Osaka Gas Co Stock Market Value
| OSGSY Stock | USD 71.18 0.44 0.61% |
| Symbol | Osaka |
Osaka Gas '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 Osaka Gas' otc 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 Osaka Gas.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Osaka Gas on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Osaka Gas Co or generate 0.0% return on investment in Osaka Gas over 30 days. Osaka Gas is related to or competes with Tokyo Gas, ENN Energy, Fortum Oyj, ENN Energy, Tokyo Gas, China Resources, and Power Assets. Osaka Gas Co., Ltd. provides gas, electricity, and other energy products and services in Japan and internationally More
Osaka Gas 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 Osaka Gas' otc 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 Osaka Gas Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.73 | |||
| Information Ratio | 0.0686 | |||
| Maximum Drawdown | 18.26 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 3.46 |
Osaka Gas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osaka Gas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osaka Gas' standard deviation. In reality, there are many statistical measures that can use Osaka Gas historical prices to predict the future Osaka Gas' volatility.| Risk Adjusted Performance | 0.0745 | |||
| Jensen Alpha | 0.264 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0765 | |||
| Treynor Ratio | 1.3 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Osaka Gas' 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.
Osaka Gas Backtested Returns
Osaka Gas appears to be very steady, given 3 months investment horizon. Osaka Gas maintains Sharpe Ratio (i.e., Efficiency) of 0.0964, which implies the firm had a 0.0964 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Osaka Gas, which you can use to evaluate the volatility of the company. Please evaluate Osaka Gas' Coefficient Of Variation of 1053.66, semi deviation of 1.76, and Risk Adjusted Performance of 0.0745 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Osaka Gas holds a performance score of 7. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Osaka Gas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Osaka Gas is expected to be smaller as well. Please check Osaka Gas' jensen alpha, as well as the relationship between the potential upside and daily balance of power , to make a quick decision on whether Osaka Gas' historical price patterns will revert.
Auto-correlation | 0.18 |
Very weak predictability
Osaka Gas Co has very weak predictability. Overlapping area represents the amount of predictability between Osaka Gas time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Osaka Gas price movement. The serial correlation of 0.18 indicates that over 18.0% of current Osaka Gas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Osaka Gas lagged returns against current returns
Autocorrelation, which is Osaka Gas otc 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 Osaka Gas' otc stock expected returns. We can calculate the autocorrelation of Osaka Gas returns to help us make a trade decision. For example, suppose you find that Osaka Gas has exhibited high autocorrelation historically, and you observe that the otc 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 |
Osaka Gas 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 Osaka Gas otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osaka Gas otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osaka Gas otc stock over time.
Current vs Lagged Prices |
| Timeline |
Osaka Gas Lagged Returns
When evaluating Osaka Gas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osaka Gas otc stock have on its future price. Osaka Gas 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, Osaka Gas autocorrelation shows the relationship between Osaka Gas otc stock current value and its past values and can show if there is a momentum factor associated with investing in Osaka Gas Co.
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 Osaka OTC Stock Analysis
When running Osaka Gas' price analysis, check to measure Osaka Gas' 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 Osaka Gas is operating at the current time. Most of Osaka Gas' value examination focuses on studying past and present price action to predict the probability of Osaka Gas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Osaka Gas' price. Additionally, you may evaluate how the addition of Osaka Gas to your portfolios can decrease your overall portfolio volatility.