Mitsui Fudosan Co Stock Market Value
| MTSFY Stock | USD 25.53 0.17 0.67% |
| Symbol | Mitsui |
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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Mitsui Fudosan on December 17, 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 90 days. Mitsui Fudosan is related to or competes with St Joe, Stratus Properties, and New World. 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.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0956 | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.77 |
Mitsui Fudosan Market Risk Indicators
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.| Risk Adjusted Performance | 0.0348 | |||
| Jensen Alpha | 0.1211 | |||
| Total Risk Alpha | 0.2499 | |||
| Sortino Ratio | 0.1039 | |||
| Treynor Ratio | 0.0675 |
Mitsui Fudosan Backtested Returns
At this stage we consider Mitsui Pink Sheet to be very steady. Mitsui Fudosan has Sharpe Ratio of 0.069, which conveys that the firm had a 0.069 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Mitsui Fudosan, which you can use to evaluate the volatility of the firm. Please verify Mitsui Fudosan's Downside Deviation of 1.49, risk adjusted performance of 0.0348, and Mean Deviation of 1.25 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Mitsui Fudosan has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.69, which conveys possible diversification benefits within a given portfolio. 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. Mitsui Fudosan right now secures a risk of 1.66%. Please verify Mitsui Fudosan Co downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Mitsui Fudosan Co will be following its current price movements.
Auto-correlation | -0.28 |
Weak reverse predictability
Mitsui Fudosan Co has weak reverse predictability. Overlapping area represents the amount of predictability between Mitsui Fudosan time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Fudosan price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Mitsui Fudosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
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.
Regressed Prices |
| Timeline |
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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.Additional Tools for Mitsui Pink Sheet Analysis
When running Mitsui Fudosan's price analysis, check to measure Mitsui Fudosan'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 Mitsui Fudosan is operating at the current time. Most of Mitsui Fudosan's value examination focuses on studying past and present price action to predict the probability of Mitsui Fudosan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitsui Fudosan's price. Additionally, you may evaluate how the addition of Mitsui Fudosan to your portfolios can decrease your overall portfolio volatility.