ORIX JREIT (Germany) Technical Analysis
O2F Stock | EUR 1,000.00 10.00 0.99% |
As of the 11th of December 2024, ORIX JREIT holds the risk adjusted performance of 0.067, and Semi Deviation of 0.7749. Concerning fundamental indicators, the technical analysis model allows you to check practical technical drivers of ORIX JREIT, as well as the relationship between them. Please check ORIX JREIT INC variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if ORIX JREIT INC is priced more or less accurately, providing market reflects its current price of 1000.0 per share.
ORIX JREIT Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ORIX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ORIXORIX |
ORIX JREIT technical stock 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, stock market cycles, or different charting patterns.
ORIX JREIT INC Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of ORIX JREIT INC volatility. High ATR values indicate high volatility, and low values indicate low volatility.
ORIX JREIT INC Trend Analysis
Use this graph to draw trend lines for ORIX JREIT INC. You can use it to identify possible trend reversals for ORIX JREIT as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual ORIX JREIT price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.ORIX JREIT Best Fit Change Line
The following chart estimates an ordinary least squares regression model for ORIX JREIT INC applied against its price change over selected period. The best fit line has a slop of 2.01 , which means ORIX JREIT INC will continue generating value for investors. It has 122 observation points and a regression sum of squares at 152361.93, which is the sum of squared deviations for the predicted ORIX JREIT price change compared to its average price change.About ORIX JREIT Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of ORIX JREIT INC on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of ORIX JREIT INC based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on ORIX JREIT INC price pattern first instead of the macroeconomic environment surrounding ORIX JREIT INC. By analyzing ORIX JREIT's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of ORIX JREIT's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to ORIX JREIT specific price patterns or momentum indicators. Please read more on our technical analysis page.
ORIX JREIT December 11, 2024 Technical Indicators
Most technical analysis of ORIX help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for ORIX from various momentum indicators to cycle indicators. When you analyze ORIX charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.067 | |||
Market Risk Adjusted Performance | 0.4316 | |||
Mean Deviation | 0.7352 | |||
Semi Deviation | 0.7749 | |||
Downside Deviation | 1.42 | |||
Coefficient Of Variation | 1139.91 | |||
Standard Deviation | 1.14 | |||
Variance | 1.3 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | 0.0657 | |||
Total Risk Alpha | (0.09) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.4216 | |||
Maximum Drawdown | 6.55 | |||
Value At Risk | (1.56) | |||
Potential Upside | 2.04 | |||
Downside Variance | 2.02 | |||
Semi Variance | 0.6005 | |||
Expected Short fall | (1.38) | |||
Skewness | 0.5684 | |||
Kurtosis | 4.47 |
Complementary Tools for ORIX Stock analysis
When running ORIX JREIT's price analysis, check to measure ORIX JREIT'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 ORIX JREIT is operating at the current time. Most of ORIX JREIT's value examination focuses on studying past and present price action to predict the probability of ORIX JREIT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ORIX JREIT's price. Additionally, you may evaluate how the addition of ORIX JREIT to your portfolios can decrease your overall portfolio volatility.
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