Japan Exchange Group Stock Performance
| JPXGY Stock | USD 11.45 0.14 1.21% |
The company retains a Market Volatility (i.e., Beta) of 0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Japan Exchange's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan Exchange is expected to be smaller as well. At this point, Japan Exchange Group has a negative expected return of -0.0963%. Please make sure to check out Japan Exchange's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Japan Exchange Group performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Japan Exchange Group has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong technical and fundamental indicators, Japan Exchange is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 108.2 B | |
| Total Cashflows From Investing Activities | -13.3 B |
Japan |
Japan Exchange Relative Risk vs. Return Landscape
If you would invest 1,231 in Japan Exchange Group on September 20, 2024 and sell it today you would lose (86.00) from holding Japan Exchange Group or give up 6.99% of portfolio value over 90 days. Japan Exchange Group is currently producing negative expected returns and takes up 1.9449% volatility of returns over 90 trading days. Put another way, 17% of traded pink sheets are less volatile than Japan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Japan Exchange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Exchange's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Japan Exchange Group, and traders can use it to determine the average amount a Japan Exchange's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0495
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| Negative Returns | JPXGY |
Estimated Market Risk
| 1.94 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Japan Exchange is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Japan Exchange by adding Japan Exchange to a well-diversified portfolio.
Japan Exchange Fundamentals Growth
Japan Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Japan Exchange, and Japan Exchange fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Japan Pink Sheet performance.
| Return On Equity | 0.15 | |||
| Return On Asset | 6.0E-4 | |||
| Profit Margin | 0.35 % | |||
| Operating Margin | 0.50 % | |||
| Current Valuation | 6.28 B | |||
| Shares Outstanding | 1.06 B | |||
| Price To Earning | 16.30 X | |||
| Price To Book | 3.25 X | |||
| Price To Sales | 0.05 X | |||
| Revenue | 135.64 B | |||
| EBITDA | 90.18 B | |||
| Cash And Equivalents | 214.53 B | |||
| Cash Per Share | 203.65 X | |||
| Total Debt | 19.97 B | |||
| Debt To Equity | 0.16 % | |||
| Book Value Per Share | 295.32 X | |||
| Cash Flow From Operations | 58.19 B | |||
| Earnings Per Share | 0.35 X | |||
| Total Asset | 71.46 T | |||
| Retained Earnings | 176.33 B | |||
| Current Asset | 35.88 T | |||
| Current Liabilities | 35.79 T | |||
About Japan Exchange Performance
Evaluating Japan Exchange's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Japan Exchange has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Japan Exchange has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Japan Exchange Group, Inc. provides and operates markets for exchange-traded financial instruments in Japan. Japan Exchange Group, Inc. was incorporated in 1949 and is headquartered in Tokyo, Japan. JAPAN EXCHANGE operates under Financial Data Stock Exchanges classification in the United States and is traded on OTC Exchange. It employs 1193 people.Things to note about Japan Exchange Group performance evaluation
Checking the ongoing alerts about Japan Exchange for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Japan Exchange Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Japan Exchange Group generated a negative expected return over the last 90 days |
- Analyzing Japan Exchange's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Japan Exchange's stock is overvalued or undervalued compared to its peers.
- Examining Japan Exchange's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Japan Exchange's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Japan Exchange's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Japan Exchange's pink sheet. These opinions can provide insight into Japan Exchange's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Japan Pink Sheet Analysis
When running Japan Exchange's price analysis, check to measure Japan Exchange'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 Japan Exchange is operating at the current time. Most of Japan Exchange's value examination focuses on studying past and present price action to predict the probability of Japan Exchange's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan Exchange's price. Additionally, you may evaluate how the addition of Japan Exchange to your portfolios can decrease your overall portfolio volatility.