Orix Corp (Germany) Market Value
| OIXA Stock | EUR 20.00 0.20 1.01% |
| Symbol | Orix |
Orix Corp '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 Orix Corp'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 Orix Corp.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Orix Corp on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Orix Corp Ads or generate 0.0% return on investment in Orix Corp over 90 days. Orix Corp is related to or competes with 24SEVENOFFICE GROUP, Check Point, United Internet, CITY OFFICE, LG Display, Spirent Communications, and Computershare. It operates through six segments Corporate Financial Services, Maintenance Leasing, Real Estate, Investment and Operatio... More
Orix Corp 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 Orix Corp'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 Orix Corp Ads upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.72 | |||
| Information Ratio | 0.0964 | |||
| Maximum Drawdown | 479.8 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 2.02 |
Orix Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orix Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orix Corp's standard deviation. In reality, there are many statistical measures that can use Orix Corp historical prices to predict the future Orix Corp's volatility.| Risk Adjusted Performance | 0.092 | |||
| Jensen Alpha | 3.32 | |||
| Total Risk Alpha | 11.06 | |||
| Sortino Ratio | 0.2903 | |||
| Treynor Ratio | (0.36) |
Orix Corp Ads Backtested Returns
Orix Corp is out of control given 3 months investment horizon. Orix Corp Ads maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1 % return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-seven different technical indicators, which can help you to evaluate if expected returns of 5.24% are justified by taking the suggested risk. Use Orix Corp Semi Deviation of 9.81, coefficient of variation of 1059.32, and Risk Adjusted Performance of 0.092 to evaluate company specific risk that cannot be diversified away. Orix Corp holds a performance score of 7 on a scale of zero to a hundred. The company holds a Beta of -13.07, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Orix Corp are expected to decrease by larger amounts. On the other hand, during market turmoil, Orix Corp is expected to outperform it. Use Orix Corp jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to analyze future returns on Orix Corp.
Auto-correlation | 0.07 |
Virtually no predictability
Orix Corp Ads has virtually no predictability. Overlapping area represents the amount of predictability between Orix Corp 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 Orix Corp Ads price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Orix Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 390.16 |
Orix Corp Ads lagged returns against current returns
Autocorrelation, which is Orix Corp 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 Orix Corp's stock expected returns. We can calculate the autocorrelation of Orix Corp returns to help us make a trade decision. For example, suppose you find that Orix Corp 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 |
Orix Corp 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 Orix Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orix Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orix Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Orix Corp Lagged Returns
When evaluating Orix Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orix Corp stock have on its future price. Orix Corp 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, Orix Corp autocorrelation shows the relationship between Orix Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Orix Corp Ads.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Orix Stock
When determining whether Orix Corp Ads offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Orix Corp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Orix Corp Ads Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Orix Corp Ads Stock:Check out Orix Corp Correlation, Orix Corp Volatility and Orix Corp Alpha and Beta module to complement your research on Orix Corp. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Orix Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.