Itochu Stock Buy Hold or Sell Recommendation
| ITOCF Stock | USD 41.51 1.98 4.55% |
Assuming the 90 days horizon and your complete indifference towards market risk, our recommendation regarding ITOCHU is 'Buy'. Macroaxis provides ITOCHU buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ITOCHU positions. The advice algorithm takes into account all of ITOCHU's available fundamental, technical, and predictive indicators you will find on this site. Key drivers impacting ITOCHU's buy or sell advice are summarized below:
Real Value 36.61 | Hype Value 41.51 | Market Value 41.51 |
A buy or sell recommendation provided by Macroaxis is an automated directive regarding whether to purchase or sell ITOCHU given historical horizon and risk tolerance towards ITOCHU. When Macroaxis issues a 'buy' or 'sell' recommendation for ITOCHU, the advice is generated through an automated system that utilizes algorithms and statistical models.
ITOCHU |
Execute ITOCHU Buy or Sell Advice
The ITOCHU recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on ITOCHU. Macroaxis does not own or have any residual interests in ITOCHU or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute ITOCHU's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Buy
Market Performance | Very Weak | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Overvalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Barely shadows the market | Details | |
Analyst Consensus | Not Available | Details | |
Reporting Quality (M-Score) | Inapplicable | Details |
ITOCHU Trading Alerts and Improvement Suggestions
| ITOCHU generated a negative expected return over the last 90 days |
ITOCHU Returns Distribution Density
The distribution of ITOCHU's historical returns is an attempt to chart the uncertainty of ITOCHU's future price movements. The chart of the probability distribution of ITOCHU daily returns describes the distribution of returns around its average expected value. We use ITOCHU price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of ITOCHU returns is essential to provide solid investment advice for ITOCHU.
| Mean Return | -0.05 | Value At Risk | -3.09 | Potential Upside | 2.99 | Standard Deviation | 1.99 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of ITOCHU historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
ITOCHU Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to ITOCHU or Industrials sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that ITOCHU's price will be affected by overall pink sheet market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a ITOCHU pink sheet's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over NYSE Composite | -0.07 | |
β | Beta against NYSE Composite | 0.08 | |
σ | Overall volatility | 2.10 | |
Ir | Information ratio | -0.06 |
ITOCHU Volatility Alert
ITOCHU exhibits very low volatility with skewness of 0.41 and kurtosis of 1.1. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure ITOCHU's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact ITOCHU's pink sheet price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.ITOCHU Fundamentals Vs Peers
Comparing ITOCHU's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze ITOCHU's direct or indirect competition across all of the common fundamentals between ITOCHU and the related equities. This way, we can detect undervalued stocks with similar characteristics as ITOCHU or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of ITOCHU's fundamental indicators could also be used in its relative valuation, which is a method of valuing ITOCHU by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare ITOCHU to competition |
| Fundamentals | ITOCHU | Peer Average |
| Return On Equity | 0.18 | -0.31 |
| Return On Asset | 0.0341 | -0.14 |
| Profit Margin | 0.06 % | (1.27) % |
| Operating Margin | 0.05 % | (5.51) % |
| Current Valuation | 70.1 B | 16.62 B |
| Shares Outstanding | 1.47 B | 571.82 M |
| Shares Owned By Insiders | 4.80 % | 10.09 % |
| Shares Owned By Institutions | 47.40 % | 39.21 % |
| Price To Earning | 11.12 X | 28.72 X |
| Price To Book | 1.28 X | 9.51 X |
| Price To Sales | 0 X | 11.42 X |
| Revenue | 12.29 T | 9.43 B |
| Gross Profit | 1.94 T | 27.38 B |
| EBITDA | 1.58 T | 3.9 B |
| Net Income | 820.27 B | 570.98 M |
| Cash And Equivalents | 832.72 B | 2.7 B |
| Cash Per Share | 566.75 X | 5.01 X |
| Total Debt | 2.38 T | 5.32 B |
| Debt To Equity | 0.80 % | 48.70 % |
| Current Ratio | 1.31 X | 2.16 X |
| Book Value Per Share | 3,233 X | 1.93 K |
| Cash Flow From Operations | 801.16 B | 971.22 M |
| Earnings Per Share | 4.14 X | 3.12 X |
| Number Of Employees | 115.12 K | 18.84 K |
| Beta | 0.65 | -0.15 |
| Market Capitalization | 46.72 B | 19.03 B |
| Total Asset | 12.15 T | 29.47 B |
| Retained Earnings | 1.91 T | 9.33 B |
| Working Capital | 1.17 T | 1.48 B |
| Current Asset | 3.56 T | 9.34 B |
| Current Liabilities | 2.39 T | 7.9 B |
| Z Score | 1.0 | 8.72 |
| Annual Yield | 0.04 % |
ITOCHU Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as ITOCHU . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 48.23 | |||
| Daily Balance Of Power | (1.72) | |||
| Rate Of Daily Change | 0.95 | |||
| Day Median Price | 42.08 | |||
| Day Typical Price | 41.89 | |||
| Market Facilitation Index | 6.0E-4 | |||
| Price Action Indicator | (1.57) | |||
| Period Momentum Indicator | (1.98) |
About ITOCHU Buy or Sell Advice
When is the right time to buy or sell ITOCHU? Buying financial instruments such as ITOCHU Pink Sheet isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
Use Investing Ideas to Build Portfolios
In addition to having ITOCHU in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
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Check out ITOCHU Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for multiple equity instruments, please use the Instant Ratings tool. Note that the ITOCHU information on this page should be used as a complementary analysis to other ITOCHU's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for ITOCHU Pink Sheet analysis
When running ITOCHU's price analysis, check to measure ITOCHU'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 ITOCHU is operating at the current time. Most of ITOCHU's value examination focuses on studying past and present price action to predict the probability of ITOCHU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ITOCHU's price. Additionally, you may evaluate how the addition of ITOCHU to your portfolios can decrease your overall portfolio volatility.
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