Fuji Electric Co Stock Market Value
| FELTY Stock | USD 13.64 0.13 0.94% |
| Symbol | Fuji |
Fuji Electric '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 Fuji Electric's pink sheet 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 Fuji Electric.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Fuji Electric on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Fuji Electric Co or generate 0.0% return on investment in Fuji Electric over 90 days. Fuji Electric is related to or competes with Legrand SA, Sunrise New, Alfen NV, ADS TEC, ABB, Ads Tec, and Tantalus Systems. Fuji Electric Co., Ltd., together with its subsidiaries, develops power semiconductors and electronics solutions in Japa... More
Fuji Electric 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 Fuji Electric's pink sheet 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 Fuji Electric Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 12.86 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 3.46 |
Fuji Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuji Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuji Electric's standard deviation. In reality, there are many statistical measures that can use Fuji Electric historical prices to predict the future Fuji Electric's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fuji Electric's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fuji Electric Backtested Returns
Fuji Electric secures Sharpe Ratio (or Efficiency) of -0.051, which denotes the company had a -0.051% return per unit of risk over the last 3 months. Fuji Electric Co exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fuji Electric's Standard Deviation of 2.17, mean deviation of 1.59, and Variance of 4.69 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.67, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fuji Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fuji Electric is expected to be smaller as well. At this point, Fuji Electric has a negative expected return of -0.11%. Please make sure to confirm Fuji Electric's standard deviation, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if Fuji Electric performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.65 |
Good predictability
Fuji Electric Co has good predictability. Overlapping area represents the amount of predictability between Fuji Electric time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fuji Electric price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Fuji Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Fuji Electric lagged returns against current returns
Autocorrelation, which is Fuji Electric pink sheet'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 Fuji Electric's pink sheet expected returns. We can calculate the autocorrelation of Fuji Electric returns to help us make a trade decision. For example, suppose you find that Fuji Electric has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Fuji Electric 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 Fuji Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fuji Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fuji Electric pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fuji Electric Lagged Returns
When evaluating Fuji Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fuji Electric pink sheet have on its future price. Fuji Electric 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, Fuji Electric autocorrelation shows the relationship between Fuji Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fuji Electric Co.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Fuji Pink Sheet Analysis
When running Fuji Electric's price analysis, check to measure Fuji Electric'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 Fuji Electric is operating at the current time. Most of Fuji Electric's value examination focuses on studying past and present price action to predict the probability of Fuji Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fuji Electric's price. Additionally, you may evaluate how the addition of Fuji Electric to your portfolios can decrease your overall portfolio volatility.