpha and Beta module to complement your research on Tokyo Gas.
Please note, there is a significant difference between Tokyo Gas' value and its price as these two are different measures arrived at by different means. Investors typically determine if Tokyo Gas is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tokyo Gas' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Tokyo Gas '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 Gas' 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 Gas.
0.00
04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in Tokyo Gas on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Tokyo Gas CoLtd or generate 0.0% return on investment in Tokyo Gas over 90 days. Tokyo Gas is related to or competes with Alaska Air, MONEYSUPERMARKET, HF SINCLAIR, China Foods, DELTA AIR, Cal Maine, and Delta Air. Tokyo Gas Co., Ltd. produces, supplies, and sells natural gas in Japan More
Tokyo Gas 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 Gas' 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 Gas CoLtd upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokyo Gas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokyo Gas' standard deviation. In reality, there are many statistical measures that can use Tokyo Gas historical prices to predict the future Tokyo Gas' volatility.
Tokyo Gas CoLtd owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Tokyo Gas CoLtd exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tokyo Gas' Variance of 2.35, coefficient of variation of (15,022), and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The entity has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tokyo Gas are expected to decrease at a much lower rate. During the bear market, Tokyo Gas is likely to outperform the market. At this point, Tokyo Gas CoLtd has a negative expected return of -0.0102%. Please make sure to validate Tokyo Gas' kurtosis, day typical price, and the relationship between the potential upside and rate of daily change , to decide if Tokyo Gas CoLtd performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.05
Very weak reverse predictability
Tokyo Gas CoLtd has very weak reverse predictability. Overlapping area represents the amount of predictability between Tokyo Gas time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Gas CoLtd price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Tokyo Gas price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.05
Spearman Rank Test
0.14
Residual Average
0.0
Price Variance
0.37
Tokyo Gas CoLtd lagged returns against current returns
Autocorrelation, which is Tokyo Gas 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 Gas' stock expected returns. We can calculate the autocorrelation of Tokyo Gas returns to help us make a trade decision. For example, suppose you find that Tokyo Gas 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 Gas 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 Gas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tokyo Gas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tokyo Gas stock over time.
Current vs Lagged Prices
Timeline
Tokyo Gas Lagged Returns
When evaluating Tokyo Gas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tokyo Gas stock have on its future price. Tokyo Gas 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 Gas autocorrelation shows the relationship between Tokyo Gas stock current value and its past values and can show if there is a momentum factor associated with investing in Tokyo Gas CoLtd.
Tokyo Gas 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 Gas security.