Japan Post Bank Stock Market Value
| JPSTF Stock | USD 9.81 0.35 3.70% |
| 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.
| 11/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in JAPAN POST on November 29, 2023 and sell it all today you would earn a total of 0.00 from holding JAPAN POST BANK or generate 0.0% return on investment in JAPAN POST over 360 days. JAPAN POST is related to or competes with Standard Bank, PSB Holdings, United Overseas, and Turkiye Garanti. JAPAN POST BANK Co., Ltd. provides various banking products and services to retail and corporate clients in Japan and in... 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 BANK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.75 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.63 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 3.7 |
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 | 0.0294 | |||
| Jensen Alpha | 0.1016 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JAPAN POST'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.
JAPAN POST BANK Backtested Returns
At this point, JAPAN POST is not too volatile. JAPAN POST BANK holds Efficiency (Sharpe) Ratio of 0.0285, which attests that the company had a 0.0285% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for JAPAN POST BANK, which you can use to evaluate the volatility of the entity. Please check out JAPAN POST's market risk adjusted performance of (0.10), and Semi Deviation of 1.4 to validate if the risk estimate we provide is consistent with the expected return of 0.056%. JAPAN POST has a performance score of 2 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of -0.43, which attests to possible diversification benefits within a given portfolio. 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. JAPAN POST BANK now retains a risk of 1.96%. Please check out JAPAN POST maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if JAPAN POST will be following its current trending patterns.
Auto-correlation | -0.54 |
Good reverse predictability
JAPAN POST BANK has good reverse predictability. Overlapping area represents the amount of predictability between JAPAN POST time series from 29th of November 2023 to 27th of May 2024 and 27th of May 2024 to 23rd 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 BANK price movement. The serial correlation of -0.54 indicates that about 54.0% of current JAPAN POST price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
JAPAN POST BANK 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 BANK.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in JAPAN Pink Sheet
JAPAN POST financial ratios help investors to determine whether JAPAN 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 JAPAN with respect to the benefits of owning JAPAN POST security.