Mitsui Company Stock Market Value
| MITSY Stock | USD 583.17 0.16 0.03% |
| Symbol | Mitsui |
Mitsui Company '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 Company'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 Mitsui Company.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Mitsui Company on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsui Company or generate 0.0% return on investment in Mitsui Company over 30 days. Mitsui Company is related to or competes with ITOCHU, Itochu Corp, Mitsubishi Corp, Hitachi, CITIC, Marubeni, and Marubeni Corp. Mitsui Co., Ltd. operates as a general trading company worldwide More
Mitsui Company 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 Company'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 Mitsui Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.0889 | |||
| Maximum Drawdown | 9.25 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 3.26 |
Mitsui Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Company's standard deviation. In reality, there are many statistical measures that can use Mitsui Company historical prices to predict the future Mitsui Company's volatility.| Risk Adjusted Performance | 0.1002 | |||
| Jensen Alpha | 0.1447 | |||
| Total Risk Alpha | 0.0508 | |||
| Sortino Ratio | 0.1092 | |||
| Treynor Ratio | 0.1907 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mitsui Company'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.
Mitsui Company Backtested Returns
Mitsui Company appears to be very steady, given 3 months investment horizon. Mitsui Company has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mitsui Company, which you can use to evaluate the volatility of the firm. Please exercise Mitsui Company's Mean Deviation of 1.29, downside deviation of 1.46, and Risk Adjusted Performance of 0.1002 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitsui Company holds a performance score of 12. The company secures a Beta (Market Risk) of 1.2, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mitsui Company will likely underperform. Please check Mitsui Company's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Mitsui Company's current price movements will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Mitsui Company has very weak reverse predictability. Overlapping area represents the amount of predictability between Mitsui Company time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Mitsui Company price movement. The serial correlation of -0.01 indicates that just 1.0% of current Mitsui Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 38.46 |
Mitsui Company lagged returns against current returns
Autocorrelation, which is Mitsui Company 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 Mitsui Company's pink sheet expected returns. We can calculate the autocorrelation of Mitsui Company returns to help us make a trade decision. For example, suppose you find that Mitsui Company 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 |
Mitsui Company 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 Company pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui Company pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsui Company pink sheet over time.
Current vs Lagged Prices |
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Mitsui Company Lagged Returns
When evaluating Mitsui Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui Company pink sheet have on its future price. Mitsui Company 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 Company autocorrelation shows the relationship between Mitsui Company pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsui Company.
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 Mitsui Pink Sheet Analysis
When running Mitsui Company's price analysis, check to measure Mitsui Company'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 Mitsui Company is operating at the current time. Most of Mitsui Company's value examination focuses on studying past and present price action to predict the probability of Mitsui Company's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitsui Company's price. Additionally, you may evaluate how the addition of Mitsui Company to your portfolios can decrease your overall portfolio volatility.