Japan Post (Germany) Market Value

5JP Stock  EUR 8.65  0.10  1.14%   
Japan Post's market value is the price at which a share of Japan Post trades on a public exchange. It measures the collective expectations of Japan Post Bank investors about its performance. Japan Post is trading at 8.65 as of the 24th of December 2024. This is a 1.14 percent decrease since the beginning of the trading day. The stock's lowest day price was 8.65.
With this module, you can estimate the performance of a buy and hold strategy of Japan Post Bank and determine expected loss or profit from investing in Japan Post over a given investment horizon. Check out Japan Post Correlation, Japan Post Volatility and Japan Post Alpha and Beta module to complement your research on Japan Post.
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Please note, there is a significant difference between Japan Post's value and its price as these two are different measures arrived at by different means. Investors typically determine if Japan Post is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Japan Post'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.

Japan Post '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 Post'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 Post.
0.00
11/24/2024
No Change 0.00  0.0 
In 31 days
12/24/2024
0.00
If you would invest  0.00  in Japan Post on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding Japan Post Bank or generate 0.0% return on investment in Japan Post over 30 days. Japan Post is related to or competes with China Merchants, HDFC Bank, ICICI Bank, PT Bank, DBS Group, PT Bank, and Mizuho Financial. JAPAN POST BANK Co., Ltd. provides various banking products and services to retail and corporate clients in Japan and in... More

Japan Post 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 Post'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 Post Bank upside and downside potential and time the market with a certain degree of confidence.

Japan Post Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Post's standard deviation. In reality, there are many statistical measures that can use Japan Post historical prices to predict the future Japan Post's volatility.
Hype
Prediction
LowEstimatedHigh
6.138.6511.17
Details
Intrinsic
Valuation
LowRealHigh
6.128.6411.16
Details

Japan Post Bank Backtested Returns

At this point, Japan Post is somewhat reliable. Japan Post Bank holds Efficiency (Sharpe) Ratio of 0.0569, which attests that the entity had a 0.0569% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Japan Post Bank, which you can use to evaluate the volatility of the firm. Please check out Japan Post's Market Risk Adjusted Performance of 0.1553, risk adjusted performance of 0.0451, and Downside Deviation of 2.44 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Japan Post has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.76, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Japan Post's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan Post is expected to be smaller as well. Japan Post Bank right now retains a risk of 2.52%. Please check out Japan Post jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if Japan Post will be following its current trending patterns.

Auto-correlation

    
  -0.85  

Excellent reverse predictability

Japan Post Bank has excellent reverse predictability. Overlapping area represents the amount of predictability between Japan Post time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th of December 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 Japan Post Bank price movement. The serial correlation of -0.85 indicates that around 85.0% of current Japan Post price fluctuation can be explain by its past prices.
Correlation Coefficient-0.85
Spearman Rank Test-0.78
Residual Average0.0
Price Variance0.06

Japan Post Bank lagged returns against current returns

Autocorrelation, which is Japan Post 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 Japan Post's stock expected returns. We can calculate the autocorrelation of Japan Post returns to help us make a trade decision. For example, suppose you find that Japan Post 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  

Japan Post 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 Japan Post stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Japan Post stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Japan Post stock over time.
   Current vs Lagged Prices   
       Timeline  

Japan Post Lagged Returns

When evaluating Japan Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Japan Post stock have on its future price. Japan Post 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, Japan Post autocorrelation shows the relationship between Japan Post stock current value and its past values and can show if there is a momentum factor associated with investing in Japan Post Bank.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Japan Stock

Japan Post 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 Post security.