ITOCHU (Germany) Market Value
| IOC0 Stock | 11.90 0.20 1.65% |
| Symbol | ITOCHU |
ITOCHU '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 ITOCHU'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 ITOCHU.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in ITOCHU on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding ITOCHU or generate 0.0% return on investment in ITOCHU over 90 days. ITOCHU is related to or competes with Honeywell International, Hitachi, Mitsubishi, ITOCHU, Marubeni, and Sumitomo. ITOCHU is entity of Germany. It is traded as Stock on F exchange. More
ITOCHU 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 ITOCHU'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 ITOCHU upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.1257 | |||
| Maximum Drawdown | 10.31 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.77 |
ITOCHU Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITOCHU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ITOCHU's standard deviation. In reality, there are many statistical measures that can use ITOCHU historical prices to predict the future ITOCHU's volatility.| Risk Adjusted Performance | 0.141 | |||
| Jensen Alpha | 0.3343 | |||
| Total Risk Alpha | 0.1054 | |||
| Sortino Ratio | 0.1179 | |||
| Treynor Ratio | 2.75 |
ITOCHU February 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.141 | |||
| Market Risk Adjusted Performance | 2.76 | |||
| Mean Deviation | 1.57 | |||
| Semi Deviation | 1.54 | |||
| Downside Deviation | 2.16 | |||
| Coefficient Of Variation | 569.69 | |||
| Standard Deviation | 2.03 | |||
| Variance | 4.11 | |||
| Information Ratio | 0.1257 | |||
| Jensen Alpha | 0.3343 | |||
| Total Risk Alpha | 0.1054 | |||
| Sortino Ratio | 0.1179 | |||
| Treynor Ratio | 2.75 | |||
| Maximum Drawdown | 10.31 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.77 | |||
| Downside Variance | 4.67 | |||
| Semi Variance | 2.36 | |||
| Expected Short fall | (2.14) | |||
| Skewness | (0.02) | |||
| Kurtosis | 0.3529 |
ITOCHU Backtested Returns
ITOCHU appears to be not too volatile, given 3 months investment horizon. ITOCHU holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for ITOCHU, which you can use to evaluate the volatility of the firm. Please utilize ITOCHU's market risk adjusted performance of 2.76, and Risk Adjusted Performance of 0.141 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ITOCHU holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ITOCHU's returns are expected to increase less than the market. However, during the bear market, the loss of holding ITOCHU is expected to be smaller as well. Please check ITOCHU's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether ITOCHU's current trending patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
ITOCHU has modest predictability. Overlapping area represents the amount of predictability between ITOCHU time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 ITOCHU price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current ITOCHU price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
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Other Information on Investing in ITOCHU Stock
ITOCHU financial ratios help investors to determine whether ITOCHU 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 ITOCHU with respect to the benefits of owning ITOCHU security.