Mitsui OSK (Germany) Market Value
| MILA Stock | EUR 33.14 0.03 0.09% |
| Symbol | Mitsui |
Mitsui OSK '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 Mitsui OSK'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 Mitsui OSK.
| 12/27/2024 |
| 03/27/2025 |
If you would invest 0.00 in Mitsui OSK on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding Mitsui OSK Lines or generate 0.0% return on investment in Mitsui OSK over 90 days. Mitsui OSK is related to or competes with Salesforce, WIZZ AIR, Air New, CARSALES, MUTUIONLINE, SOGECLAIR, and FAIR ISAAC. Lines, Ltd. provides ocean shipping services in Japan, North America, Europe, Asia, and internationally More
Mitsui OSK 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 Mitsui OSK'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 Mitsui OSK Lines upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0401 | |||
| Maximum Drawdown | 15.3 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 2.69 |
Mitsui OSK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui OSK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui OSK's standard deviation. In reality, there are many statistical measures that can use Mitsui OSK historical prices to predict the future Mitsui OSK's volatility.| Risk Adjusted Performance | 0.0429 | |||
| Jensen Alpha | 0.0834 | |||
| Total Risk Alpha | 0.0908 | |||
| Sortino Ratio | 0.0369 | |||
| Treynor Ratio | (0.20) |
Mitsui OSK Lines Backtested Returns
At this point, Mitsui OSK is very steady. Mitsui OSK Lines has Sharpe Ratio of 0.0313, which conveys that the firm had a 0.0313 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mitsui OSK, which you can use to evaluate the volatility of the firm. Please verify Mitsui OSK's Risk Adjusted Performance of 0.0429, downside deviation of 2.36, and Mean Deviation of 1.55 to check out if the risk estimate we provide is consistent with the expected return of 0.0644%. Mitsui OSK has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mitsui OSK are expected to decrease at a much lower rate. During the bear market, Mitsui OSK is likely to outperform the market. Mitsui OSK Lines right now secures a risk of 2.06%. Please verify Mitsui OSK Lines sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Mitsui OSK Lines will be following its current price movements.
Auto-correlation | -0.37 |
Poor reverse predictability
Mitsui OSK Lines has poor reverse predictability. Overlapping area represents the amount of predictability between Mitsui OSK time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 Mitsui OSK Lines price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Mitsui OSK price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Mitsui OSK Lines lagged returns against current returns
Autocorrelation, which is Mitsui OSK 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 Mitsui OSK's stock expected returns. We can calculate the autocorrelation of Mitsui OSK returns to help us make a trade decision. For example, suppose you find that Mitsui OSK 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 |
Mitsui OSK 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 Mitsui OSK stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui OSK stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsui OSK stock over time.
Current vs Lagged Prices |
| Timeline |
Mitsui OSK Lagged Returns
When evaluating Mitsui OSK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui OSK stock have on its future price. Mitsui OSK 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, Mitsui OSK autocorrelation shows the relationship between Mitsui OSK stock current value and its past values and can show if there is a momentum factor associated with investing in Mitsui OSK Lines.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mitsui Stock
Mitsui OSK financial ratios help investors to determine whether Mitsui 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 Mitsui with respect to the benefits of owning Mitsui OSK security.