Mitsubishi Motors Corp Stock Market Value
| MMTOF Stock | USD 2.38 0.00 0.00% |
| Symbol | Mitsubishi |
Mitsubishi Motors '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 Motors' 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 Mitsubishi Motors.
| 10/03/2025 |
| 01/01/2026 |
If you would invest 0.00 in Mitsubishi Motors on October 3, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsubishi Motors Corp or generate 0.0% return on investment in Mitsubishi Motors over 90 days. Mitsubishi Motors is related to or competes with Johnson Electric, Zhongsheng Group, Brembo SpA, Sime Darby, Inchcape Plc, Valeo SA, and Mazda. Mitsubishi Motors Corporation, together with its subsidiaries, develops, manufactures, and sells passenger vehicles in J... More
Mitsubishi Motors 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 Motors' 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 Mitsubishi Motors Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 13.05 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 0.4065 |
Mitsubishi Motors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsubishi Motors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsubishi Motors' standard deviation. In reality, there are many statistical measures that can use Mitsubishi Motors historical prices to predict the future Mitsubishi Motors' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.43) |
Mitsubishi Motors Corp Backtested Returns
Mitsubishi Motors Corp has Sharpe Ratio of -0.1, which conveys that the firm had a -0.1 % return per unit of risk over the last 3 months. Mitsubishi Motors exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mitsubishi Motors' Mean Deviation of 0.729, risk adjusted performance of (0.06), and Standard Deviation of 1.83 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, Mitsubishi Motors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsubishi Motors is expected to be smaller as well. At this point, Mitsubishi Motors Corp has a negative expected return of -0.18%. Please make sure to verify Mitsubishi Motors' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if Mitsubishi Motors Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Mitsubishi Motors Corp has poor predictability. Overlapping area represents the amount of predictability between Mitsubishi Motors time series from 3rd of October 2025 to 17th of November 2025 and 17th of November 2025 to 1st of January 2026. 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 Motors Corp price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Mitsubishi Motors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mitsubishi Motors Corp lagged returns against current returns
Autocorrelation, which is Mitsubishi Motors 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 Mitsubishi Motors' pink sheet expected returns. We can calculate the autocorrelation of Mitsubishi Motors returns to help us make a trade decision. For example, suppose you find that Mitsubishi Motors 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 |
Mitsubishi Motors 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 Motors pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsubishi Motors pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsubishi Motors pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mitsubishi Motors Lagged Returns
When evaluating Mitsubishi Motors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsubishi Motors pink sheet have on its future price. Mitsubishi Motors 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 Motors autocorrelation shows the relationship between Mitsubishi Motors pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsubishi Motors Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mitsubishi Pink Sheet
Mitsubishi Motors financial ratios help investors to determine whether Mitsubishi Pink Sheet 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 Mitsubishi with respect to the benefits of owning Mitsubishi Motors security.