FUJIFILM Holdings' market value is the price at which a share of FUJIFILM Holdings trades on a public exchange. It measures the collective expectations of FUJIFILM Holdings investors about its performance. FUJIFILM Holdings is trading at 19.23 as of the 18th of January 2025. This is a 3.22% increase since the beginning of the trading day. The stock's lowest day price was 19.23. With this module, you can estimate the performance of a buy and hold strategy of FUJIFILM Holdings and determine expected loss or profit from investing in FUJIFILM Holdings over a given investment horizon. Check out FUJIFILM Holdings Correlation, FUJIFILM Holdings Volatility and FUJIFILM Holdings Alpha and Beta module to complement your research on FUJIFILM Holdings.
Please note, there is a significant difference between FUJIFILM Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if FUJIFILM Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FUJIFILM Holdings' 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.
FUJIFILM Holdings '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 FUJIFILM Holdings' 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 FUJIFILM Holdings.
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01/24/2024
No Change 0.00
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In 11 months and 27 days
01/18/2025
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If you would invest 0.00 in FUJIFILM Holdings on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding FUJIFILM Holdings or generate 0.0% return on investment in FUJIFILM Holdings over 360 days. FUJIFILM Holdings is related to or competes with Hitachi, Marubeni Corp, and Compass Diversified. FUJIFILM Holdings Corporation develops, manufactures, sells, and services imaging, healthcare, materials, and business i... More
FUJIFILM Holdings 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 FUJIFILM Holdings' 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 FUJIFILM 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 FUJIFILM Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FUJIFILM Holdings' standard deviation. In reality, there are many statistical measures that can use FUJIFILM Holdings historical prices to predict the future FUJIFILM Holdings' volatility.
FUJIFILM Holdings secures Sharpe Ratio (or Efficiency) of -0.0765, which denotes the company had a -0.0765% return per unit of risk over the last 3 months. FUJIFILM Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FUJIFILM Holdings' Coefficient Of Variation of (1,359), standard deviation of 4.21, and Mean Deviation of 1.64 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FUJIFILM Holdings are expected to decrease at a much lower rate. During the bear market, FUJIFILM Holdings is likely to outperform the market. At this point, FUJIFILM Holdings has a negative expected return of -0.34%. Please make sure to confirm FUJIFILM Holdings' total risk alpha, as well as the relationship between the kurtosis and day typical price , to decide if FUJIFILM Holdings performance from the past will be repeated at future time.
Auto-correlation
-0.59
Good reverse predictability
FUJIFILM Holdings has good reverse predictability. Overlapping area represents the amount of predictability between FUJIFILM Holdings time series from 24th of January 2024 to 22nd of July 2024 and 22nd of July 2024 to 18th 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 FUJIFILM Holdings price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current FUJIFILM Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.59
Spearman Rank Test
0.26
Residual Average
0.0
Price Variance
2.0
FUJIFILM Holdings lagged returns against current returns
Autocorrelation, which is FUJIFILM Holdings 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 FUJIFILM Holdings' pink sheet expected returns. We can calculate the autocorrelation of FUJIFILM Holdings returns to help us make a trade decision. For example, suppose you find that FUJIFILM Holdings 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
FUJIFILM Holdings 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 FUJIFILM Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FUJIFILM Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FUJIFILM Holdings pink sheet over time.
Current vs Lagged Prices
Timeline
FUJIFILM Holdings Lagged Returns
When evaluating FUJIFILM Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FUJIFILM Holdings pink sheet have on its future price. FUJIFILM Holdings 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, FUJIFILM Holdings autocorrelation shows the relationship between FUJIFILM Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FUJIFILM Holdings.
Other Information on Investing in FUJIFILM Pink Sheet
FUJIFILM Holdings financial ratios help investors to determine whether FUJIFILM 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 FUJIFILM with respect to the benefits of owning FUJIFILM Holdings security.