Mitsui Fudosan (Germany) Market Value
| MFU Stock | EUR 7.70 0.05 0.65% |
| Symbol | Mitsui |
Mitsui Fudosan '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 Mitsui Fudosan'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 Mitsui Fudosan.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Mitsui Fudosan on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Mitsui Fudosan Co or generate 0.0% return on investment in Mitsui Fudosan over 30 days. Mitsui Fudosan is related to or competes with SIDETRADE, National Retail, Tradeweb Markets, Sumitomo Mitsui, and Penta-Ocean Construction. Mitsui Fudosan Co., Ltd. operates as a real estate company in Japan More
Mitsui Fudosan 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 Mitsui Fudosan'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 Mitsui Fudosan Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 12.36 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 1.89 |
Mitsui Fudosan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Fudosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Fudosan's standard deviation. In reality, there are many statistical measures that can use Mitsui Fudosan historical prices to predict the future Mitsui Fudosan's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | (0.62) |
Mitsui Fudosan Backtested Returns
Mitsui Fudosan has Sharpe Ratio of -0.19, which conveys that the firm had a -0.19% return per unit of risk over the last 3 months. Mitsui Fudosan exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mitsui Fudosan's Mean Deviation of 1.16, standard deviation of 1.7, and Risk Adjusted Performance of (0.11) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mitsui Fudosan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui Fudosan is expected to be smaller as well. At this point, Mitsui Fudosan has a negative expected return of -0.31%. Please make sure to verify Mitsui Fudosan's potential upside, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if Mitsui Fudosan performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Mitsui Fudosan Co has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Mitsui Fudosan time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Mitsui Fudosan price movement. The serial correlation of -0.75 indicates that around 75.0% of current Mitsui Fudosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Mitsui Fudosan lagged returns against current returns
Autocorrelation, which is Mitsui Fudosan 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 Mitsui Fudosan's stock expected returns. We can calculate the autocorrelation of Mitsui Fudosan returns to help us make a trade decision. For example, suppose you find that Mitsui Fudosan 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 |
Mitsui Fudosan 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 Mitsui Fudosan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui Fudosan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsui Fudosan stock over time.
Current vs Lagged Prices |
| Timeline |
Mitsui Fudosan Lagged Returns
When evaluating Mitsui Fudosan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui Fudosan stock have on its future price. Mitsui Fudosan 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, Mitsui Fudosan autocorrelation shows the relationship between Mitsui Fudosan stock current value and its past values and can show if there is a momentum factor associated with investing in Mitsui Fudosan Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mitsui Stock
Mitsui Fudosan financial ratios help investors to determine whether Mitsui 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 Mitsui with respect to the benefits of owning Mitsui Fudosan security.