Mitsui Mining And Stock Market Value
| MMSMY Stock | USD 23.41 1.49 6.80% |
| Symbol | Mitsui |
Mitsui Mining '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 Mining'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 Mining.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Mitsui Mining on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsui Mining and or generate 0.0% return on investment in Mitsui Mining over 180 days. Mitsui Mining is related to or competes with KeppelLimited, Halma Plc, Halma PLC, KeppelLimited, Kajima Corp, and Jardine Matheson. Mitsui Mining Smelting Co., Ltd. engages in the manufacture and sale of nonferrous metal products in Japan and internati... More
Mitsui Mining 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 Mining'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 Mining and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.67 | |||
| Information Ratio | 0.1356 | |||
| Maximum Drawdown | 36.98 | |||
| Value At Risk | (10.12) | |||
| Potential Upside | 11.71 |
Mitsui Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Mining's standard deviation. In reality, there are many statistical measures that can use Mitsui Mining historical prices to predict the future Mitsui Mining's volatility.| Risk Adjusted Performance | 0.1117 | |||
| Jensen Alpha | 0.9552 | |||
| Total Risk Alpha | 0.386 | |||
| Sortino Ratio | 0.127 | |||
| Treynor Ratio | (1.06) |
Mitsui Mining Backtested Returns
Mitsui Mining appears to be somewhat reliable, given 3 months investment horizon. Mitsui Mining has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. By analyzing Mitsui Mining's technical indicators, you can evaluate if the expected return of 0.9% is justified by implied risk. Please exercise Mitsui Mining's Mean Deviation of 4.29, downside deviation of 6.67, and Risk Adjusted Performance of 0.1117 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitsui Mining holds a performance score of 11. The company secures a Beta (Market Risk) of -0.85, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Mitsui Mining are expected to decrease slowly. On the other hand, during market turmoil, Mitsui Mining is expected to outperform it slightly. Please check Mitsui Mining's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Mitsui Mining's current price movements will revert.
Auto-correlation | 0.80 |
Very good predictability
Mitsui Mining and has very good predictability. Overlapping area represents the amount of predictability between Mitsui Mining time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Mining price movement. The serial correlation of 0.8 indicates that around 80.0% of current Mitsui Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 9.75 |
Mitsui Mining lagged returns against current returns
Autocorrelation, which is Mitsui Mining 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 Mining's pink sheet expected returns. We can calculate the autocorrelation of Mitsui Mining returns to help us make a trade decision. For example, suppose you find that Mitsui Mining 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 Mining 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 Mining pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui Mining 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 Mining pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mitsui Mining Lagged Returns
When evaluating Mitsui Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui Mining pink sheet have on its future price. Mitsui Mining 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 Mining autocorrelation shows the relationship between Mitsui Mining pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsui Mining and.
Regressed Prices |
| Timeline |
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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 Mining's price analysis, check to measure Mitsui Mining'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 Mining is operating at the current time. Most of Mitsui Mining's value examination focuses on studying past and present price action to predict the probability of Mitsui Mining'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 Mining's price. Additionally, you may evaluate how the addition of Mitsui Mining to your portfolios can decrease your overall portfolio volatility.