Isetan Mitsukoshi's market value is the price at which a share of Isetan Mitsukoshi trades on a public exchange. It measures the collective expectations of Isetan Mitsukoshi Holdings investors about its performance. Isetan Mitsukoshi is trading at 15.70 as of the 8th of January 2025. This is a 3.09 percent decrease since the beginning of the trading day. The stock's lowest day price was 15.6. With this module, you can estimate the performance of a buy and hold strategy of Isetan Mitsukoshi Holdings and determine expected loss or profit from investing in Isetan Mitsukoshi over a given investment horizon. Check out Isetan Mitsukoshi Correlation, Isetan Mitsukoshi Volatility and Isetan Mitsukoshi Alpha and Beta module to complement your research on Isetan Mitsukoshi.
Please note, there is a significant difference between Isetan Mitsukoshi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Isetan Mitsukoshi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Isetan Mitsukoshi's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Isetan Mitsukoshi '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 Isetan Mitsukoshi'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 Isetan Mitsukoshi.
0.00
01/14/2024
No Change 0.00
0.0
In 11 months and 27 days
01/08/2025
0.00
If you would invest 0.00 in Isetan Mitsukoshi on January 14, 2024 and sell it all today you would earn a total of 0.00 from holding Isetan Mitsukoshi Holdings or generate 0.0% return on investment in Isetan Mitsukoshi over 360 days. Isetan Mitsukoshi is related to or competes with Harmony Gold, HK Electric, MINCO SILVER, Keck Seng, PennantPark Investment, MCEWEN MINING, and ANGLO ASIAN. Isetan Mitsukoshi Holdings Ltd., together with its subsidiaries, engages in the department store business in Japan and i... More
Isetan Mitsukoshi 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 Isetan Mitsukoshi'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 Isetan Mitsukoshi Holdings upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Isetan Mitsukoshi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Isetan Mitsukoshi's standard deviation. In reality, there are many statistical measures that can use Isetan Mitsukoshi historical prices to predict the future Isetan Mitsukoshi's volatility.
Isetan Mitsukoshi appears to be somewhat reliable, given 3 months investment horizon. Isetan Mitsukoshi holds Efficiency (Sharpe) Ratio of 0.0884, which attests that the entity had a 0.0884% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Isetan Mitsukoshi, which you can use to evaluate the volatility of the firm. Please utilize Isetan Mitsukoshi's Downside Deviation of 2.76, risk adjusted performance of 0.0785, and Market Risk Adjusted Performance of (1.30) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Isetan Mitsukoshi holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of -0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Isetan Mitsukoshi are expected to decrease at a much lower rate. During the bear market, Isetan Mitsukoshi is likely to outperform the market. Please check Isetan Mitsukoshi's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Isetan Mitsukoshi's current trending patterns will revert.
Auto-correlation
-0.37
Poor reverse predictability
Isetan Mitsukoshi Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Isetan Mitsukoshi time series from 14th of January 2024 to 12th of July 2024 and 12th of July 2024 to 8th of January 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 Isetan Mitsukoshi price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Isetan Mitsukoshi price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.37
Spearman Rank Test
-0.09
Residual Average
0.0
Price Variance
2.92
Isetan Mitsukoshi lagged returns against current returns
Autocorrelation, which is Isetan Mitsukoshi 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 Isetan Mitsukoshi's stock expected returns. We can calculate the autocorrelation of Isetan Mitsukoshi returns to help us make a trade decision. For example, suppose you find that Isetan Mitsukoshi 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
Isetan Mitsukoshi 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 Isetan Mitsukoshi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Isetan Mitsukoshi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Isetan Mitsukoshi stock over time.
Current vs Lagged Prices
Timeline
Isetan Mitsukoshi Lagged Returns
When evaluating Isetan Mitsukoshi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Isetan Mitsukoshi stock have on its future price. Isetan Mitsukoshi 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, Isetan Mitsukoshi autocorrelation shows the relationship between Isetan Mitsukoshi stock current value and its past values and can show if there is a momentum factor associated with investing in Isetan Mitsukoshi Holdings.
Isetan Mitsukoshi financial ratios help investors to determine whether Isetan 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 Isetan with respect to the benefits of owning Isetan Mitsukoshi security.