MITSUBISHI LOGIS (Germany) Market Value
| MIB Stock | EUR 6.50 0.10 1.56% |
| Symbol | MITSUBISHI |
MITSUBISHI LOGIS '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 MITSUBISHI LOGIS'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 MITSUBISHI LOGIS.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in MITSUBISHI LOGIS on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding MITSUBISHI LOGIS or generate 0.0% return on investment in MITSUBISHI LOGIS over 30 days. MITSUBISHI LOGIS is related to or competes with United Breweries, MOLSON COORS, National Beverage, DeVry Education, Molson Coors, EEDUCATION ALBERT, and Boston Beer. More
MITSUBISHI LOGIS 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 MITSUBISHI LOGIS'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 MITSUBISHI LOGIS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.0466 | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 2.24 |
MITSUBISHI LOGIS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MITSUBISHI LOGIS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MITSUBISHI LOGIS's standard deviation. In reality, there are many statistical measures that can use MITSUBISHI LOGIS historical prices to predict the future MITSUBISHI LOGIS's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | 0.0714 | |||
| Total Risk Alpha | 0.0621 | |||
| Sortino Ratio | 0.0347 | |||
| Treynor Ratio | 0.8369 |
MITSUBISHI LOGIS Backtested Returns
MITSUBISHI LOGIS has Sharpe Ratio of -0.0287, which conveys that the firm had a -0.0287 % return per unit of standard deviation over the last 3 months. MITSUBISHI LOGIS exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MITSUBISHI LOGIS's Mean Deviation of 1.07, risk adjusted performance of 0.0468, and Market Risk Adjusted Performance of 0.8469 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0858, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MITSUBISHI LOGIS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MITSUBISHI LOGIS is expected to be smaller as well. At this point, MITSUBISHI LOGIS has a negative expected return of -0.0412%. Please make sure to verify MITSUBISHI LOGIS's downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to decide if MITSUBISHI LOGIS performance from the past will be repeated at future time.
Auto-correlation | -0.45 |
Modest reverse predictability
MITSUBISHI LOGIS has modest reverse predictability. Overlapping area represents the amount of predictability between MITSUBISHI LOGIS time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 MITSUBISHI LOGIS price movement. The serial correlation of -0.45 indicates that just about 45.0% of current MITSUBISHI LOGIS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
MITSUBISHI LOGIS lagged returns against current returns
Autocorrelation, which is MITSUBISHI LOGIS 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 MITSUBISHI LOGIS's stock expected returns. We can calculate the autocorrelation of MITSUBISHI LOGIS returns to help us make a trade decision. For example, suppose you find that MITSUBISHI LOGIS 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 |
MITSUBISHI LOGIS 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 MITSUBISHI LOGIS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MITSUBISHI LOGIS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MITSUBISHI LOGIS stock over time.
Current vs Lagged Prices |
| Timeline |
MITSUBISHI LOGIS Lagged Returns
When evaluating MITSUBISHI LOGIS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MITSUBISHI LOGIS stock have on its future price. MITSUBISHI LOGIS 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, MITSUBISHI LOGIS autocorrelation shows the relationship between MITSUBISHI LOGIS stock current value and its past values and can show if there is a momentum factor associated with investing in MITSUBISHI LOGIS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MITSUBISHI Stock Analysis
When running MITSUBISHI LOGIS's price analysis, check to measure MITSUBISHI LOGIS'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 MITSUBISHI LOGIS is operating at the current time. Most of MITSUBISHI LOGIS's value examination focuses on studying past and present price action to predict the probability of MITSUBISHI LOGIS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MITSUBISHI LOGIS's price. Additionally, you may evaluate how the addition of MITSUBISHI LOGIS to your portfolios can decrease your overall portfolio volatility.