Fujitsu Limited Stock Market Value
| FJTSF Stock | USD 18.50 0.50 2.78% |
| Symbol | Fujitsu |
Fujitsu '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 Fujitsu'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 Fujitsu.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Fujitsu on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Fujitsu Limited or generate 0.0% return on investment in Fujitsu over 90 days. Fujitsu is related to or competes with ASGN, CACI International, and Genpact. Fujitsu Limited operates as an information and communication technology company in Japan and internationally More
Fujitsu 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 Fujitsu'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 Fujitsu Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.68 | |||
| Information Ratio | 0.0708 | |||
| Maximum Drawdown | 42.63 | |||
| Value At Risk | (13.80) | |||
| Potential Upside | 16.6 |
Fujitsu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fujitsu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fujitsu's standard deviation. In reality, there are many statistical measures that can use Fujitsu historical prices to predict the future Fujitsu's volatility.| Risk Adjusted Performance | 0.0607 | |||
| Jensen Alpha | 0.4423 | |||
| Total Risk Alpha | 1.58 | |||
| Sortino Ratio | 0.0703 | |||
| Treynor Ratio | (0.93) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fujitsu'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.
Fujitsu Limited Backtested Returns
Fujitsu appears to be slightly risky, given 3 months investment horizon. Fujitsu Limited secures Sharpe Ratio (or Efficiency) of 0.0646, which denotes the company had a 0.0646 % return per unit of risk over the last 3 months. By reviewing Fujitsu's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize Fujitsu's Coefficient Of Variation of 1685.07, downside deviation of 8.68, and Mean Deviation of 6.43 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fujitsu holds a performance score of 5. The firm shows a Beta (market volatility) of -0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fujitsu are expected to decrease at a much lower rate. During the bear market, Fujitsu is likely to outperform the market. Please check Fujitsu's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Fujitsu's price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Fujitsu Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Fujitsu time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Fujitsu Limited price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Fujitsu price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 1.74 |
Fujitsu Limited lagged returns against current returns
Autocorrelation, which is Fujitsu 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 Fujitsu's pink sheet expected returns. We can calculate the autocorrelation of Fujitsu returns to help us make a trade decision. For example, suppose you find that Fujitsu 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 |
Fujitsu 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 Fujitsu pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fujitsu pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fujitsu pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fujitsu Lagged Returns
When evaluating Fujitsu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fujitsu pink sheet have on its future price. Fujitsu 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, Fujitsu autocorrelation shows the relationship between Fujitsu pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fujitsu Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fujitsu Pink Sheet
Fujitsu financial ratios help investors to determine whether Fujitsu Pink Sheet 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 Fujitsu with respect to the benefits of owning Fujitsu security.