Tokyu Fudosan Holdings Stock Market Value
| TTUUF Stock | USD 9.34 0.00 0.00% |
| Symbol | Tokyu |
Tokyu Fudosan '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 Tokyu Fudosan's pink sheet 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 Tokyu Fudosan.
| 09/13/2025 |
| 12/12/2025 |
If you would invest 0.00 in Tokyu Fudosan on September 13, 2025 and sell it all today you would earn a total of 0.00 from holding Tokyu Fudosan Holdings or generate 0.0% return on investment in Tokyu Fudosan over 90 days. Tokyu Fudosan is related to or competes with Tokyo Tatemono, United Industrial, Unite Group, Shurgard Self, Nomura Real, Capital Counties, and Aroundtown. Tokyu Fudosan Holdings Corporation, together with its subsidiaries, engages in the real estate business in Japan and int... More
Tokyu Fudosan 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 Tokyu Fudosan's pink sheet 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 Tokyu Fudosan Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1402 | |||
| Maximum Drawdown | 33.41 | |||
| Potential Upside | 1.71 |
Tokyu Fudosan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokyu Fudosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokyu Fudosan's standard deviation. In reality, there are many statistical measures that can use Tokyu Fudosan historical prices to predict the future Tokyu Fudosan's volatility.| Risk Adjusted Performance | 0.1201 | |||
| Jensen Alpha | 0.6871 | |||
| Total Risk Alpha | 0.2411 | |||
| Treynor Ratio | (0.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tokyu Fudosan's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tokyu Fudosan Holdings Backtested Returns
Tokyu Fudosan appears to be slightly risky, given 3 months investment horizon. Tokyu Fudosan Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. By inspecting Tokyu Fudosan's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please review Tokyu Fudosan's Variance of 15.93, risk adjusted performance of 0.1201, and Coefficient Of Variation of 626.07 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tokyu Fudosan holds a performance score of 12. The entity has a beta of -0.88, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Tokyu Fudosan are expected to decrease slowly. On the other hand, during market turmoil, Tokyu Fudosan is expected to outperform it slightly. Please check Tokyu Fudosan's information ratio and kurtosis , to make a quick decision on whether Tokyu Fudosan's existing price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Tokyu Fudosan Holdings has good predictability. Overlapping area represents the amount of predictability between Tokyu Fudosan time series from 13th of September 2025 to 28th of October 2025 and 28th of October 2025 to 12th of December 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 Tokyu Fudosan Holdings price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Tokyu Fudosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Tokyu Fudosan Holdings lagged returns against current returns
Autocorrelation, which is Tokyu Fudosan pink sheet'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 Tokyu Fudosan's pink sheet expected returns. We can calculate the autocorrelation of Tokyu Fudosan returns to help us make a trade decision. For example, suppose you find that Tokyu Fudosan has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Tokyu Fudosan 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 Tokyu Fudosan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tokyu Fudosan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tokyu Fudosan pink sheet over time.
Current vs Lagged Prices |
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Tokyu Fudosan Lagged Returns
When evaluating Tokyu Fudosan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tokyu Fudosan pink sheet have on its future price. Tokyu Fudosan 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, Tokyu Fudosan autocorrelation shows the relationship between Tokyu Fudosan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tokyu Fudosan Holdings.
Regressed Prices |
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Currently Active Assets on Macroaxis
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Other Information on Investing in Tokyu Pink Sheet
Tokyu Fudosan financial ratios help investors to determine whether Tokyu Pink Sheet 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 Tokyu with respect to the benefits of owning Tokyu Fudosan security.