Japan Post (Germany) Volatility
| 4JP Stock | 25.40 0.60 2.42% |
Japan Post Insurance presents a moderate volatility profile across the designated investment span. It exhibits a Sharpe Ratio (Efficiency) of 0.0364, marking constructive risk-adjusted momentum over the last 3 months. We identified 30 technical signals influencing current risk dynamics.
Sharpe Ratio = 0.0364
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| Cash | Small Risk | 4JP | High Risk | Huge Risk |
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Estimated Market Risk
| 2.15 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Japan Post Insurance (4JP.STU) recorded a Market Risk Adjusted Performance of 3.3%, a Risk of 2.15, and a Risk Adjusted Performance of 0.04%. Based on monthly positioning, Japan Post is trading near 2% of its historical trend band. Diversified allocation alters its relative contribution to total volatility.
Key indicators related to Japan Post's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The odds of financial distress - captured in Japan Post's risk module - provide a fundamental complement to statistical volatility measures. High financial distress probability for Japan Post amplifies the risk of extreme downside scenarios beyond what historical volatility.
Japan |
Volatility Strategy
Return dispersion in Japan Post Insurance may shift allocation dynamics across market regimes. Current statistical measures show total volatility near 2.15% with a beta coefficient of 0.0265, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0364, evaluates return per unit of total risk. An alpha value of 0.0884 reflects performance relative to systematic market exposure. Expected return estimates near 0.0782% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Risk appetite shifts can affect dispersion levels.
Main indicators related to Japan Post's market risk premium analysis include:
Beta 0.0265 | Alpha 0.0884 | Risk 2.15 | Sharpe Ratio 0.0364 | Expected Return 0.0782 |
Moving against Japan Stock
Sensitivity To Market
Japan Post beta reading of 0.0265 indicates responsiveness to overall market conditions. Regression analysis provides this systematic risk estimate. Observed volatility stands at roughly 2.15%.Observed volatility for Japan Post Insurance indicates a moderate level of price variability based on recent dispersion statistics. For stocks, volatility can be sensitive to changes in rates, inflation expectations, and overall market tone.
3 Months Beta |Analyze Japan Post Insurance Demand TrendCheck current 90 days Japan Post correlation with market (Dow Jones Industrial)Downside Risk
Japan standard deviation captures the average daily price deviation from the mean over your selected investment horizon. Volatile instruments show higher standard deviations; stable ones show lower.
Standard Deviation | 2.15 |
Standard deviation of Japan Post measures total price dispersion, including upside moves. Downside risk is more specifically measured by semi-deviation or downside deviation of Japan Post's returns. Japan Post Insurance (4JP.STU) recorded a Downside Deviation of 2.64, a Downside Variance of 6.99, and a Maximum Drawdown of 10.17.
Stock Volatility Analysis
The volatility of Japan Post stock is a key determinant of both risk and reward for investors. Sharp price movements in Japan Post's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Japan Post Insurance Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming the 90-day trading horizon Japan Post has a beta of 0.0265 . This suggests as returns on the market go up, Japan Post's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Japan Post Insurance is expected to be smaller as well.Japan Post exhibits both macro-linked volatility and company or sector-specific developments. Beta and standard deviation provide insight into relative market risk. Japan Post Insurance (4JP.STU) recorded a Downside Deviation of 2.64, a Mean Deviation of 1.68, and a Semi Deviation of 2.27.
Predicted Return Density |
| Returns |
What Drives Japan Post's Price Volatility?
Several factors can influence Japan Post's market volatility:Industry Dynamics
Sector-level events can directly affect Japan Post's price stability. Regulatory changes, supply disruptions, or shifts in demand within Japan Post's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Japan Post.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Japan Post's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Japan Post. During periods of economic expansion, Japan Post's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Japan Post's Company-Specific Factors
Volatility can also stem from events unique to Japan Post. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Japan Post's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Japan Post's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Japan Post is 2750.1. The daily returns are distributed with a variance of 4.62 and standard deviation of 2.15. The mean deviation of Japan Post Insurance is currently at 1.66. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 2.15 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Japan Post return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 2.1501% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.22 | -0.39 | 0.59 | -0.23 | 0.12 | SQS | ||
| 0.22 | -0.16 | 0.19 | -0.24 | 0.14 | HIP | ||
| -0.39 | -0.16 | 0.0 | 0.89 | -0.66 | KDIC | ||
| 0.59 | 0.19 | 0.0 | 0.12 | -0.08 | IC1H | ||
| -0.23 | -0.24 | 0.89 | 0.12 | -0.71 | 16U | ||
| 0.12 | 0.14 | -0.66 | -0.08 | -0.71 | PSAN | ||
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Evaluating Japan Stock requires separating price momentum from underlying business quality relative to competitors. Risk-adjusted metrics allow investors to compare Japan Post's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SQS | 2.40 | 0.01 | 0.03 | -0.10 | 3.70 | 5.59 | 24.72 | |||
| HIP | 1.79 | 0.07 | 0.08 | -0.73 | 1.84 | 4.21 | 9.54 | |||
| KDIC | 2.48 | -0.45 | 0.00 | -71.91 | 0.00 | 4.00 | 24.06 | |||
| IC1H | 1.29 | 0.05 | 0.08 | 1.22 | 1.32 | 2.61 | 8.61 | |||
| 16U | 3.27 | -1.35 | 0.00 | -1.43 | 0.00 | 4.76 | 24.74 | |||
| PSAN | 0.41 | 0.02 | 0.11 | 0.25 | 0.53 | 0.88 | 3.96 |
Risk Metrics, Assumptions & Methodology
Volatility for Japan Post measures return dispersion and uncertainty over time. Volatility expansion can alter risk assumptions quickly. Japan Post has a market cap of 5.61 B.
Data shown for Japan Post Insurance is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardJapan Post Investment Opportunity
Recent data suggests that Japan Post Insurance is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.59x factor. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Japan Post Insurance to enhance the returns of your portfolios. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected upward trend. Watch out for market signals. Check odds of Japan Post to be traded at 30.48 in 90 days.Poor diversification
Across the chosen horizon, 4JP and DJI show a correlation of 0.61 and fall into the Poor diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Japan Post Additional Risk Indicators
A broader risk-indicator set for Japan Post Insurance can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.042 | |||
| Market Risk Adjusted Performance | 3.26 | |||
| Mean Deviation | 1.68 | |||
| Semi Deviation | 2.27 | |||
| Downside Deviation | 2.64 | |||
| Coefficient Of Variation | 2224.53 | |||
| Standard Deviation | 2.14 |
Japan Post Suggested Diversification Pairs
A pair strategy built around Japan Post Insurance is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Japan Post, market-wide risk remains. What pair trading can address is Japan Post's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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