MITSUI FUDOSAN (Germany) Performance
| 85L Stock | EUR 585.00 20.00 3.31% |
The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MITSUI FUDOSAN are expected to decrease at a much lower rate. During the bear market, MITSUI FUDOSAN is likely to outperform the market. At this point, MITSUI FUDOSAN LOGPARK has a negative expected return of -0.17%. Please make sure to verify MITSUI FUDOSAN's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if MITSUI FUDOSAN LOGPARK performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days MITSUI FUDOSAN LOGPARK has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
MITSUI |
MITSUI FUDOSAN Relative Risk vs. Return Landscape
If you would invest 65,500 in MITSUI FUDOSAN LOGPARK on September 21, 2024 and sell it today you would lose (7,000) from holding MITSUI FUDOSAN LOGPARK or give up 10.69% of portfolio value over 90 days. MITSUI FUDOSAN LOGPARK is currently producing negative expected returns and takes up 1.3024% volatility of returns over 90 trading days. Put another way, 11% of traded stocks are less volatile than MITSUI, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MITSUI FUDOSAN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MITSUI FUDOSAN's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MITSUI FUDOSAN LOGPARK, and traders can use it to determine the average amount a MITSUI FUDOSAN's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.129
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| Negative Returns | 85L |
Estimated Market Risk
| 1.3 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MITSUI FUDOSAN is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MITSUI FUDOSAN by adding MITSUI FUDOSAN to a well-diversified portfolio.
About MITSUI FUDOSAN Performance
By analyzing MITSUI FUDOSAN's fundamental ratios, stakeholders can gain valuable insights into MITSUI FUDOSAN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MITSUI FUDOSAN has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if MITSUI FUDOSAN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about MITSUI FUDOSAN LOGPARK performance evaluation
Checking the ongoing alerts about MITSUI FUDOSAN for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MITSUI FUDOSAN LOGPARK help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MITSUI FUDOSAN generated a negative expected return over the last 90 days |
- Analyzing MITSUI FUDOSAN's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether MITSUI FUDOSAN's stock is overvalued or undervalued compared to its peers.
- Examining MITSUI FUDOSAN's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating MITSUI FUDOSAN's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MITSUI FUDOSAN's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MITSUI FUDOSAN's stock. These opinions can provide insight into MITSUI FUDOSAN's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MITSUI Stock 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.
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