Orix Corporation Stock Market Value
| ORXCF Stock | USD 25.66 4.33 20.30% |
| Symbol | ORIX |
ORIX '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's pink sheet 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.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in ORIX on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding ORIX Corporation or generate 0.0% return on investment in ORIX over 90 days. ORIX is related to or competes with Orix Corp, B Riley, Nidec, Daikin IndustriesLtd, Inpex Corp, and Vonovia SE. ORIX Corporation provides diversified financial services in Japan, the Americas, Asia, Europe, Australasia, the Middle E... More
ORIX 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's pink sheet 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 Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1004 | |||
| Maximum Drawdown | 20.3 | |||
| Potential Upside | 0.6607 |
ORIX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORIX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ORIX's standard deviation. In reality, there are many statistical measures that can use ORIX historical prices to predict the future ORIX's volatility.| Risk Adjusted Performance | 0.1174 | |||
| Jensen Alpha | 0.3261 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.5297 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ORIX'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 Backtested Returns
ORIX appears to be very steady, given 3 months investment horizon. ORIX maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of volatility over the last 3 months. We have found twenty technical indicators for ORIX, which you can use to evaluate the volatility of the company. Please evaluate ORIX's coefficient of variation of 708.2, and Risk Adjusted Performance of 0.1174 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ORIX holds a performance score of 11. The company holds a Beta of 0.78, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ORIX's returns are expected to increase less than the market. However, during the bear market, the loss of holding ORIX is expected to be smaller as well. Please check ORIX's total risk alpha, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether ORIX's historical price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
ORIX Corporation has no correlation between past and present. Overlapping area represents the amount of predictability between ORIX time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 ORIX price movement. The serial correlation of 0.0 indicates that just 0.0% of current ORIX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 4.47 |
ORIX lagged returns against current returns
Autocorrelation, which is ORIX pink sheet'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's pink sheet expected returns. We can calculate the autocorrelation of ORIX returns to help us make a trade decision. For example, suppose you find that ORIX has exhibited high autocorrelation historically, and you observe that the pink sheet 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ORIX pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ORIX pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ORIX Lagged Returns
When evaluating ORIX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ORIX pink sheet have on its future price. ORIX 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 autocorrelation shows the relationship between ORIX pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ORIX Corporation.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ORIX Pink Sheet
ORIX financial ratios help investors to determine whether ORIX Pink Sheet 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 ORIX with respect to the benefits of owning ORIX security.