MEBUKI FINANCIAL (Germany) Market Value
| 5EE Stock | EUR 4.02 0.02 0.50% |
| Symbol | MEBUKI |
MEBUKI FINANCIAL '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 MEBUKI FINANCIAL's stock 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 MEBUKI FINANCIAL.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in MEBUKI FINANCIAL on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding MEBUKI FINANCIAL GROUP or generate 0.0% return on investment in MEBUKI FINANCIAL over 720 days. MEBUKI FINANCIAL is related to or competes with Deutsche Bank, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, and NorAm Drilling. Mebuki Financial Group, Inc. provides banking and financial services in Japan and internationally More
MEBUKI FINANCIAL 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 MEBUKI FINANCIAL's stock 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 MEBUKI FINANCIAL GROUP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.5 | |||
| Information Ratio | 0.0634 | |||
| Maximum Drawdown | 10.35 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 4.14 |
MEBUKI FINANCIAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MEBUKI FINANCIAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MEBUKI FINANCIAL's standard deviation. In reality, there are many statistical measures that can use MEBUKI FINANCIAL historical prices to predict the future MEBUKI FINANCIAL's volatility.| Risk Adjusted Performance | 0.1007 | |||
| Jensen Alpha | 0.2394 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0559 | |||
| Treynor Ratio | 1.5 |
MEBUKI FINANCIAL Backtested Returns
MEBUKI FINANCIAL appears to be slightly risky, given 3 months investment horizon. MEBUKI FINANCIAL retains Efficiency (Sharpe Ratio) of 0.13, which conveys that the firm had a 0.13% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for MEBUKI FINANCIAL, which you can use to evaluate the volatility of the firm. Please exercise MEBUKI FINANCIAL's Market Risk Adjusted Performance of 1.51, mean deviation of 1.67, and Downside Deviation of 2.5 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MEBUKI FINANCIAL holds a performance score of 9. The company owns a Beta (Systematic Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MEBUKI FINANCIAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding MEBUKI FINANCIAL is expected to be smaller as well. Please check MEBUKI FINANCIAL's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether MEBUKI FINANCIAL's current price history will revert.
Auto-correlation | 0.29 |
Poor predictability
MEBUKI FINANCIAL GROUP has poor predictability. Overlapping area represents the amount of predictability between MEBUKI FINANCIAL time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MEBUKI FINANCIAL price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current MEBUKI FINANCIAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
MEBUKI FINANCIAL lagged returns against current returns
Autocorrelation, which is MEBUKI FINANCIAL stock'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 MEBUKI FINANCIAL's stock expected returns. We can calculate the autocorrelation of MEBUKI FINANCIAL returns to help us make a trade decision. For example, suppose you find that MEBUKI FINANCIAL has exhibited high autocorrelation historically, and you observe that the stock 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 |
MEBUKI FINANCIAL 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 MEBUKI FINANCIAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MEBUKI FINANCIAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MEBUKI FINANCIAL stock over time.
Current vs Lagged Prices |
| Timeline |
MEBUKI FINANCIAL Lagged Returns
When evaluating MEBUKI FINANCIAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MEBUKI FINANCIAL stock have on its future price. MEBUKI FINANCIAL 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, MEBUKI FINANCIAL autocorrelation shows the relationship between MEBUKI FINANCIAL stock current value and its past values and can show if there is a momentum factor associated with investing in MEBUKI FINANCIAL GROUP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MEBUKI Stock
MEBUKI FINANCIAL financial ratios help investors to determine whether MEBUKI Stock 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 MEBUKI with respect to the benefits of owning MEBUKI FINANCIAL security.