Japan Exchange (Germany) Market Value
| OSK Stock | EUR 11.40 0.90 8.57% |
| Symbol | Japan |
Japan Exchange '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 Exchange'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 Japan Exchange.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Japan Exchange on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Japan Exchange Group or generate 0.0% return on investment in Japan Exchange over 90 days. Japan Exchange is related to or competes with ROCHE HLDG, Abbott Laboratories, DANAHER (DAPSG), QUALCOMM, Merck, NOVARTIS N, and NOVARTIS N. Japan Exchange is entity of Germany. It is traded as Stock on F exchange. More
Japan Exchange 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 Exchange'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 Japan Exchange Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.089 | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 4.21 |
Japan Exchange Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Exchange's standard deviation. In reality, there are many statistical measures that can use Japan Exchange historical prices to predict the future Japan Exchange's volatility.| Risk Adjusted Performance | 0.1171 | |||
| Jensen Alpha | 0.3033 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0968 | |||
| Treynor Ratio | 14.77 |
Japan Exchange February 27, 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 | 0.1171 | |||
| Market Risk Adjusted Performance | 14.78 | |||
| Mean Deviation | 1.5 | |||
| Semi Deviation | 1.53 | |||
| Downside Deviation | 2.0 | |||
| Coefficient Of Variation | 688.6 | |||
| Standard Deviation | 2.17 | |||
| Variance | 4.72 | |||
| Information Ratio | 0.089 | |||
| Jensen Alpha | 0.3033 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0968 | |||
| Treynor Ratio | 14.77 | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 4.21 | |||
| Downside Variance | 3.99 | |||
| Semi Variance | 2.34 | |||
| Expected Short fall | (2.02) | |||
| Skewness | 0.7984 | |||
| Kurtosis | 2.99 |
Japan Exchange Group Backtested Returns
Japan Exchange appears to be not too volatile, given 3 months investment horizon. Japan Exchange Group holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Japan Exchange Group, which you can use to evaluate the volatility of the firm. Please utilize Japan Exchange's Market Risk Adjusted Performance of 14.78, downside deviation of 2.0, and Risk Adjusted Performance of 0.1171 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Japan Exchange holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.0207, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Japan Exchange's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan Exchange is expected to be smaller as well. Please check Japan Exchange's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Japan Exchange's current trending patterns will revert.
Auto-correlation | 0.60 |
Good predictability
Japan Exchange Group has good predictability. Overlapping area represents the amount of predictability between Japan Exchange time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 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 Japan Exchange Group price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Japan Exchange price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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Other Information on Investing in Japan Stock
Japan Exchange financial ratios help investors to determine whether Japan 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 Japan with respect to the benefits of owning Japan Exchange security.