The company retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Japan Airlines' returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan Airlines is expected to be smaller as well. At this point, Japan Airlines has a negative expected return of -0.0594%. Please make sure to check out Japan Airlines' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Japan Airlines performance from the past will be repeated at some point in the near future.
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Over the last 90 days Japan Airlines Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Japan Airlines is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Begin Period Cash Flow
408.3 B
Total Cashflows From Investing Activities
-173.8 B
Japan
Japan Airlines Relative Risk vs. Return Landscape
If you would invest 975.00 in Japan Airlines Ltd on October 20, 2025 and sell it today you would lose (43.00) from holding Japan Airlines Ltd or give up 4.41% of portfolio value over 90 days. Japan Airlines Ltd is currently producing negative expected returns and takes up 1.5721% volatility of returns over 90 trading days. Put another way, 14% of traded pink sheets are less volatile than Japan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
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Assuming the 90 days horizon Japan Airlines is expected to under-perform the market. In addition to that, the company is 2.28 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.13 per unit of volatility.
Japan Airlines Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Airlines' investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Japan Airlines Ltd, and traders can use it to determine the average amount a Japan Airlines' 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 = -0.0378
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Based on monthly moving average Japan Airlines 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 Japan Airlines by adding Japan Airlines to a well-diversified portfolio.
Japan Airlines Fundamentals Growth
Japan Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Japan Airlines, and Japan Airlines fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Japan Pink Sheet performance.
Evaluating Japan Airlines' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Japan Airlines 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 Japan Airlines has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Japan Airlines Co., Ltd., together with its subsidiaries, provides scheduled and non-scheduled air transport services in Japan and internationally. The company was founded in 1951 and is headquartered in Tokyo, Japan. Japan Airlines operates under Airlines classification in the United States and is traded on OTC Exchange. It employs 35423 people.
Things to note about Japan Airlines performance evaluation
Checking the ongoing alerts about Japan Airlines for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Japan Airlines help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Japan Airlines generated a negative expected return over the last 90 days
The company reported the revenue of 705.46 B. Net Loss for the year was (177.55 B) with profit before overhead, payroll, taxes, and interest of 112.75 B.
Japan Airlines Ltd has accumulated about 575.18 B in cash with (103.55 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 658.09, which can makes it an attractive takeover target, given it will continue generating positive cash flow.
Evaluating Japan Airlines' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Japan Airlines' pink sheet performance include:
Analyzing Japan Airlines' 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 Japan Airlines' stock is overvalued or undervalued compared to its peers.
Examining Japan Airlines' 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 Japan Airlines' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Japan Airlines' management team can help you assess the Company's leadership.
Pay attention to analyst opinions and ratings of Japan Airlines' pink sheet. These opinions can provide insight into Japan Airlines' potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Japan Airlines' pink sheet performance is not an exact science, and many factors can impact Japan Airlines' pink sheet market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Additional Tools for Japan Pink Sheet Analysis
When running Japan Airlines' price analysis, check to measure Japan Airlines' 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 Japan Airlines is operating at the current time. Most of Japan Airlines' value examination focuses on studying past and present price action to predict the probability of Japan Airlines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan Airlines' price. Additionally, you may evaluate how the addition of Japan Airlines to your portfolios can decrease your overall portfolio volatility.