Japan Post (Germany) Market Value
| 4JP Stock | 18.70 0.20 1.06% |
| Symbol | Japan |
Japan Post '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 Japan Post'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 Japan Post.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Japan Post on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Japan Post Insurance or generate 0.0% return on investment in Japan Post over 90 days. Japan Post is related to or competes with GOLDQUEST MINING, Zijin Mining, Stag Industrial, United States, and Perseus Mining. More
Japan Post 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 Japan Post'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 Japan Post Insurance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0269 | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 2.23 |
Japan Post Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Post's standard deviation. In reality, there are many statistical measures that can use Japan Post historical prices to predict the future Japan Post's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.102 | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Japan Post'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.
Japan Post Insurance Backtested Returns
Currently, Japan Post Insurance is very steady. Japan Post Insurance holds Efficiency (Sharpe) Ratio of 0.0522, which attests that the entity had a 0.0522 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Japan Post Insurance, which you can use to evaluate the volatility of the firm. Please check out Japan Post's Standard Deviation of 1.39, market risk adjusted performance of (0.25), and Risk Adjusted Performance of (0.04) to validate if the risk estimate we provide is consistent with the expected return of 0.0719%. Japan Post has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Japan Post's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan Post is expected to be smaller as well. Japan Post Insurance right now retains a risk of 1.38%. Please check out Japan Post potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if Japan Post will be following its current trending patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Japan Post Insurance has modest reverse predictability. Overlapping area represents the amount of predictability between Japan Post time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Japan Post Insurance price movement. The serial correlation of -0.49 indicates that about 49.0% of current Japan Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Japan Post Insurance lagged returns against current returns
Autocorrelation, which is Japan Post 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 Japan Post's stock expected returns. We can calculate the autocorrelation of Japan Post returns to help us make a trade decision. For example, suppose you find that Japan Post 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 |
Japan Post 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 Japan Post stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Japan Post stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Japan Post stock over time.
Current vs Lagged Prices |
| Timeline |
Japan Post Lagged Returns
When evaluating Japan Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Japan Post stock have on its future price. Japan Post 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, Japan Post autocorrelation shows the relationship between Japan Post stock current value and its past values and can show if there is a momentum factor associated with investing in Japan Post Insurance.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Japan Stock Analysis
When running Japan Post's price analysis, check to measure Japan Post's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Japan Post is operating at the current time. Most of Japan Post's value examination focuses on studying past and present price action to predict the probability of Japan Post's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan Post's price. Additionally, you may evaluate how the addition of Japan Post to your portfolios can decrease your overall portfolio volatility.