ORIX Leasing (Pakistan) Performance
| OLPL Stock | 36.00 0.10 0.28% |
The company holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, ORIX Leasing's returns are expected to increase less than the market. However, during the bear market, the loss of holding ORIX Leasing is expected to be smaller as well. At this point, ORIX Leasing Pakistan has a negative expected return of -0.036%. Please make sure to check ORIX Leasing's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if ORIX Leasing Pakistan performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ORIX Leasing Pakistan has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ORIX Leasing is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
ORIX |
ORIX Leasing Relative Risk vs. Return Landscape
If you would invest 3,700 in ORIX Leasing Pakistan on December 25, 2024 and sell it today you would lose (100.00) from holding ORIX Leasing Pakistan or give up 2.7% of portfolio value over 90 days. ORIX Leasing Pakistan is generating negative expected returns and assumes 1.3972% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than ORIX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ORIX Leasing Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORIX Leasing's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ORIX Leasing Pakistan, and traders can use it to determine the average amount a ORIX Leasing's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0258
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | OLPL |
Estimated Market Risk
| 1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ORIX Leasing is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ORIX Leasing by adding ORIX Leasing to a well-diversified portfolio.
About ORIX Leasing Performance
By analyzing ORIX Leasing's fundamental ratios, stakeholders can gain valuable insights into ORIX Leasing's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ORIX Leasing has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ORIX Leasing has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about ORIX Leasing Pakistan performance evaluation
Checking the ongoing alerts about ORIX Leasing for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ORIX Leasing Pakistan help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ORIX Leasing generated a negative expected return over the last 90 days |
- Analyzing ORIX Leasing's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ORIX Leasing's stock is overvalued or undervalued compared to its peers.
- Examining ORIX Leasing's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ORIX Leasing's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ORIX Leasing's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ORIX Leasing's stock. These opinions can provide insight into ORIX Leasing's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ORIX Stock analysis
When running ORIX Leasing's price analysis, check to measure ORIX Leasing'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 ORIX Leasing is operating at the current time. Most of ORIX Leasing's value examination focuses on studying past and present price action to predict the probability of ORIX Leasing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ORIX Leasing's price. Additionally, you may evaluate how the addition of ORIX Leasing to your portfolios can decrease your overall portfolio volatility.
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