Sojitz (Germany) Technical Analysis
| XEB Stock | EUR 37.40 0.60 1.63% |
As of the 23rd of February, Sojitz has the Semi Deviation of 1.57, coefficient of variation of 379.09, and Risk Adjusted Performance of 0.2118. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sojitz, as well as the relationship between them. Please validate Sojitz jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Sojitz is priced more or less accurately, providing market reflects its prevalent price of 37.4 per share.
Sojitz Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sojitz, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SojitzSojitz |
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.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Sojitz on November 25, 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 THAI BEVERAGE, Tsingtao Brewery, Intuitive Investments, EAT WELL, FAST RETAIL, and BJs Wholesale. 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 | 2.15 | |||
| Information Ratio | 0.2353 | |||
| 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 | 0.2118 | |||
| Jensen Alpha | 0.6241 | |||
| Total Risk Alpha | 0.4587 | |||
| Sortino Ratio | 0.2818 | |||
| Treynor Ratio | 0.9536 |
Sojitz February 23, 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 | 0.2118 | |||
| Market Risk Adjusted Performance | 0.9636 | |||
| Mean Deviation | 2.01 | |||
| Semi Deviation | 1.57 | |||
| Downside Deviation | 2.15 | |||
| Coefficient Of Variation | 379.09 | |||
| Standard Deviation | 2.57 | |||
| Variance | 6.62 | |||
| Information Ratio | 0.2353 | |||
| Jensen Alpha | 0.6241 | |||
| Total Risk Alpha | 0.4587 | |||
| Sortino Ratio | 0.2818 | |||
| Treynor Ratio | 0.9536 | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.84 | |||
| Downside Variance | 4.61 | |||
| Semi Variance | 2.45 | |||
| Expected Short fall | (2.68) | |||
| Skewness | 0.5717 | |||
| Kurtosis | 0.5517 |
Sojitz Backtested Returns
Sojitz appears to be very steady, given 3 months investment horizon. Sojitz owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the firm had a 0.26 % return per unit of risk over the last 3 months. By inspecting Sojitz's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please review Sojitz's Coefficient Of Variation of 379.09, risk adjusted performance of 0.2118, and Semi Deviation of 1.57 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sojitz holds a performance score of 20. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sojitz's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sojitz is expected to be smaller as well. Please check Sojitz's jensen alpha, sortino ratio, maximum drawdown, as well as 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 | 0.57 |
Modest predictability
Sojitz has modest predictability. Overlapping area represents the amount of predictability between Sojitz time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 0.57 indicates that roughly 57.0% of current Sojitz price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 5.86 |
Sojitz technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Sojitz Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Normalized Average True Range is used to analyze tradable apportunities for Sojitz across different markets.
About Sojitz Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Sojitz on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Sojitz based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Sojitz price pattern first instead of the macroeconomic environment surrounding Sojitz. By analyzing Sojitz's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Sojitz's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Sojitz specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sojitz February 23, 2026 Technical Indicators
Most technical analysis of Sojitz help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Sojitz from various momentum indicators to cycle indicators. When you analyze Sojitz charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2118 | |||
| Market Risk Adjusted Performance | 0.9636 | |||
| Mean Deviation | 2.01 | |||
| Semi Deviation | 1.57 | |||
| Downside Deviation | 2.15 | |||
| Coefficient Of Variation | 379.09 | |||
| Standard Deviation | 2.57 | |||
| Variance | 6.62 | |||
| Information Ratio | 0.2353 | |||
| Jensen Alpha | 0.6241 | |||
| Total Risk Alpha | 0.4587 | |||
| Sortino Ratio | 0.2818 | |||
| Treynor Ratio | 0.9536 | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.84 | |||
| Downside Variance | 4.61 | |||
| Semi Variance | 2.45 | |||
| Expected Short fall | (2.68) | |||
| Skewness | 0.5717 | |||
| Kurtosis | 0.5517 |
Sojitz February 23, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Sojitz stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 37.40 | ||
| Day Typical Price | 37.40 | ||
| Price Action Indicator | 0.30 |
Complementary Tools for Sojitz Stock analysis
When running Sojitz's price analysis, check to measure Sojitz'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 Sojitz is operating at the current time. Most of Sojitz's value examination focuses on studying past and present price action to predict the probability of Sojitz's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sojitz's price. Additionally, you may evaluate how the addition of Sojitz to your portfolios can decrease your overall portfolio volatility.
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