Oracle Japan (Germany) Market Value
| OCJ Stock | EUR 88.00 2.00 2.22% |
| Symbol | Oracle |
Oracle Japan '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 Oracle Japan'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 Oracle Japan.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in Oracle Japan on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding Oracle Japan or generate 0.0% return on investment in Oracle Japan over 720 days. Oracle Japan is related to or competes with SEI INVESTMENTS, Japan Asia, Apollo Investment, MGIC INVESTMENT, BOS BETTER, ZhongAn Online, and CDL INVESTMENT. Oracle Corporation Japan provides software and hardware products in Japan More
Oracle Japan 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 Oracle Japan'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 Oracle Japan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 2.0E-4 | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 3.45 |
Oracle Japan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oracle Japan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oracle Japan's standard deviation. In reality, there are many statistical measures that can use Oracle Japan historical prices to predict the future Oracle Japan's volatility.| Risk Adjusted Performance | 0.0219 | |||
| Jensen Alpha | 0.0225 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 1.0E-4 | |||
| Treynor Ratio | 0.2091 |
Oracle Japan Backtested Returns
At this point, Oracle Japan is out of control. Oracle Japan maintains Sharpe Ratio (i.e., Efficiency) of 0.0196, which implies the firm had a 0.0196 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Oracle Japan, which you can use to evaluate the volatility of the company. Please check Oracle Japan's Semi Deviation of 1.59, risk adjusted performance of 0.0219, and Coefficient Of Variation of 5104.27 to confirm if the risk estimate we provide is consistent with the expected return of 0.0356%. Oracle Japan has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oracle Japan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oracle Japan is expected to be smaller as well. Oracle Japan right now holds a risk of 1.82%. Please check Oracle Japan mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Oracle Japan will be following its historical price patterns.
Auto-correlation | 0.29 |
Poor predictability
Oracle Japan has poor predictability. Overlapping area represents the amount of predictability between Oracle Japan time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd of January 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 Oracle Japan price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Oracle Japan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 100.58 |
Oracle Japan lagged returns against current returns
Autocorrelation, which is Oracle Japan 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 Oracle Japan's stock expected returns. We can calculate the autocorrelation of Oracle Japan returns to help us make a trade decision. For example, suppose you find that Oracle Japan 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 |
Oracle Japan 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 Oracle Japan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oracle Japan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oracle Japan stock over time.
Current vs Lagged Prices |
| Timeline |
Oracle Japan Lagged Returns
When evaluating Oracle Japan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oracle Japan stock have on its future price. Oracle Japan 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, Oracle Japan autocorrelation shows the relationship between Oracle Japan stock current value and its past values and can show if there is a momentum factor associated with investing in Oracle Japan.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Oracle Stock
Oracle Japan financial ratios help investors to determine whether Oracle 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 Oracle with respect to the benefits of owning Oracle Japan security.