Orian ShM's market value is the price at which a share of Orian ShM trades on a public exchange. It measures the collective expectations of Orian ShM investors about its performance. Orian ShM is trading at 2455.00 as of the 28th of March 2025, a 5.18 percent decrease since the beginning of the trading day. The stock's open price was 2589.0.
With this module, you can estimate the performance of a buy and hold strategy of Orian ShM and determine expected loss or profit from investing in Orian ShM over a given investment horizon. Check out Orian ShM Correlation, Orian ShM Volatility and Orian ShM Alpha and Beta module to complement your research on Orian ShM.
Please note, there is a significant difference between Orian ShM's value and its price as these two are different measures arrived at by different means. Investors typically determine if Orian ShM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Orian ShM's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Orian ShM '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 Orian ShM'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 Orian ShM.
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12/28/2024
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In 2 months and 31 days
03/28/2025
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If you would invest 0.00 in Orian ShM on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Orian ShM or generate 0.0% return on investment in Orian ShM over 90 days. Orian ShM is related to or competes with Migdal Insurance, Mega Or, Orbit Technologies, and Reit 1. It offers international freight forwarding and courier, customs clearance and brokerage, ocean and air freight, storage ... More
Orian ShM 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 Orian ShM'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 Orian ShM upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orian ShM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orian ShM's standard deviation. In reality, there are many statistical measures that can use Orian ShM historical prices to predict the future Orian ShM's volatility.
Orian ShM appears to be very steady, given 3 months investment horizon. Orian ShM maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Orian ShM, which you can use to evaluate the volatility of the company. Please evaluate Orian ShM's Risk Adjusted Performance of 0.1062, coefficient of variation of 843.51, and Semi Deviation of 2.26 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Orian ShM holds a performance score of 9. The company holds a Beta of 0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Orian ShM's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orian ShM is expected to be smaller as well. Please check Orian ShM's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Orian ShM's historical price patterns will revert.
Auto-correlation
-0.15
Insignificant reverse predictability
Orian ShM has insignificant reverse predictability. Overlapping area represents the amount of predictability between Orian ShM time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Orian ShM price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Orian ShM price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
-0.24
Residual Average
0.0
Price Variance
8916.68
Orian ShM lagged returns against current returns
Autocorrelation, which is Orian ShM 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 Orian ShM's stock expected returns. We can calculate the autocorrelation of Orian ShM returns to help us make a trade decision. For example, suppose you find that Orian ShM 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
Orian ShM 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 Orian ShM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orian ShM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orian ShM stock over time.
Current vs Lagged Prices
Timeline
Orian ShM Lagged Returns
When evaluating Orian ShM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orian ShM stock have on its future price. Orian ShM 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, Orian ShM autocorrelation shows the relationship between Orian ShM stock current value and its past values and can show if there is a momentum factor associated with investing in Orian ShM.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Orian ShM financial ratios help investors to determine whether Orian 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 Orian with respect to the benefits of owning Orian ShM security.