Misumi Group Stock Market Value
| MSUXF Stock | USD 13.90 0.00 0.00% |
| 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.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in MISUMI on November 30, 2025 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 30 days. MISUMI is related to or competes with Flughafen Wien, NWS Holdings, Furukawa Electric, Ricoh Company, Bucher Industries, Hoshizaki, and Atlas Arteria. 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 | 0.0226 | |||
| Maximum Drawdown | 51.12 |
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 | 0.0369 | |||
| Jensen Alpha | 0.1944 | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.85) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MISUMI'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.
MISUMI Group Backtested Returns
MISUMI Group has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of standard deviation over the last 3 months. MISUMI exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MISUMI's Risk Adjusted Performance of 0.0369, market risk adjusted performance of (0.84), and Mean Deviation of 1.01 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MISUMI are expected to decrease at a much lower rate. During the bear market, MISUMI is likely to outperform the market. At this point, MISUMI Group has a negative expected return of -0.32%. Please make sure to verify MISUMI's risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if MISUMI Group performance from the past will be repeated at future time.
Auto-correlation | 0.00 |
No correlation between past and present
MISUMI Group has no correlation between past and present. Overlapping area represents the amount of predictability between MISUMI time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 0.0 indicates that just 0.0% of current MISUMI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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Other Information on Investing in MISUMI Pink Sheet
MISUMI financial ratios help investors to determine whether MISUMI 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 MISUMI with respect to the benefits of owning MISUMI security.