Marubeni Corp Adr Stock Market Value
| MARUY Stock | USD 155.22 0.16 0.10% |
| Symbol | Marubeni |
Marubeni Corp '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 Marubeni Corp'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 Marubeni Corp.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Marubeni Corp on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Marubeni Corp ADR or generate 0.0% return on investment in Marubeni Corp over 30 days. Marubeni Corp is related to or competes with Mitsubishi Corp, Itochu Corp, Marubeni, Sumitomo Corp, and ITOCHU. Marubeni Corporation engages in various business activities worldwide More
Marubeni Corp 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 Marubeni Corp'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 Marubeni Corp ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 2.94 |
Marubeni Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marubeni Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marubeni Corp's standard deviation. In reality, there are many statistical measures that can use Marubeni Corp historical prices to predict the future Marubeni Corp's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marubeni Corp'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.
Marubeni Corp ADR Backtested Returns
Marubeni Corp ADR has Sharpe Ratio of -0.0608, which conveys that the firm had a -0.0608% return per unit of risk over the last 3 months. Marubeni Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marubeni Corp's Mean Deviation of 1.37, standard deviation of 1.73, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.87, which conveys possible diversification benefits within a given portfolio. Marubeni Corp returns are very sensitive to returns on the market. As the market goes up or down, Marubeni Corp is expected to follow. At this point, Marubeni Corp ADR has a negative expected return of -0.11%. Please make sure to verify Marubeni Corp's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Marubeni Corp ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Marubeni Corp ADR has virtually no predictability. Overlapping area represents the amount of predictability between Marubeni Corp time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Marubeni Corp ADR price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Marubeni Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
Marubeni Corp ADR lagged returns against current returns
Autocorrelation, which is Marubeni Corp 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 Marubeni Corp's pink sheet expected returns. We can calculate the autocorrelation of Marubeni Corp returns to help us make a trade decision. For example, suppose you find that Marubeni Corp 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 |
Marubeni Corp 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 Marubeni Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marubeni Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marubeni Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Marubeni Corp Lagged Returns
When evaluating Marubeni Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marubeni Corp pink sheet have on its future price. Marubeni Corp 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, Marubeni Corp autocorrelation shows the relationship between Marubeni Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Marubeni Corp ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Marubeni Pink Sheet Analysis
When running Marubeni Corp's price analysis, check to measure Marubeni Corp'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 Marubeni Corp is operating at the current time. Most of Marubeni Corp's value examination focuses on studying past and present price action to predict the probability of Marubeni Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marubeni Corp's price. Additionally, you may evaluate how the addition of Marubeni Corp to your portfolios can decrease your overall portfolio volatility.