OAKRIDGE INTERNATIONAL (Germany) Market Value
| U9O0 Stock | EUR 0.03 0.0005 1.82% |
| Symbol | OAKRIDGE |
OAKRIDGE INTERNATIONAL '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 OAKRIDGE INTERNATIONAL'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 OAKRIDGE INTERNATIONAL.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in OAKRIDGE INTERNATIONAL on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding OAKRIDGE INTERNATIONAL or generate 0.0% return on investment in OAKRIDGE INTERNATIONAL over 90 days. OAKRIDGE INTERNATIONAL is related to or competes with CARSALES, Hemisphere Energy, TELECOM ITALRISP, Retail Estates, Trade Desk, HEMISPHERE EGY, and CANON MARKETING. Oakridge International Limited develops Internet of Things technology solutions for consumer, commercial, industrial, an... More
OAKRIDGE INTERNATIONAL 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 OAKRIDGE INTERNATIONAL'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 OAKRIDGE INTERNATIONAL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.15 | |||
| Information Ratio | 0.0741 | |||
| Maximum Drawdown | 73.16 | |||
| Value At Risk | (20.34) | |||
| Potential Upside | 27.66 |
OAKRIDGE INTERNATIONAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OAKRIDGE INTERNATIONAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OAKRIDGE INTERNATIONAL's standard deviation. In reality, there are many statistical measures that can use OAKRIDGE INTERNATIONAL historical prices to predict the future OAKRIDGE INTERNATIONAL's volatility.| Risk Adjusted Performance | 0.0897 | |||
| Jensen Alpha | 1.29 | |||
| Total Risk Alpha | (0.72) | |||
| Sortino Ratio | 0.0725 | |||
| Treynor Ratio | (0.50) |
OAKRIDGE INTERNATIONAL Backtested Returns
OAKRIDGE INTERNATIONAL appears to be out of control, given 3 months investment horizon. OAKRIDGE INTERNATIONAL maintains Sharpe Ratio (i.e., Efficiency) of 0.0413, which implies the company had a 0.0413 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for OAKRIDGE INTERNATIONAL, which you can use to evaluate the volatility of the entity. Please evaluate OAKRIDGE INTERNATIONAL's market risk adjusted performance of (0.49), and Coefficient Of Variation of 1157.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, OAKRIDGE INTERNATIONAL holds a performance score of 3. The firm holds a Beta of -2.04, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning OAKRIDGE INTERNATIONAL are expected to decrease by larger amounts. On the other hand, during market turmoil, OAKRIDGE INTERNATIONAL is expected to outperform it. Please check OAKRIDGE INTERNATIONAL's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether OAKRIDGE INTERNATIONAL's historical price patterns will revert.
Auto-correlation | -0.03 |
Very weak reverse predictability
OAKRIDGE INTERNATIONAL has very weak reverse predictability. Overlapping area represents the amount of predictability between OAKRIDGE INTERNATIONAL 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 OAKRIDGE INTERNATIONAL price movement. The serial correlation of -0.03 indicates that only 3.0% of current OAKRIDGE INTERNATIONAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
OAKRIDGE INTERNATIONAL lagged returns against current returns
Autocorrelation, which is OAKRIDGE INTERNATIONAL 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 OAKRIDGE INTERNATIONAL's stock expected returns. We can calculate the autocorrelation of OAKRIDGE INTERNATIONAL returns to help us make a trade decision. For example, suppose you find that OAKRIDGE INTERNATIONAL 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 |
OAKRIDGE INTERNATIONAL 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 OAKRIDGE INTERNATIONAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OAKRIDGE INTERNATIONAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OAKRIDGE INTERNATIONAL stock over time.
Current vs Lagged Prices |
| Timeline |
OAKRIDGE INTERNATIONAL Lagged Returns
When evaluating OAKRIDGE INTERNATIONAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OAKRIDGE INTERNATIONAL stock have on its future price. OAKRIDGE INTERNATIONAL 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, OAKRIDGE INTERNATIONAL autocorrelation shows the relationship between OAKRIDGE INTERNATIONAL stock current value and its past values and can show if there is a momentum factor associated with investing in OAKRIDGE INTERNATIONAL.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in OAKRIDGE Stock
OAKRIDGE INTERNATIONAL financial ratios help investors to determine whether OAKRIDGE 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 OAKRIDGE with respect to the benefits of owning OAKRIDGE INTERNATIONAL security.