Orior AG (Switzerland) Market Value
| ORON Stock | CHF 11.72 0.06 0.51% |
| Symbol | Orior |
Orior AG '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 Orior AG'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 Orior AG.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Orior AG on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Orior AG or generate 0.0% return on investment in Orior AG over 90 days. Orior AG is related to or competes with Bell AG, Emmi AG, Helvetia Holding, and Bucher Industries. ORIOR AG, together with its subsidiaries, produces and supplies refined meat and convenience food in Switzerland and int... More
Orior AG 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 Orior AG'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 Orior AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 21.93 | |||
| Value At Risk | (5.51) | |||
| Potential Upside | 6.07 |
Orior AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orior AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orior AG's standard deviation. In reality, there are many statistical measures that can use Orior AG historical prices to predict the future Orior AG's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | 4.49 |
Orior AG Backtested Returns
Orior AG maintains Sharpe Ratio (i.e., Efficiency) of -0.0665, which implies the firm had a -0.0665 % return per unit of risk over the last 3 months. Orior AG exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Orior AG's Coefficient Of Variation of (1,728), variance of 16.08, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The company holds a Beta of -0.0539, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Orior AG are expected to decrease at a much lower rate. During the bear market, Orior AG is likely to outperform the market. At this point, Orior AG has a negative expected return of -0.27%. Please make sure to check Orior AG's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Orior AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.71 |
Good predictability
Orior AG has good predictability. Overlapping area represents the amount of predictability between Orior AG time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Orior AG price movement. The serial correlation of 0.71 indicates that around 71.0% of current Orior AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Orior AG lagged returns against current returns
Autocorrelation, which is Orior AG 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 Orior AG's stock expected returns. We can calculate the autocorrelation of Orior AG returns to help us make a trade decision. For example, suppose you find that Orior AG 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 |
Orior AG 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 Orior AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orior AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orior AG stock over time.
Current vs Lagged Prices |
| Timeline |
Orior AG Lagged Returns
When evaluating Orior AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orior AG stock have on its future price. Orior AG 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, Orior AG autocorrelation shows the relationship between Orior AG stock current value and its past values and can show if there is a momentum factor associated with investing in Orior AG.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Orior Stock Analysis
When running Orior AG's price analysis, check to measure Orior AG'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 Orior AG is operating at the current time. Most of Orior AG's value examination focuses on studying past and present price action to predict the probability of Orior AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orior AG's price. Additionally, you may evaluate how the addition of Orior AG to your portfolios can decrease your overall portfolio volatility.