Fujitsu Limited Stock Price on May 11, 2023
| FJTSF Stock | USD 17.65 0.29 1.67% |
If you're considering investing in Fujitsu Pink Sheet, it is important to understand the factors that can impact its price. As of today, the current price of Fujitsu stands at 17.65, as last reported on the 30th of November, with the highest price reaching 20.40 and the lowest price hitting 17.52 during the day. Fujitsu appears to be slightly risky, given 3 months investment horizon. Fujitsu Limited secures Sharpe Ratio (or Efficiency) of 0.0345, which denotes the company had a 0.0345% return per unit of risk over the last 3 months. We have found thirty technical indicators for Fujitsu Limited, which you can use to evaluate the volatility of the firm. Please utilize Fujitsu's Coefficient Of Variation of 1982.55, mean deviation of 5.38, and Downside Deviation of 6.55 to check if our risk estimates are consistent with your expectations.
Fujitsu Pink Sheet price history is provided at the adjusted basis, taking into account all of the recent filings.
Fujitsu |
Sharpe Ratio = 0.0345
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | FJTSF | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 6.78 actual daily | 60 60% of assets are less volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Fujitsu is performing at about 2% of its full potential. 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 Fujitsu by adding it to a well-diversified portfolio.
Fujitsu Valuation on May 11, 2023
It is possible to determine the worth of Fujitsu on a given historical date. On May 11, 2023 Fujitsu was worth 12.19 at the beginning of the trading date compared to the closed value of 11.81. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Fujitsu pink sheet. Still, in general, we apply an absolute valuation method to find Fujitsu's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Fujitsu where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Fujitsu's related companies.
| Open | High | Low | Close | Volume | |
| 11.86 | 12.16 | 11.79 | 11.79 | 2,620 | |
05/11/2023 | 12.19 | 12.19 | 11.79 | 11.81 | 1,990 |
| 12.26 | 12.27 | 11.89 | 12.27 | 10,030 |
| Backtest Fujitsu | | | Fujitsu History | | | Fujitsu Valuation | Previous | Next |
Fujitsu Trading Date Momentum on May 11, 2023
| On May 12 2023 Fujitsu Limited was traded for 12.27 at the closing time. The highest daily price throughout the period was 12.27 and the lowest price was 11.89 . The daily volume was 10 K. The net trading volume on 05/12/2023 added to the next day price rise. The overall trading delta to closing price of the next trading day was 3.90% . The overall trading delta to current closing price is 0.17% . |
Fujitsu Limited Fundamentals Correlations and Trends
By evaluating Fujitsu's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Fujitsu's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Fujitsu financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Fujitsu Pink Sheet history
Fujitsu investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Fujitsu is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Fujitsu Limited will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Fujitsu stock prices may prove useful in developing a viable investing in Fujitsu
Fujitsu Limited operates as an information and communication technology company in Japan and internationally. Fujitsu Limited was founded in 1923 and is headquartered in Tokyo, Japan. Fujitsu operates under Information Technology Services classification in the United States and is traded on OTC Exchange. It employs 124216 people.
Fujitsu Pink Sheet Technical Analysis
Fujitsu technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
Price Boundaries
Fujitsu Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
Fujitsu Limited cannot be verified against its exchange. Please verify the symbol is currently traded on PINK Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Fujitsu November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Fujitsu pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fujitsu shares will generate the highest return on investment. By undertsting and applying Fujitsu pink sheet market strength indicators, traders can identify Fujitsu Limited entry and exit signals to maximize returns
Fujitsu Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Fujitsu's price direction in advance. Along with the technical and fundamental analysis of Fujitsu Pink Sheet historical price patterns, it is also worthwhile for investors to track various predictive indicators of Fujitsu to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0474 | |||
| Jensen Alpha | 0.4317 | |||
| Total Risk Alpha | (0.79) | |||
| Sortino Ratio | 0.0308 | |||
| Treynor Ratio | (0.41) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Fujitsu Pink Sheet analysis
When running Fujitsu's price analysis, check to measure Fujitsu'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 Fujitsu is operating at the current time. Most of Fujitsu's value examination focuses on studying past and present price action to predict the probability of Fujitsu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fujitsu's price. Additionally, you may evaluate how the addition of Fujitsu to your portfolios can decrease your overall portfolio volatility.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |