Oriental Land Co Stock Market Value
| OLCLF Stock | USD 21.80 1.73 7.35% |
| Symbol | Oriental |
Oriental Land '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 Oriental Land'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 Oriental Land.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Oriental Land on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Oriental Land Co or generate 0.0% return on investment in Oriental Land over 90 days. Oriental Land is related to or competes with Hasbro, Oriental Land, Shin-Etsu Chemical, KDDI Corp, SMC Corp, and Kering SA. Oriental Land Co., Ltd. operates and manages theme parks and hotels in Japan More
Oriental Land 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 Oriental Land'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 Oriental Land Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0292 | |||
| Maximum Drawdown | 18.29 |
Oriental Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oriental Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oriental Land's standard deviation. In reality, there are many statistical measures that can use Oriental Land historical prices to predict the future Oriental Land's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | 0.3136 | |||
| Treynor Ratio | 0.0968 |
Oriental Land Backtested Returns
At this point, Oriental Land is not too volatile. Oriental Land maintains Sharpe Ratio (i.e., Efficiency) of 0.0429, which implies the firm had a 0.0429 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Oriental Land, which you can use to evaluate the volatility of the company. Please check Oriental Land's Coefficient Of Variation of (3,555), variance of 5.31, and Risk Adjusted Performance of (0.02) to confirm if the risk estimate we provide is consistent with the expected return of 0.0863%. Oriental Land has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of -0.77, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Oriental Land are expected to decrease at a much lower rate. During the bear market, Oriental Land is likely to outperform the market. Oriental Land right now holds a risk of 2.01%. Please check Oriental Land total risk alpha, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Oriental Land will be following its historical price patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Oriental Land Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Oriental Land time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Oriental Land price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Oriental Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Oriental Land lagged returns against current returns
Autocorrelation, which is Oriental Land 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 Oriental Land's pink sheet expected returns. We can calculate the autocorrelation of Oriental Land returns to help us make a trade decision. For example, suppose you find that Oriental Land 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 |
Oriental Land 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 Oriental Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oriental Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oriental Land pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Oriental Land Lagged Returns
When evaluating Oriental Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oriental Land pink sheet have on its future price. Oriental Land 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, Oriental Land autocorrelation shows the relationship between Oriental Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Oriental Land Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Oriental Pink Sheet
Oriental Land financial ratios help investors to determine whether Oriental 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 Oriental with respect to the benefits of owning Oriental Land security.