Fuji Media Holdings Stock Market Value
| FJTNY Stock | USD 11.42 0.00 0.00% |
| Symbol | Fuji |
Fuji Media '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 Fuji Media'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 Fuji Media.
| 10/10/2025 |
| 01/08/2026 |
If you would invest 0.00 in Fuji Media on October 10, 2025 and sell it all today you would earn a total of 0.00 from holding Fuji Media Holdings or generate 0.0% return on investment in Fuji Media over 90 days. Fuji Media is related to or competes with ITV Plc, SES SA, ITV PLC, Turk Telekomunikasyon, CyberAgent ADR, China Communications, and WPP Plc. Fuji Media Holdings, Inc., through its subsidiaries, engages in the broadcasting activities in Japan More
Fuji Media 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 Fuji Media'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 Fuji Media Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.59 |
Fuji Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuji Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuji Media's standard deviation. In reality, there are many statistical measures that can use Fuji Media historical prices to predict the future Fuji Media's volatility.| Risk Adjusted Performance | 0.03 | |||
| Jensen Alpha | 0.0237 | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.13) |
Fuji Media Holdings Backtested Returns
At this stage we consider Fuji Pink Sheet to be very steady. Fuji Media Holdings secures Sharpe Ratio (or Efficiency) of 0.0449, which denotes the company had a 0.0449 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Fuji Media Holdings, which you can use to evaluate the volatility of the firm. Please confirm Fuji Media's Standard Deviation of 0.5556, variance of 0.3087, and Mean Deviation of 0.1253 to check if the risk estimate we provide is consistent with the expected return of 0.0249%. Fuji Media has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fuji Media are expected to decrease at a much lower rate. During the bear market, Fuji Media is likely to outperform the market. Fuji Media Holdings right now shows a risk of 0.56%. Please confirm Fuji Media Holdings standard deviation and kurtosis , to decide if Fuji Media Holdings will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Fuji Media Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Fuji Media time series from 10th of October 2025 to 24th of November 2025 and 24th of November 2025 to 8th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fuji Media Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fuji Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fuji Media Holdings lagged returns against current returns
Autocorrelation, which is Fuji Media 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 Fuji Media's pink sheet expected returns. We can calculate the autocorrelation of Fuji Media returns to help us make a trade decision. For example, suppose you find that Fuji Media 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 |
Fuji Media 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 Fuji Media pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fuji Media pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fuji Media pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fuji Media Lagged Returns
When evaluating Fuji Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fuji Media pink sheet have on its future price. Fuji Media 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, Fuji Media autocorrelation shows the relationship between Fuji Media pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fuji Media Holdings.
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 Fuji Pink Sheet Analysis
When running Fuji Media's price analysis, check to measure Fuji Media'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 Fuji Media is operating at the current time. Most of Fuji Media's value examination focuses on studying past and present price action to predict the probability of Fuji Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fuji Media's price. Additionally, you may evaluate how the addition of Fuji Media to your portfolios can decrease your overall portfolio volatility.