ITOCHU (Germany) Market Value
| IOC Stock | EUR 43.52 0.67 1.52% |
| Symbol | ITOCHU |
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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in ITOCHU on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding ITOCHU or generate 0.0% return on investment in ITOCHU over 90 days. ITOCHU is related to or competes with Hitachi Construction, CHAMPION IRON, AUST AGRICULTURAL, BlueScope Steel, Sterling Construction, ALGOMA STEEL, and AGRICULTBK HADR/25. ITOCHU Corporation engages in trading and importingexporting various products worldwide More
ITOCHU 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 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.
| Downside Deviation | 1.67 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.11 | |||
| Value At Risk | (2.89) | |||
| Potential Upside | 2.8 |
ITOCHU Market Risk Indicators
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.| Risk Adjusted Performance | 0.0652 | |||
| Jensen Alpha | 0.0822 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.3 |
ITOCHU Backtested Returns
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 thirty technical indicators for ITOCHU, which you can use to evaluate the volatility of the firm. Please check out ITOCHU's market risk adjusted performance of 1.31, and Risk Adjusted Performance of 0.0652 to validate if the risk estimate we provide is consistent with the expected return of 0.0154%. The company retains a Market Volatility (i.e., Beta) of 0.0704, which attests to not very significant fluctuations relative to the market. 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 1.47%. Please check out ITOCHU jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if ITOCHU will be following its current trending patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
ITOCHU has insignificant reverse predictability. Overlapping area represents the amount of predictability between ITOCHU time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 -0.11 indicates that less than 11.0% of current ITOCHU price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ITOCHU Stock
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.