Mitsui Chemicals (Germany) Performance
| MSI Stock | EUR 21.60 0.40 1.82% |
The company secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mitsui Chemicals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui Chemicals is expected to be smaller as well. At this point, Mitsui Chemicals has a negative expected return of -0.16%. Please make sure to verify Mitsui Chemicals' maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to decide if Mitsui Chemicals performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Mitsui Chemicals has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's forward indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
| Begin Period Cash Flow | 196 B | |
| Free Cash Flow | -23.6 B |
Mitsui |
Mitsui Chemicals Relative Risk vs. Return Landscape
If you would invest 2,420 in Mitsui Chemicals on August 31, 2024 and sell it today you would lose (260.00) from holding Mitsui Chemicals or give up 10.74% of portfolio value over 90 days. Mitsui Chemicals is producing return of less than zero assuming 1.6531% volatility of returns over the 90 days investment horizon. Simply put, 14% of all stocks have less volatile historical return distribution than Mitsui Chemicals, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mitsui Chemicals Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Chemicals' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mitsui Chemicals, and traders can use it to determine the average amount a Mitsui Chemicals' 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 = -0.0992
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| Negative Returns | MSI |
Estimated Market Risk
| 1.65 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Mitsui Chemicals 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 Chemicals by adding Mitsui Chemicals to a well-diversified portfolio.
Mitsui Chemicals Fundamentals Growth
Mitsui Stock prices reflect investors' perceptions of the future prospects and financial health of Mitsui Chemicals, and Mitsui Chemicals fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Mitsui Stock performance.
| Current Valuation | 7.31 B | |||
| Price To Book | 0.75 X | |||
| Price To Sales | 0.32 X | |||
| Revenue | 1.61 T | |||
| EBITDA | 237.71 B | |||
| Total Debt | 319.47 B | |||
| Cash Flow From Operations | 92.58 B | |||
| Total Asset | 1.93 T | |||
About Mitsui Chemicals Performance
By analyzing Mitsui Chemicals' fundamental ratios, stakeholders can gain valuable insights into Mitsui Chemicals' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Mitsui Chemicals 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 Chemicals 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 Chemicals performance evaluation
Checking the ongoing alerts about Mitsui Chemicals for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mitsui Chemicals help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Mitsui Chemicals generated a negative expected return over the last 90 days |
- Analyzing Mitsui Chemicals' 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 Chemicals' stock is overvalued or undervalued compared to its peers.
- Examining Mitsui Chemicals' 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 Chemicals' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mitsui Chemicals' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mitsui Chemicals' stock. These opinions can provide insight into Mitsui Chemicals' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Mitsui Stock analysis
When running Mitsui Chemicals' price analysis, check to measure Mitsui Chemicals' 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 Chemicals is operating at the current time. Most of Mitsui Chemicals' value examination focuses on studying past and present price action to predict the probability of Mitsui Chemicals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitsui Chemicals' price. Additionally, you may evaluate how the addition of Mitsui Chemicals to your portfolios can decrease your overall portfolio volatility.
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