Japan Steel (Germany) Market Value
| J9R Stock | EUR 55.50 0.50 0.89% |
| Symbol | Japan |
Japan Steel '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 Steel'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 Steel.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Japan Steel on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding The Japan Steel or generate 0.0% return on investment in Japan Steel over 90 days. Japan Steel is related to or competes with GOLDGROUP MINING, STMICROELECTRONICS, AOI Electronics, STMicroelectronics, and OFFICE DEPOT. The Japan Steel Works, Ltd. produces and sells steel and machinery products in Japan, China, and internationally More
Japan Steel 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 Steel'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 The Japan Steel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.1822 | |||
| Maximum Drawdown | 17.62 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 5.21 |
Japan Steel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Steel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Steel's standard deviation. In reality, there are many statistical measures that can use Japan Steel historical prices to predict the future Japan Steel's volatility.| Risk Adjusted Performance | 0.1812 | |||
| Jensen Alpha | 0.6893 | |||
| Total Risk Alpha | 0.2257 | |||
| Sortino Ratio | 0.279 | |||
| Treynor Ratio | (2.29) |
Japan Steel Backtested Returns
Japan Steel appears to be very steady, given 3 months investment horizon. Japan Steel holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. By evaluating Japan Steel's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please utilize Japan Steel's Downside Deviation of 1.95, risk adjusted performance of 0.1812, and Market Risk Adjusted Performance of (2.28) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Japan Steel holds a performance score of 17. The company retains a Market Volatility (i.e., Beta) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Japan Steel are expected to decrease at a much lower rate. During the bear market, Japan Steel is likely to outperform the market. Please check Japan Steel's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Japan Steel's current trending patterns will revert.
Auto-correlation | 0.62 |
Good predictability
The Japan Steel has good predictability. Overlapping area represents the amount of predictability between Japan Steel time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 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 Japan Steel price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Japan Steel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 11.26 |
Japan Steel lagged returns against current returns
Autocorrelation, which is Japan Steel 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 Steel's stock expected returns. We can calculate the autocorrelation of Japan Steel returns to help us make a trade decision. For example, suppose you find that Japan Steel 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 Steel 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 Steel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Japan Steel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Japan Steel stock over time.
Current vs Lagged Prices |
| Timeline |
Japan Steel Lagged Returns
When evaluating Japan Steel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Japan Steel stock have on its future price. Japan Steel 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 Steel autocorrelation shows the relationship between Japan Steel stock current value and its past values and can show if there is a momentum factor associated with investing in The Japan Steel.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Japan Stock
Japan Steel 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 Steel security.