Oriental Land Co Stock Market Value
| OLCLF Stock | USD 33.00 0.00 0.00% |
| Symbol | Oriental |
Oriental Land '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 Oriental Land'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 Oriental Land.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Oriental Land on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Oriental Land Co or generate 0.0% return on investment in Oriental Land over 720 days. Oriental Land is related to or competes with Blade Air, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, and High-yield Municipal. Oriental Land Co., Ltd. operates and manages theme parks and hotels in Japan More
Oriental Land 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 Oriental Land'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 Oriental Land Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 22.22 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.35 |
Oriental Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oriental Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oriental Land's standard deviation. In reality, there are many statistical measures that can use Oriental Land historical prices to predict the future Oriental Land's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 0.2596 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oriental Land'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.
Oriental Land Backtested Returns
Oriental Land maintains Sharpe Ratio (i.e., Efficiency) of -0.0256, which implies the firm had a -0.0256% return per unit of risk over the last 3 months. Oriental Land exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Oriental Land's Risk Adjusted Performance of (0.01), coefficient of variation of (4,036), and Variance of 14.85 to confirm the risk estimate we provide. The company holds a Beta of -0.41, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Oriental Land are expected to decrease at a much lower rate. During the bear market, Oriental Land is likely to outperform the market. Oriental Land has an expected return of -0.1%. Please make sure to check Oriental Land standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and kurtosis , to decide if Oriental Land performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
Oriental Land Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Oriental Land time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th of April 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 Oriental Land price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Oriental Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 9.89 |
Oriental Land lagged returns against current returns
Autocorrelation, which is Oriental Land 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 Oriental Land's pink sheet expected returns. We can calculate the autocorrelation of Oriental Land returns to help us make a trade decision. For example, suppose you find that Oriental Land 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 |
Oriental Land 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 Oriental Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oriental Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oriental Land pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Oriental Land Lagged Returns
When evaluating Oriental Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oriental Land pink sheet have on its future price. Oriental Land 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, Oriental Land autocorrelation shows the relationship between Oriental Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Oriental Land Co.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Oriental Land in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Oriental Land's short interest history, or implied volatility extrapolated from Oriental Land options trading.
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Complementary Tools for Oriental Pink Sheet analysis
When running Oriental Land's price analysis, check to measure Oriental Land'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 Oriental Land is operating at the current time. Most of Oriental Land's value examination focuses on studying past and present price action to predict the probability of Oriental Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oriental Land's price. Additionally, you may evaluate how the addition of Oriental Land to your portfolios can decrease your overall portfolio volatility.
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Oriental Land technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.