Japan Post Holdings Stock Market Value
| JPPHY Stock | USD 9.13 0.04 0.44% |
| Symbol | Japan |
Japan Post '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 Post'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 Japan Post.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Japan Post on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Japan Post Holdings or generate 0.0% return on investment in Japan Post over 30 days. Japan Post is related to or competes with Nmb Financial, Bank Utica, Auburn Bancorp, Permanent TSB, Commercial International, Kasikornbank Public, and China Merchants. Japan Post Holdings Co., Ltd. provides postal, banking, and insurance services in Japan More
Japan Post 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 Post'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 Japan Post Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.3976 |
Japan Post Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Post's standard deviation. In reality, there are many statistical measures that can use Japan Post historical prices to predict the future Japan Post's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 1.4 |
Japan Post Holdings Backtested Returns
Japan Post Holdings holds Efficiency (Sharpe) Ratio of -0.0469, which attests that the entity had a -0.0469% return per unit of risk over the last 3 months. Japan Post Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Japan Post's Standard Deviation of 1.27, risk adjusted performance of (0.05), and Market Risk Adjusted Performance of 1.41 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0655, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Japan Post are expected to decrease at a much lower rate. During the bear market, Japan Post is likely to outperform the market. At this point, Japan Post Holdings has a negative expected return of -0.0612%. Please make sure to check out Japan Post's information ratio, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Japan Post Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.97 |
Near perfect reversele predictability
Japan Post Holdings has near perfect reversele predictability. Overlapping area represents the amount of predictability between Japan Post time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. 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 Post Holdings price movement. The serial correlation of -0.97 indicates that 97.0% of current Japan Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.97 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Japan Post Holdings lagged returns against current returns
Autocorrelation, which is Japan Post 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 Post's pink sheet expected returns. We can calculate the autocorrelation of Japan Post returns to help us make a trade decision. For example, suppose you find that Japan Post 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 Post 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 Post pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Japan Post 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 Post pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Japan Post Lagged Returns
When evaluating Japan Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Japan Post pink sheet have on its future price. Japan Post 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 Post autocorrelation shows the relationship between Japan Post pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Japan Post Holdings.
Regressed Prices |
| Timeline |
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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 Post's price analysis, check to measure Japan Post's 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 Post is operating at the current time. Most of Japan Post's value examination focuses on studying past and present price action to predict the probability of Japan Post's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan Post's price. Additionally, you may evaluate how the addition of Japan Post to your portfolios can decrease your overall portfolio volatility.