Fuji Media's market value is the price at which a share of Fuji Media trades on a public exchange. It measures the collective expectations of Fuji Media Holdings investors about its performance. Fuji Media is trading at 10.50 as of the 4th of January 2025, a 0.96 percent increase since the beginning of the trading day. The stock's lowest day price was 10.5. With this module, you can estimate the performance of a buy and hold strategy of Fuji Media Holdings and determine expected loss or profit from investing in Fuji Media over a given investment horizon. Check out Fuji Media Correlation, Fuji Media Volatility and Fuji Media Alpha and Beta module to complement your research on Fuji Media.
Please note, there is a significant difference between Fuji Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fuji Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fuji Media'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.
Fuji Media '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 Media'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 Fuji Media.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Fuji Media'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 Fuji Media 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 Fuji Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuji Media's standard deviation. In reality, there are many statistical measures that can use Fuji Media historical prices to predict the future Fuji Media's volatility.
At this point, Fuji Media is not too volatile. Fuji Media Holdings secures Sharpe Ratio (or Efficiency) of 0.0087, which denotes the company had a 0.0087% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Fuji Media Holdings, which you can use to evaluate the volatility of the firm. Please confirm Fuji Media's Coefficient Of Variation of 11495.56, mean deviation of 1.29, and Downside Deviation of 1.94 to check if the risk estimate we provide is consistent with the expected return of 0.0154%. The firm shows a Beta (market volatility) of -0.0942, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fuji Media are expected to decrease at a much lower rate. During the bear market, Fuji Media is likely to outperform the market. Fuji Media Holdings right now shows a risk of 1.77%. Please confirm Fuji Media Holdings jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if Fuji Media Holdings will be following its price patterns.
Auto-correlation
-0.27
Weak reverse predictability
Fuji Media Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Fuji Media time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Fuji Media Holdings price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Fuji Media price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.27
Spearman Rank Test
-0.11
Residual Average
0.0
Price Variance
0.06
Fuji Media Holdings lagged returns against current returns
Autocorrelation, which is Fuji Media 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 Fuji Media's stock expected returns. We can calculate the autocorrelation of Fuji Media returns to help us make a trade decision. For example, suppose you find that Fuji Media 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
Fuji Media 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 Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fuji Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fuji Media stock over time.
Current vs Lagged Prices
Timeline
Fuji Media Lagged Returns
When evaluating Fuji Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fuji Media stock have on its future price. Fuji Media 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 Media autocorrelation shows the relationship between Fuji Media stock current value and its past values and can show if there is a momentum factor associated with investing in Fuji Media Holdings.
Regressed Prices
Timeline
Also Currently Popular
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.
Fuji Media financial ratios help investors to determine whether Fuji 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 Fuji with respect to the benefits of owning Fuji Media security.