Japan Airlines Ltd Stock Market Value
| JAPSY Stock | USD 9.59 0.21 2.24% |
| Symbol | Japan |
Japan Airlines '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 Japan Airlines' 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 Japan Airlines.
| 10/16/2024 |
| 01/09/2026 |
If you would invest 0.00 in Japan Airlines on October 16, 2024 and sell it all today you would earn a total of 0.00 from holding Japan Airlines Ltd or generate 0.0% return on investment in Japan Airlines over 450 days. Japan Airlines is related to or competes with China Eastern, Air China, China Southern, Airports, Traton SE, Aeroports, and Deutsche Lufthansa. Japan Airlines Co., Ltd., together with its subsidiaries, provides scheduled and non-scheduled air transport services in... More
Japan Airlines 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 Japan Airlines' 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 Japan Airlines Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 8.62 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.37 |
Japan Airlines Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Airlines' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Airlines' standard deviation. In reality, there are many statistical measures that can use Japan Airlines historical prices to predict the future Japan Airlines' volatility.| Risk Adjusted Performance | 0.0106 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0035 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Japan Airlines' 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.
Japan Airlines Backtested Returns
At this stage we consider Japan Pink Sheet to be not too volatile. Japan Airlines holds Efficiency (Sharpe) Ratio of 0.0323, which attests that the entity had a 0.0323 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Japan Airlines, which you can use to evaluate the volatility of the firm. Please check out Japan Airlines' Downside Deviation of 1.5, market risk adjusted performance of 0.0135, and Risk Adjusted Performance of 0.0106 to validate if the risk estimate we provide is consistent with the expected return of 0.0497%. Japan Airlines has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.36, 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. Japan Airlines right now retains a risk of 1.54%. Please check out Japan Airlines value at risk, as well as the relationship between the kurtosis and price action indicator , to decide if Japan Airlines will be following its current trending patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Japan Airlines Ltd has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Japan Airlines time series from 16th of October 2024 to 29th of May 2025 and 29th of May 2025 to 9th of January 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 Japan Airlines price movement. The serial correlation of -0.72 indicates that around 72.0% of current Japan Airlines price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Japan Airlines lagged returns against current returns
Autocorrelation, which is Japan Airlines pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Japan Airlines' pink sheet expected returns. We can calculate the autocorrelation of Japan Airlines returns to help us make a trade decision. For example, suppose you find that Japan Airlines has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Japan Airlines regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Japan Airlines pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Japan Airlines pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Japan Airlines pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Japan Airlines Lagged Returns
When evaluating Japan Airlines' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Japan Airlines pink sheet have on its future price. Japan Airlines autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Japan Airlines autocorrelation shows the relationship between Japan Airlines pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Japan Airlines Ltd.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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.