ORIX JREIT (Germany) Market Value
| O2F Stock | EUR 1,030 10.00 0.98% |
| Symbol | ORIX |
ORIX JREIT '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 ORIX JREIT'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 ORIX JREIT.
| 06/12/2023 |
| 12/03/2024 |
If you would invest 0.00 in ORIX JREIT on June 12, 2023 and sell it all today you would earn a total of 0.00 from holding ORIX JREIT INC or generate 0.0% return on investment in ORIX JREIT over 540 days. ORIX JREIT is related to or competes with SL Green, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, and NorAm Drilling. OJR was established on September 10, 2001, and was listed and commenced trading on the Tokyo Stock Exchange on June 12, ... More
ORIX JREIT 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 ORIX JREIT'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 ORIX JREIT INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.0476 | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 2.04 |
ORIX JREIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORIX JREIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ORIX JREIT's standard deviation. In reality, there are many statistical measures that can use ORIX JREIT historical prices to predict the future ORIX JREIT's volatility.| Risk Adjusted Performance | 0.1246 | |||
| Jensen Alpha | 0.1633 | |||
| Total Risk Alpha | 5.0E-4 | |||
| Sortino Ratio | 0.0376 | |||
| Treynor Ratio | 4.65 |
ORIX JREIT INC Backtested Returns
At this point, ORIX JREIT is very steady. ORIX JREIT INC maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for ORIX JREIT INC, which you can use to evaluate the volatility of the company. Please check ORIX JREIT's semi deviation of 0.6832, and Risk Adjusted Performance of 0.1246 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. ORIX JREIT has a performance score of 12 on a scale of 0 to 100. The company holds a Beta of 0.036, which implies not very significant fluctuations relative to the market. As returns on the market increase, ORIX JREIT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ORIX JREIT is expected to be smaller as well. ORIX JREIT INC currently holds a risk of 1.12%. Please check ORIX JREIT INC jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if ORIX JREIT INC will be following its historical price patterns.
Auto-correlation | -0.37 |
Poor reverse predictability
ORIX JREIT INC has poor reverse predictability. Overlapping area represents the amount of predictability between ORIX JREIT time series from 12th of June 2023 to 8th of March 2024 and 8th of March 2024 to 3rd of December 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 ORIX JREIT INC price movement. The serial correlation of -0.37 indicates that just about 37.0% of current ORIX JREIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 1327.38 |
ORIX JREIT INC lagged returns against current returns
Autocorrelation, which is ORIX JREIT stock'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 ORIX JREIT's stock expected returns. We can calculate the autocorrelation of ORIX JREIT returns to help us make a trade decision. For example, suppose you find that ORIX JREIT has exhibited high autocorrelation historically, and you observe that the stock 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 |
ORIX JREIT 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 ORIX JREIT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ORIX JREIT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ORIX JREIT stock over time.
Current vs Lagged Prices |
| Timeline |
ORIX JREIT Lagged Returns
When evaluating ORIX JREIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ORIX JREIT stock have on its future price. ORIX JREIT 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, ORIX JREIT autocorrelation shows the relationship between ORIX JREIT stock current value and its past values and can show if there is a momentum factor associated with investing in ORIX JREIT INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ORIX Stock
ORIX JREIT financial ratios help investors to determine whether ORIX 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 ORIX with respect to the benefits of owning ORIX JREIT security.