Misumi Group Stock Market Value
| MSSMY Stock | USD 7.82 0.29 3.58% |
| Symbol | MISUMI |
MISUMI '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 MISUMI'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 MISUMI.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in MISUMI on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding MISUMI Group or generate 0.0% return on investment in MISUMI over 720 days. MISUMI is related to or competes with Bilfinger, Balfour Beatty, CompañÃa, Bilfinger, NWS Holdings, Promotora, and Kurita Water. MISUMI Group Inc. engages in the factory automation and die components businesses worldwide More
MISUMI 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 MISUMI'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 MISUMI Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.87 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 3.82 |
MISUMI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MISUMI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MISUMI's standard deviation. In reality, there are many statistical measures that can use MISUMI historical prices to predict the future MISUMI's volatility.| Risk Adjusted Performance | 0.0061 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.01) |
MISUMI Group Backtested Returns
At this stage we consider MISUMI Pink Sheet to be somewhat reliable. MISUMI Group has Sharpe Ratio of 0.0228, which conveys that the firm had a 0.0228 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for MISUMI, which you can use to evaluate the volatility of the firm. Please verify MISUMI's risk adjusted performance of 0.0061, and Mean Deviation of 1.66 to check out if the risk estimate we provide is consistent with the expected return of 0.0539%. MISUMI has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.32, 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, MISUMI will likely underperform. MISUMI Group currently secures a risk of 2.37%. Please verify MISUMI Group treynor ratio and rate of daily change , to decide if MISUMI Group will be following its current price movements.
Auto-correlation | -0.38 |
Poor reverse predictability
MISUMI Group has poor reverse predictability. Overlapping area represents the amount of predictability between MISUMI time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th 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 MISUMI Group price movement. The serial correlation of -0.38 indicates that just about 38.0% of current MISUMI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
MISUMI Group lagged returns against current returns
Autocorrelation, which is MISUMI 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 MISUMI's pink sheet expected returns. We can calculate the autocorrelation of MISUMI returns to help us make a trade decision. For example, suppose you find that MISUMI 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 |
MISUMI 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 MISUMI pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MISUMI pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MISUMI pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MISUMI Lagged Returns
When evaluating MISUMI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MISUMI pink sheet have on its future price. MISUMI 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, MISUMI autocorrelation shows the relationship between MISUMI pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MISUMI Group.
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 MISUMI Pink Sheet Analysis
When running MISUMI's price analysis, check to measure MISUMI'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 MISUMI is operating at the current time. Most of MISUMI's value examination focuses on studying past and present price action to predict the probability of MISUMI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MISUMI's price. Additionally, you may evaluate how the addition of MISUMI to your portfolios can decrease your overall portfolio volatility.