Orix Corp Ads Stock Market Value
| IX Stock | USD 101.44 0.31 0.30% |
| Symbol | Orix |
Orix Corp Ads Price To Book Ratio
Is Orix Corp's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Orix Corp. If investors know Orix will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Orix Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.034 | Dividend Share 85.6 | Earnings Share 7.8 | Revenue Per Share 1.5 K | Quarterly Revenue Growth 0.076 |
The market value of Orix Corp Ads is measured differently than its book value, which is the value of Orix that is recorded on the company's balance sheet. Investors also form their own opinion of Orix Corp's value that differs from its market value or its book value, called intrinsic value, which is Orix Corp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Orix Corp's market value can be influenced by many factors that don't directly affect Orix Corp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Orix Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Orix Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Orix Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Orix Corp on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Orix Corp Ads or generate 0.0% return on investment in Orix Corp over 30 days. Orix Corp is related to or competes with Federal Agricultural, Federal Agricultural, Atlanticus Holdings, Nelnet, EZCORP, SLM Corp, and Navient Corp. ORIX Corporation provides diversified financial services in Japan, the Americas, Asia, Europe, Australasia, the Middle E... More
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 Corp Ads upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0204 | |||
| Maximum Drawdown | 8.13 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 2.18 |
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 | 0.0494 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0186 | |||
| Treynor Ratio | 0.1045 |
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 Ads Backtested Returns
We consider Orix Corp very steady. Orix Corp Ads maintains Sharpe Ratio (i.e., Efficiency) of 0.0699, which implies the firm had a 0.0699% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Orix Corp Ads, which you can use to evaluate the volatility of the company. Please check Orix Corp's Coefficient Of Variation of 1406.64, risk adjusted performance of 0.0494, and Semi Deviation of 1.37 to confirm if the risk estimate we provide is consistent with the expected return of 0.0937%. Orix Corp has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.82, which implies possible diversification benefits within a given portfolio. 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. Orix Corp Ads right now holds a risk of 1.34%. Please check Orix Corp Ads treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if Orix Corp Ads will be following its historical price patterns.
Auto-correlation | 0.77 |
Good predictability
Orix Corp Ads has good predictability. Overlapping area represents the amount of predictability between Orix Corp time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. 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 Ads price movement. The serial correlation of 0.77 indicates that around 77.0% of current Orix Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 3.28 |
Orix Corp Ads lagged returns against current returns
Autocorrelation, which is Orix Corp 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 Orix Corp's stock expected returns. We can calculate the autocorrelation of Orix Corp returns to help us make a trade decision. For example, suppose you find that Orix Corp has exhibited high autocorrelation historically, and you observe that the 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 |
Orix Corp 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 Orix Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orix Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orix Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Orix Corp Lagged Returns
When evaluating Orix Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orix Corp stock have on its future price. Orix Corp 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, Orix Corp autocorrelation shows the relationship between Orix Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Orix Corp Ads.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Orix Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Orix Corp's short interest history, or implied volatility extrapolated from Orix Corp options trading.
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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.
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Orix Corp 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.