Fujitec Co Ltd Stock Market Value
| FJTCY Stock | USD 38.70 0.00 0.00% |
| Symbol | Fujitec |
Fujitec Co '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 Fujitec Co'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 Fujitec Co.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Fujitec Co on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Fujitec Co Ltd or generate 0.0% return on investment in Fujitec Co over 30 days. Fujitec Co is related to or competes with Kardex Holding, Danieli C, Interroll Holding, THK Co, Aalberts, Kubota Corp, and Sany Heavy. Fujitec Co., Ltd. engages in the research, development, manufacture, marketing, installation, and maintenance of elevato... More
Fujitec Co 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 Fujitec Co'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 Fujitec Co Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.97 |
Fujitec Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fujitec Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fujitec Co's standard deviation. In reality, there are many statistical measures that can use Fujitec Co historical prices to predict the future Fujitec Co's volatility.| Risk Adjusted Performance | 0.0078 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fujitec Co's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fujitec Co Backtested Returns
At this stage we consider Fujitec Pink Sheet to be very steady. Fujitec Co secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Fujitec Co Ltd, which you can use to evaluate the volatility of the firm. Please confirm Fujitec Co's Standard Deviation of 1.56, variance of 2.43, and Mean Deviation of 0.3758 to check if the risk estimate we provide is consistent with the expected return of 0.0053%. The firm shows a Beta (market volatility) of 0.0793, which means not very significant fluctuations relative to the market. As returns on the market increase, Fujitec Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fujitec Co is expected to be smaller as well. Fujitec Co right now shows a risk of 1.6%. Please confirm Fujitec Co standard deviation and kurtosis , to decide if Fujitec Co will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Fujitec Co Ltd has no correlation between past and present. Overlapping area represents the amount of predictability between Fujitec Co time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 Fujitec Co price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fujitec Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fujitec Co lagged returns against current returns
Autocorrelation, which is Fujitec Co 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 Fujitec Co's pink sheet expected returns. We can calculate the autocorrelation of Fujitec Co returns to help us make a trade decision. For example, suppose you find that Fujitec Co 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 |
Fujitec Co 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 Fujitec Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fujitec Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fujitec Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fujitec Co Lagged Returns
When evaluating Fujitec Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fujitec Co pink sheet have on its future price. Fujitec Co 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, Fujitec Co autocorrelation shows the relationship between Fujitec Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fujitec Co Ltd.
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 Fujitec Pink Sheet Analysis
When running Fujitec Co's price analysis, check to measure Fujitec Co'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 Fujitec Co is operating at the current time. Most of Fujitec Co's value examination focuses on studying past and present price action to predict the probability of Fujitec Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fujitec Co's price. Additionally, you may evaluate how the addition of Fujitec Co to your portfolios can decrease your overall portfolio volatility.