Marui Group's market value is the price at which a share of Marui Group trades on a public exchange. It measures the collective expectations of Marui Group Co investors about its performance. Marui Group is trading at 31.63 as of the 14th of January 2025; that is No Change since the beginning of the trading day. The stock's open price was 31.63. With this module, you can estimate the performance of a buy and hold strategy of Marui Group Co and determine expected loss or profit from investing in Marui Group over a given investment horizon. Check out Marui Group Correlation, Marui Group Volatility and Marui Group Alpha and Beta module to complement your research on Marui Group.
Please note, there is a significant difference between Marui Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marui Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marui Group'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.
Marui Group '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 Marui Group'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 Marui Group.
0.00
12/15/2024
No Change 0.00
0.0
In 31 days
01/14/2025
0.00
If you would invest 0.00 in Marui Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Marui Group Co or generate 0.0% return on investment in Marui Group over 30 days. Marui Group is related to or competes with American Express, Ally Financial, Mastercard, Visa, PayPal Holdings, Upstart Holdings, and SoFi Technologies. Marui Group Co., Ltd., an investment holding company, engages in the retailing and FinTech businesses in Japan More
Marui Group 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 Marui Group'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 Marui Group Co 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 Marui Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marui Group's standard deviation. In reality, there are many statistical measures that can use Marui Group historical prices to predict the future Marui Group's volatility.
At this stage we consider Marui Pink Sheet to be not too volatile. Marui Group has Sharpe Ratio of 0.023, which conveys that the firm had a 0.023% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Marui Group, which you can use to evaluate the volatility of the firm. Please verify Marui Group's Downside Deviation of 8.36, mean deviation of 3.77, and Risk Adjusted Performance of 0.0159 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Marui Group has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marui Group are expected to decrease at a much lower rate. During the bear market, Marui Group is likely to outperform the market. Marui Group right now secures a risk of 6.53%. Please verify Marui Group Co jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Marui Group Co will be following its current price movements.
Auto-correlation
-0.69
Very good reverse predictability
Marui Group Co has very good reverse predictability. Overlapping area represents the amount of predictability between Marui Group time series from 15th of December 2024 to 30th of December 2024 and 30th of December 2024 to 14th 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 Marui Group price movement. The serial correlation of -0.69 indicates that around 69.0% of current Marui Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.69
Spearman Rank Test
0.62
Residual Average
0.0
Price Variance
1.11
Marui Group lagged returns against current returns
Autocorrelation, which is Marui Group 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 Marui Group's pink sheet expected returns. We can calculate the autocorrelation of Marui Group returns to help us make a trade decision. For example, suppose you find that Marui Group 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
Marui Group 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 Marui Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marui Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marui Group pink sheet over time.
Current vs Lagged Prices
Timeline
Marui Group Lagged Returns
When evaluating Marui Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marui Group pink sheet have on its future price. Marui Group 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, Marui Group autocorrelation shows the relationship between Marui Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Marui Group Co.
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.
When running Marui Group's price analysis, check to measure Marui Group'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 Marui Group is operating at the current time. Most of Marui Group's value examination focuses on studying past and present price action to predict the probability of Marui Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marui Group's price. Additionally, you may evaluate how the addition of Marui Group to your portfolios can decrease your overall portfolio volatility.