Orix Jreit Inc Stock Z Score
| O2F Stock | EUR 540.00 5.00 0.92% |
What is Altman Z-Score?
The Altman Z-Score is one of the most widely-used financial formulas to predict bankruptcy risk. Developed by Edward Altman in 1968, this model combines five key financial ratios to generate a single score that indicates the likelihood of financial distress within two years.
How to Interpret ORIX JREIT Z-Score
Z-Score above 3.0: Safe zone - Low bankruptcy risk
Z-Score 2.7 - 3.0: Gray zone - Moderate risk
Z-Score 1.8 - 2.7: Warning zone - Elevated risk
Z-Score below 1.8: Distress zone - High bankruptcy risk
Why ORIX JREIT Z-Score Matters
Investors use the Z-Score to assess financial health before making investment decisions. A declining Z-Score over time may signal deteriorating fundamentals, while an improving score suggests strengthening financial position. The model evaluates five critical metrics: working capital to assets, retained earnings to assets, EBIT to assets, market value of equity to total liabilities, and sales to assets.
ORIX JREIT Z-Score Analysis
The module uses available fundamental data of ORIX JREIT to calculate the Altman Z score based on five fundamental metrics from the company's most recent public disclosure documents. Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in ORIX JREIT INC. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.
ORIX |
ORIX JREIT '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 JREIT'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 JREIT.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in ORIX JREIT on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding ORIX JREIT INC or generate 0.0% return on investment in ORIX JREIT over 90 days. ORIX JREIT is related to or competes with United Natural, TYSON FOODS, National Beverage, Supermarket Income, Tyson Foods, and BG Foods. OJR was established on September 10, 2001, and was listed and commenced trading on the Tokyo Stock Exchange on June 12, ... More
ORIX JREIT 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 JREIT'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 JREIT INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 17.02 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 0.9259 |
ORIX JREIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORIX JREIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ORIX JREIT's standard deviation. In reality, there are many statistical measures that can use ORIX JREIT historical prices to predict the future ORIX JREIT's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.432 |
ORIX JREIT February 9, 2026 Technical Indicators
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| Risk Adjusted Performance | (0.03) | |||
| Market Risk Adjusted Performance | 0.442 | |||
| Mean Deviation | 0.8316 | |||
| Coefficient Of Variation | (2,572) | |||
| Standard Deviation | 1.96 | |||
| Variance | 3.86 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.432 | |||
| Maximum Drawdown | 17.02 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 0.9259 | |||
| Skewness | 1.59 | |||
| Kurtosis | 15.33 |
ORIX JREIT INC Backtested Returns
ORIX JREIT INC maintains Sharpe Ratio (i.e., Efficiency) of -0.0408, which implies the firm had a -0.0408 % return per unit of volatility over the last 3 months. ORIX JREIT INC exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ORIX JREIT's risk adjusted performance of (0.03), and Coefficient Of Variation of (2,572) to confirm the risk estimate we provide. The company holds a Beta of -0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ORIX JREIT are expected to decrease at a much lower rate. During the bear market, ORIX JREIT is likely to outperform the market. At this point, ORIX JREIT INC has a negative expected return of -0.084%. Please make sure to check ORIX JREIT's variance, jensen alpha, value at risk, as well as the relationship between the information ratio and total risk alpha , to decide if ORIX JREIT INC performance from the past will be repeated at future time.
Auto-correlation | 0.26 |
Poor predictability
ORIX JREIT INC has poor predictability. Overlapping area represents the amount of predictability between ORIX JREIT time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 2026. 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 JREIT INC price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current ORIX JREIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 506.18 |
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
Based on the company's disclosures, ORIX JREIT INC has a Z Score of 0.0. This is 100.0% lower than that of the Real Estate sector and 100.0% lower than that of the REIT - Office industry. The z score for all Germany stocks is 100.0% higher than that of the company.
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ORIX Fundamentals
| Current Valuation | 4.83 B | |||
| Price To Earning | 22.91 X | |||
| Price To Book | 1.56 X | |||
| Price To Sales | 10.18 X | |||
| EBITDA | 280.37 M | |||
| Net Income | 174.88 M | |||
| Cash And Equivalents | 355.23 M | |||
| Cash Per Share | 129.00 X | |||
| Total Debt | 2.62 B | |||
| Debt To Equity | 82.60 % | |||
| Current Ratio | 1.22 X | |||
| Cash Flow From Operations | 235.83 M | |||
| Beta | -0.35 | |||
| Market Capitalization | 4.93 B | |||
| Annual Yield | 7.51 % | |||
| Five Year Return | 3.57 % | |||
| Last Dividend Paid | 4265.5 |
About ORIX JREIT Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze ORIX JREIT INC's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of ORIX JREIT using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of ORIX JREIT INC based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Other Information on Investing in ORIX Stock
ORIX JREIT financial ratios help investors to determine whether ORIX 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 ORIX with respect to the benefits of owning ORIX JREIT security.