Last close
$108.32
Both lenses score −3 to +3, in different senses: on Market Lens, +3 is strongly supportive conditions; on Valuation Lens, +3 is very cheap against modeled fair value.
Market Lens
- Trend
- Sideways
- Volatility
- Normal
- Vs trend
- Near trend
Japan Equities asset-class score
0.0
Balanced
Japan small caps are sideways with the lowest volatility in the class and were the only advancer on 16 October. Their strongest related force is the Gulf oil shock, since domestic small caps have little pricing power to pass through higher fuel costs.
Full evidence →Valuation Lens
—Unavailable
- Median fair value
- —market = 100
- 1y modeled return
- —
Japan small caps; not modeled separately.
Full distribution →Risk profile
- Annualised volatility
- 16.0%
- Max drawdown
- -28.6%
- 5y return (CAGR)
- 8.3%
SatellitePortfolio eligible
Realized statistics from five years of monthly total returns. Historical risk is context, not a forecast.
Technical
Supporting and opposing conditions
Supportive
- Only advancer in the class
- Lowest ATR in the class at 1.09%
Opposing
- None recorded.