Mitsubishi Estate (Germany) Market Value
| MES Stock | EUR 13.80 0.20 1.47% |
| Symbol | Mitsubishi |
Mitsubishi Estate '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 Mitsubishi Estate'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 Mitsubishi Estate.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Mitsubishi Estate on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Mitsubishi Estate Co or generate 0.0% return on investment in Mitsubishi Estate over 90 days. Mitsubishi Estate is related to or competes with UNITED UTILITIES, KAUFMAN ET, NORTHEAST UTILITIES, Yuexiu Transport, NAGOYA RAILROAD, Iridium Communications, and Mobilezone Holding. Mitsubishi Estate Co., Ltd. engages in the real estate activities in Japan and internationally More
Mitsubishi Estate 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 Mitsubishi Estate'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 Mitsubishi Estate Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.1038 | |||
| Maximum Drawdown | 6.64 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.31 |
Mitsubishi Estate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsubishi Estate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsubishi Estate's standard deviation. In reality, there are many statistical measures that can use Mitsubishi Estate historical prices to predict the future Mitsubishi Estate's volatility.| Risk Adjusted Performance | 0.0369 | |||
| Jensen Alpha | 0.0676 | |||
| Total Risk Alpha | 0.2336 | |||
| Sortino Ratio | 0.0955 | |||
| Treynor Ratio | 0.2357 |
Mitsubishi Estate Backtested Returns
At this point, Mitsubishi Estate is not too volatile. Mitsubishi Estate has Sharpe Ratio of 0.0728, which conveys that the firm had a 0.0728 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mitsubishi Estate, which you can use to evaluate the volatility of the firm. Please verify Mitsubishi Estate's Mean Deviation of 1.14, downside deviation of 1.63, and Risk Adjusted Performance of 0.0369 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Mitsubishi Estate has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitsubishi Estate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsubishi Estate is expected to be smaller as well. Mitsubishi Estate right now secures a risk of 1.52%. Please verify Mitsubishi Estate Co treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Mitsubishi Estate Co will be following its current price movements.
Auto-correlation | -0.28 |
Weak reverse predictability
Mitsubishi Estate Co has weak reverse predictability. Overlapping area represents the amount of predictability between Mitsubishi Estate 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 Mitsubishi Estate price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Mitsubishi Estate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Mitsubishi Estate lagged returns against current returns
Autocorrelation, which is Mitsubishi Estate 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 Mitsubishi Estate's stock expected returns. We can calculate the autocorrelation of Mitsubishi Estate returns to help us make a trade decision. For example, suppose you find that Mitsubishi Estate 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 |
Mitsubishi Estate 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 Mitsubishi Estate stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsubishi Estate stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsubishi Estate stock over time.
Current vs Lagged Prices |
| Timeline |
Mitsubishi Estate Lagged Returns
When evaluating Mitsubishi Estate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsubishi Estate stock have on its future price. Mitsubishi Estate 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, Mitsubishi Estate autocorrelation shows the relationship between Mitsubishi Estate stock current value and its past values and can show if there is a momentum factor associated with investing in Mitsubishi Estate Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mitsubishi Stock
Mitsubishi Estate financial ratios help investors to determine whether Mitsubishi 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 Mitsubishi with respect to the benefits of owning Mitsubishi Estate security.