Itochu Stock Market Value
| ITOCF Stock | USD 12.88 1.42 9.93% |
| 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 pink sheet 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.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in ITOCHU on December 4, 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 Mitsubishi Corp, Mitsui Co, Mitsui Company, Hitachi, Bouygues, VINCI SA, and Vinci SA. ITOCHU Corporation engages in trading and importingexporting various products worldwide 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 pink sheet 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 | 2.82 | |||
| Information Ratio | 0.0755 | |||
| Maximum Drawdown | 11.18 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 3.59 |
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 | 0.0782 | |||
| Jensen Alpha | 0.1953 | |||
| Total Risk Alpha | 0.1025 | |||
| Sortino Ratio | 0.066 | |||
| Treynor Ratio | 0.298 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ITOCHU's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ITOCHU March 4, 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 | 0.0782 | |||
| Market Risk Adjusted Performance | 0.308 | |||
| Mean Deviation | 1.77 | |||
| Semi Deviation | 2.54 | |||
| Downside Deviation | 2.82 | |||
| Coefficient Of Variation | 1058.12 | |||
| Standard Deviation | 2.46 | |||
| Variance | 6.07 | |||
| Information Ratio | 0.0755 | |||
| Jensen Alpha | 0.1953 | |||
| Total Risk Alpha | 0.1025 | |||
| Sortino Ratio | 0.066 | |||
| Treynor Ratio | 0.298 | |||
| Maximum Drawdown | 11.18 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 3.59 | |||
| Downside Variance | 7.95 | |||
| Semi Variance | 6.43 | |||
| Expected Short fall | (1.81) | |||
| Skewness | (0.99) | |||
| Kurtosis | 3.71 |
ITOCHU Backtested Returns
At this point, ITOCHU is not too volatile. ITOCHU holds Efficiency (Sharpe) Ratio of 0.0636, which attests that the entity had a 0.0636 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for ITOCHU, which you can use to evaluate the volatility of the firm. Please check out ITOCHU's risk adjusted performance of 0.0782, and Market Risk Adjusted Performance of 0.308 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. ITOCHU has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. 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. ITOCHU currently retains a risk of 2.5%. Please check out ITOCHU sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if ITOCHU will be following its current trending patterns.
Auto-correlation | 0.62 |
Good predictability
ITOCHU has good predictability. Overlapping area represents the amount of predictability between ITOCHU time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 0.62 indicates that roughly 62.0% of current ITOCHU price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
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Other Information on Investing in ITOCHU Pink Sheet
ITOCHU financial ratios help investors to determine whether ITOCHU Pink Sheet 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.