ORIX CORP (Germany) Market Value
| OIX Stock | 25.00 0.60 2.34% |
| Symbol | ORIX |
ORIX CORP '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 CORP'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 CORP.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in ORIX CORP on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding ORIX P or generate 0.0% return on investment in ORIX CORP over 90 days.
ORIX CORP 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 CORP'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 P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.178 | |||
| Maximum Drawdown | 5.98 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.86 |
ORIX CORP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORIX CORP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ORIX CORP's standard deviation. In reality, there are many statistical measures that can use ORIX CORP historical prices to predict the future ORIX CORP's volatility.| Risk Adjusted Performance | 0.1784 | |||
| Jensen Alpha | 0.2932 | |||
| Total Risk Alpha | 0.1833 | |||
| Sortino Ratio | 0.1762 | |||
| Treynor Ratio | 1.19 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ORIX CORP'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.
ORIX CORP January 28, 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 | 0.1784 | |||
| Market Risk Adjusted Performance | 1.2 | |||
| Mean Deviation | 1.07 | |||
| Semi Deviation | 0.764 | |||
| Downside Deviation | 1.37 | |||
| Coefficient Of Variation | 423.34 | |||
| Standard Deviation | 1.36 | |||
| Variance | 1.85 | |||
| Information Ratio | 0.178 | |||
| Jensen Alpha | 0.2932 | |||
| Total Risk Alpha | 0.1833 | |||
| Sortino Ratio | 0.1762 | |||
| Treynor Ratio | 1.19 | |||
| Maximum Drawdown | 5.98 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.86 | |||
| Downside Variance | 1.89 | |||
| Semi Variance | 0.5837 | |||
| Expected Short fall | (1.58) | |||
| Skewness | 0.4093 | |||
| Kurtosis | 0.1112 |
ORIX CORP Backtested Returns
ORIX CORP appears to be very steady, given 3 months investment horizon. ORIX CORP maintains Sharpe Ratio (i.e., Efficiency) of 0.24, which implies the firm had a 0.24 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for ORIX CORP, which you can use to evaluate the volatility of the company. Please evaluate ORIX CORP's semi deviation of 0.764, and Risk Adjusted Performance of 0.1784 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ORIX CORP holds a performance score of 18. The company holds a Beta of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, ORIX CORP's returns are expected to increase less than the market. However, during the bear market, the loss of holding ORIX CORP is expected to be smaller as well. Please check ORIX CORP's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether ORIX CORP's historical price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
ORIX P has modest predictability. Overlapping area represents the amount of predictability between ORIX CORP time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 ORIX CORP price movement. The serial correlation of 0.5 indicates that about 50.0% of current ORIX CORP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
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Additional Tools for ORIX Stock Analysis
When running ORIX CORP's price analysis, check to measure ORIX CORP'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 ORIX CORP is operating at the current time. Most of ORIX CORP's value examination focuses on studying past and present price action to predict the probability of ORIX CORP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ORIX CORP's price. Additionally, you may evaluate how the addition of ORIX CORP to your portfolios can decrease your overall portfolio volatility.