Mitsui Osk Lines Stock Market Value
| MSLOY Stock | USD 17.47 0.05 0.29% |
| Symbol | Mitsui |
Mitsui OSK '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 OSK'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 OSK.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Mitsui OSK on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Mitsui OSK Lines or generate 0.0% return on investment in Mitsui OSK over 30 days. Mitsui OSK is related to or competes with SITC International, Orient Overseas, Western Bulk, Hapag Lloyd, COSCO SHIPPING, AP Moeller, and AP Mller. Lines, Ltd. engages in the marine transportation business in Japan and internationally More
Mitsui OSK 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 OSK'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 OSK Lines upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.51 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.98 |
Mitsui OSK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui OSK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui OSK's standard deviation. In reality, there are many statistical measures that can use Mitsui OSK historical prices to predict the future Mitsui OSK's volatility.| Risk Adjusted Performance | 0.0255 | |||
| Jensen Alpha | 0.0114 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1403 |
Mitsui OSK Lines Backtested Returns
At this stage we consider Mitsui Pink Sheet to be not too volatile. Mitsui OSK Lines has Sharpe Ratio of 0.018, which conveys that the firm had a 0.018% return per unit of risk over the last 3 months. We have found thirty technical indicators for Mitsui OSK, which you can use to evaluate the volatility of the firm. Please verify Mitsui OSK's Downside Deviation of 2.19, risk adjusted performance of 0.0255, and Mean Deviation of 1.42 to check out if the risk estimate we provide is consistent with the expected return of 0.0351%. Mitsui OSK has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitsui OSK's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui OSK is expected to be smaller as well. Mitsui OSK Lines right now secures a risk of 1.95%. Please verify Mitsui OSK Lines downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Mitsui OSK Lines will be following its current price movements.
Auto-correlation | 0.64 |
Good predictability
Mitsui OSK Lines has good predictability. Overlapping area represents the amount of predictability between Mitsui OSK time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 OSK Lines price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Mitsui OSK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Mitsui OSK Lines lagged returns against current returns
Autocorrelation, which is Mitsui OSK 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 OSK's pink sheet expected returns. We can calculate the autocorrelation of Mitsui OSK returns to help us make a trade decision. For example, suppose you find that Mitsui OSK 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 OSK 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 OSK pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui OSK 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 OSK pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mitsui OSK Lagged Returns
When evaluating Mitsui OSK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui OSK pink sheet have on its future price. Mitsui OSK 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 OSK autocorrelation shows the relationship between Mitsui OSK pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsui OSK Lines.
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 OSK's price analysis, check to measure Mitsui OSK'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 OSK is operating at the current time. Most of Mitsui OSK's value examination focuses on studying past and present price action to predict the probability of Mitsui OSK'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 OSK's price. Additionally, you may evaluate how the addition of Mitsui OSK to your portfolios can decrease your overall portfolio volatility.