Mitsui Fudosan's market value is the price at which a share of Mitsui Fudosan trades on a public exchange. It measures the collective expectations of Mitsui Fudosan Co investors about its performance. Mitsui Fudosan is trading at 7.97 as of the 11th of January 2025. This is a 1.27 percent increase since the beginning of the trading day. The stock's lowest day price was 7.97. With this module, you can estimate the performance of a buy and hold strategy of Mitsui Fudosan Co and determine expected loss or profit from investing in Mitsui Fudosan over a given investment horizon. Check out Mitsui Fudosan Correlation, Mitsui Fudosan Volatility and Mitsui Fudosan Alpha and Beta module to complement your research on Mitsui Fudosan.
Please note, there is a significant difference between Mitsui Fudosan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mitsui Fudosan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mitsui Fudosan'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.
Mitsui Fudosan '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 Fudosan'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 Mitsui Fudosan.
0.00
12/12/2024
No Change 0.00
0.0
In 31 days
01/11/2025
0.00
If you would invest 0.00 in Mitsui Fudosan on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Mitsui Fudosan Co or generate 0.0% return on investment in Mitsui Fudosan over 30 days. Mitsui Fudosan is related to or competes with Mitsubishi Estate, Macquarie Group, Daiwa House, Thrivent High, Morningstar Unconstrained, High Yield, and Via Renewables. Mitsui Fudosan Co., Ltd. operates as a real estate company in Japan More
Mitsui Fudosan 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 Fudosan'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 Mitsui Fudosan 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 Mitsui Fudosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Fudosan's standard deviation. In reality, there are many statistical measures that can use Mitsui Fudosan historical prices to predict the future Mitsui Fudosan's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mitsui Fudosan. Your research has to be compared to or analyzed against Mitsui Fudosan's peers to derive any actionable benefits. When done correctly, Mitsui Fudosan's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Mitsui Fudosan.
Mitsui Fudosan Backtested Returns
Mitsui Fudosan has Sharpe Ratio of -0.18, which conveys that the firm had a -0.18% return per unit of risk over the last 3 months. Mitsui Fudosan exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mitsui Fudosan's Mean Deviation of 0.8904, risk adjusted performance of (0.14), and Standard Deviation of 1.53 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitsui Fudosan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui Fudosan is expected to be smaller as well. At this point, Mitsui Fudosan has a negative expected return of -0.29%. Please make sure to verify Mitsui Fudosan's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Mitsui Fudosan performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.19
Insignificant reverse predictability
Mitsui Fudosan Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mitsui Fudosan time series from 12th of December 2024 to 27th of December 2024 and 27th of December 2024 to 11th 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 Mitsui Fudosan price movement. The serial correlation of -0.19 indicates that over 19.0% of current Mitsui Fudosan price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.19
Spearman Rank Test
0.14
Residual Average
0.0
Price Variance
0.0
Mitsui Fudosan lagged returns against current returns
Autocorrelation, which is Mitsui Fudosan 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 Mitsui Fudosan's pink sheet expected returns. We can calculate the autocorrelation of Mitsui Fudosan returns to help us make a trade decision. For example, suppose you find that Mitsui Fudosan 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
Mitsui Fudosan 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 Fudosan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui Fudosan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsui Fudosan pink sheet over time.
Current vs Lagged Prices
Timeline
Mitsui Fudosan Lagged Returns
When evaluating Mitsui Fudosan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui Fudosan pink sheet have on its future price. Mitsui Fudosan 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 Fudosan autocorrelation shows the relationship between Mitsui Fudosan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsui Fudosan Co.
Other Information on Investing in Mitsui Pink Sheet
Mitsui Fudosan financial ratios help investors to determine whether Mitsui 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 Mitsui with respect to the benefits of owning Mitsui Fudosan security.