Mizuho Leasing's market value is the price at which a share of Mizuho Leasing trades on a public exchange. It measures the collective expectations of Mizuho Leasing Company investors about its performance. Mizuho Leasing is trading at 7.70 as of the 11th of January 2026. This is a 0.65 percent decrease since the beginning of the trading day. The stock's lowest day price was 7.7. With this module, you can estimate the performance of a buy and hold strategy of Mizuho Leasing Company and determine expected loss or profit from investing in Mizuho Leasing over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.
Symbol
Mizuho
Mizuho Leasing '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 Mizuho Leasing'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 Mizuho Leasing.
0.00
12/12/2025
No Change 0.00
0.0
In 31 days
01/11/2026
0.00
If you would invest 0.00 in Mizuho Leasing on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Mizuho Leasing Company or generate 0.0% return on investment in Mizuho Leasing over 30 days.
Mizuho Leasing 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 Mizuho Leasing'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 Mizuho Leasing Company upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mizuho Leasing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mizuho Leasing's standard deviation. In reality, there are many statistical measures that can use Mizuho Leasing historical prices to predict the future Mizuho Leasing's volatility.
At this point, Mizuho Leasing is somewhat reliable. Mizuho Leasing has Sharpe Ratio of 0.0841, which conveys that the firm had a 0.0841 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mizuho Leasing, which you can use to evaluate the volatility of the firm. Please verify Mizuho Leasing's Mean Deviation of 1.42, risk adjusted performance of 0.0702, and Downside Deviation of 2.5 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Mizuho Leasing has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mizuho Leasing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mizuho Leasing is expected to be smaller as well. Mizuho Leasing right now secures a risk of 2.06%. Please verify Mizuho Leasing Company potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if Mizuho Leasing Company will be following its current price movements.
Auto-correlation
0.06
Virtually no predictability
Mizuho Leasing Company has virtually no predictability. Overlapping area represents the amount of predictability between Mizuho Leasing time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Mizuho Leasing price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Mizuho Leasing price fluctuation can be explain by its past prices.
Correlation Coefficient
0.06
Spearman Rank Test
-0.13
Residual Average
0.0
Price Variance
0.02
Mizuho Leasing lagged returns against current returns
Autocorrelation, which is Mizuho Leasing 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 Mizuho Leasing's stock expected returns. We can calculate the autocorrelation of Mizuho Leasing returns to help us make a trade decision. For example, suppose you find that Mizuho Leasing 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
Mizuho Leasing 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 Mizuho Leasing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mizuho Leasing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mizuho Leasing stock over time.
Current vs Lagged Prices
Timeline
Mizuho Leasing Lagged Returns
When evaluating Mizuho Leasing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mizuho Leasing stock have on its future price. Mizuho Leasing 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, Mizuho Leasing autocorrelation shows the relationship between Mizuho Leasing stock current value and its past values and can show if there is a momentum factor associated with investing in Mizuho Leasing Company.