Topcon Stock Market Value
| TOPCF Stock | USD 20.01 2.27 10.19% |
| Symbol | Topcon |
Topcon '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 Topcon'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 Topcon.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Topcon on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Topcon or generate 0.0% return on investment in Topcon over 90 days. Topcon is related to or competes with Teledyne Technologies, Fortive Corp, MKS Instruments, Cognex, and Vontier Corp. Topcon Corporation, together with its subsidiaries, develops, manufactures, and sells positioning, eye care, and smart i... More
Topcon 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 Topcon'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 Topcon upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 12.98 |
Topcon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Topcon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Topcon's standard deviation. In reality, there are many statistical measures that can use Topcon historical prices to predict the future Topcon's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 0.2233 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Topcon'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.
Topcon Backtested Returns
Topcon owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.056, which indicates the firm had a -0.056 % return per unit of risk over the last 3 months. Topcon exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Topcon's Variance of 6.34, risk adjusted performance of (0.03), and Coefficient Of Variation of (1,828) to confirm the risk estimate we provide. The entity has a beta of -0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Topcon are expected to decrease at a much lower rate. During the bear market, Topcon is likely to outperform the market. At this point, Topcon has a negative expected return of -0.14%. Please make sure to validate Topcon's daily balance of power, as well as the relationship between the day typical price and relative strength index , to decide if Topcon performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Topcon has no correlation between past and present. Overlapping area represents the amount of predictability between Topcon time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th of August 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 Topcon price movement. The serial correlation of 0.0 indicates that just 0.0% of current Topcon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.62 |
Topcon lagged returns against current returns
Autocorrelation, which is Topcon 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 Topcon's pink sheet expected returns. We can calculate the autocorrelation of Topcon returns to help us make a trade decision. For example, suppose you find that Topcon 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 |
| Timeline |
Topcon 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 Topcon pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Topcon pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Topcon pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Topcon Lagged Returns
When evaluating Topcon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Topcon pink sheet have on its future price. Topcon 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, Topcon autocorrelation shows the relationship between Topcon pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Topcon.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Topcon Pink Sheet
Topcon financial ratios help investors to determine whether Topcon 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 Topcon with respect to the benefits of owning Topcon security.