ITOCHU's market value is the price at which a share of ITOCHU trades on a public exchange. It measures the collective expectations of ITOCHU investors about its performance. ITOCHU is trading at 45.52 as of the 27th of July 2025. This is a 2.51% down since the beginning of the trading day. The stock's lowest day price was 45.47. With this module, you can estimate the performance of a buy and hold strategy of ITOCHU and determine expected loss or profit from investing in ITOCHU over a given investment horizon. Check out ITOCHU Correlation, ITOCHU Volatility and ITOCHU Alpha and Beta module to complement your research on ITOCHU.
Please note, there is a significant difference between ITOCHU's value and its price as these two are different measures arrived at by different means. Investors typically determine if ITOCHU is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ITOCHU'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.
ITOCHU '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 ITOCHU'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 ITOCHU.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ITOCHU'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 ITOCHU upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITOCHU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ITOCHU's standard deviation. In reality, there are many statistical measures that can use ITOCHU historical prices to predict the future ITOCHU's volatility.
At this point, ITOCHU is very steady. ITOCHU holds Efficiency (Sharpe) Ratio of 0.0104, which attests that the entity had a 0.0104 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for ITOCHU, which you can use to evaluate the volatility of the firm. Please check out ITOCHU's risk adjusted performance of 0.0356, and Market Risk Adjusted Performance of 0.1241 to validate if the risk estimate we provide is consistent with the expected return of 0.0161%. The company retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ITOCHU's returns are expected to increase less than the market. However, during the bear market, the loss of holding ITOCHU is expected to be smaller as well. ITOCHU currently retains a risk of 1.54%. Please check out ITOCHU sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if ITOCHU will be following its current trending patterns.
Auto-correlation
-0.29
Weak reverse predictability
ITOCHU has weak reverse predictability. Overlapping area represents the amount of predictability between ITOCHU time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ITOCHU price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current ITOCHU price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.29
Spearman Rank Test
-0.05
Residual Average
0.0
Price Variance
0.53
ITOCHU lagged returns against current returns
Autocorrelation, which is ITOCHU 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 ITOCHU's stock expected returns. We can calculate the autocorrelation of ITOCHU returns to help us make a trade decision. For example, suppose you find that ITOCHU 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
ITOCHU 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 ITOCHU stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ITOCHU stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ITOCHU stock over time.
Current vs Lagged Prices
Timeline
ITOCHU Lagged Returns
When evaluating ITOCHU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ITOCHU stock have on its future price. ITOCHU 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, ITOCHU autocorrelation shows the relationship between ITOCHU stock current value and its past values and can show if there is a momentum factor associated with investing in ITOCHU.
ITOCHU financial ratios help investors to determine whether ITOCHU 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 ITOCHU with respect to the benefits of owning ITOCHU security.