Sojitz (Germany) Market Value
| XEB Stock | EUR 36.80 0.80 2.13% |
| Symbol | Sojitz |
Sojitz '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 Sojitz'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 Sojitz.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Sojitz on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sojitz or generate 0.0% return on investment in Sojitz over 90 days. Sojitz is related to or competes with Fast Retailing, Nishi-Nippon Railroad, BURLINGTON STORES, EVS Broadcast, Burlington Stores, and Knight-Swift Transportation. Sojitz Corporation operates as a general trading company worldwide More
Sojitz 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 Sojitz'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 Sojitz upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.2189 | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.84 |
Sojitz Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sojitz's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sojitz's standard deviation. In reality, there are many statistical measures that can use Sojitz historical prices to predict the future Sojitz's volatility.| Risk Adjusted Performance | 0.1983 | |||
| Jensen Alpha | 0.5576 | |||
| Total Risk Alpha | 0.3881 | |||
| Sortino Ratio | 0.2568 | |||
| Treynor Ratio | 0.6974 |
Sojitz February 21, 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 | 0.1983 | |||
| Market Risk Adjusted Performance | 0.7074 | |||
| Mean Deviation | 1.96 | |||
| Semi Deviation | 1.63 | |||
| Downside Deviation | 2.14 | |||
| Coefficient Of Variation | 398.41 | |||
| Standard Deviation | 2.51 | |||
| Variance | 6.31 | |||
| Information Ratio | 0.2189 | |||
| Jensen Alpha | 0.5576 | |||
| Total Risk Alpha | 0.3881 | |||
| Sortino Ratio | 0.2568 | |||
| Treynor Ratio | 0.6974 | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.84 | |||
| Downside Variance | 4.59 | |||
| Semi Variance | 2.65 | |||
| Expected Short fall | (2.59) | |||
| Skewness | 0.5786 | |||
| Kurtosis | 0.6299 |
Sojitz Backtested Returns
Sojitz appears to be very steady, given 3 months investment horizon. Sojitz owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the firm had a 0.27 % return per unit of risk over the last 3 months. By inspecting Sojitz's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please review Sojitz's Semi Deviation of 1.63, risk adjusted performance of 0.1983, and Coefficient Of Variation of 398.41 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sojitz holds a performance score of 21. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Sojitz returns are very sensitive to returns on the market. As the market goes up or down, Sojitz is expected to follow. Please check Sojitz's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Sojitz's existing price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
Sojitz has modest predictability. Overlapping area represents the amount of predictability between Sojitz time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Sojitz price movement. The serial correlation of 0.5 indicates that about 50.0% of current Sojitz price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 3.93 |
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Other Information on Investing in Sojitz Stock
Sojitz financial ratios help investors to determine whether Sojitz 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 Sojitz with respect to the benefits of owning Sojitz security.