Fujimi Incorporated Stock Market Value
| FUJXF Stock | USD 11.61 0.00 0.00% |
| Symbol | Fujimi |
Fujimi Incorporated '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 Fujimi Incorporated's otc 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 Fujimi Incorporated.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in Fujimi Incorporated on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Fujimi Incorporated or generate 0.0% return on investment in Fujimi Incorporated over 60 days. Fujimi Incorporated is related to or competes with Intact Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Sydbank A/S, AmTrust Financial, and AmTrust Financial. Fujimi Incorporated manufactures and sells synthetic precision abrasives in Japan, rest of Asia, North America, Oceanica... More
Fujimi Incorporated 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 Fujimi Incorporated's otc 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 Fujimi Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.2 |
Fujimi Incorporated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fujimi Incorporated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fujimi Incorporated's standard deviation. In reality, there are many statistical measures that can use Fujimi Incorporated historical prices to predict the future Fujimi Incorporated's volatility.| Risk Adjusted Performance | 0.1143 | |||
| Jensen Alpha | 0.0517 | |||
| Total Risk Alpha | 0.0178 | |||
| Treynor Ratio | 1.32 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fujimi Incorporated'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.
Fujimi Incorporated Backtested Returns
At this point, Fujimi Incorporated is very steady. Fujimi Incorporated secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Fujimi Incorporated, which you can use to evaluate the volatility of the firm. Please confirm Fujimi Incorporated's Standard Deviation of 0.3687, mean deviation of 0.1254, and Variance of 0.136 to check if the risk estimate we provide is consistent with the expected return of 0.0339%. Fujimi Incorporated has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0415, which means not very significant fluctuations relative to the market. As returns on the market increase, Fujimi Incorporated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fujimi Incorporated is expected to be smaller as well. Fujimi Incorporated right now shows a risk of 0.27%. Please confirm Fujimi Incorporated standard deviation and skewness , to decide if Fujimi Incorporated will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Fujimi Incorporated has no correlation between past and present. Overlapping area represents the amount of predictability between Fujimi Incorporated time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th 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 Fujimi Incorporated price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fujimi Incorporated 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 |
Fujimi Incorporated lagged returns against current returns
Autocorrelation, which is Fujimi Incorporated otc 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 Fujimi Incorporated's otc stock expected returns. We can calculate the autocorrelation of Fujimi Incorporated returns to help us make a trade decision. For example, suppose you find that Fujimi Incorporated has exhibited high autocorrelation historically, and you observe that the otc 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 |
Fujimi Incorporated 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 Fujimi Incorporated otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fujimi Incorporated otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fujimi Incorporated otc stock over time.
Current vs Lagged Prices |
| Timeline |
Fujimi Incorporated Lagged Returns
When evaluating Fujimi Incorporated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fujimi Incorporated otc stock have on its future price. Fujimi Incorporated 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, Fujimi Incorporated autocorrelation shows the relationship between Fujimi Incorporated otc stock current value and its past values and can show if there is a momentum factor associated with investing in Fujimi Incorporated.
Regressed Prices |
| Timeline |
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Other Information on Investing in Fujimi OTC Stock
Fujimi Incorporated financial ratios help investors to determine whether Fujimi OTC 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 Fujimi with respect to the benefits of owning Fujimi Incorporated security.