Mitsui Co (Germany) Market Value
| MTS1 Stock | EUR 28.05 0.67 2.45% |
| Symbol | Mitsui |
Mitsui Co '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 Co's stock 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 Co.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Mitsui Co on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsui Co or generate 0.0% return on investment in Mitsui Co over 90 days. Mitsui Co is related to or competes with CPU SOFTWAREHOUSE, Kingdee International, Take-Two Interactive, Titan Machinery, Construction Partners, Dairy Farm, and BW OFFSHORE. Mitsui Co., Ltd. operates as a general trading company worldwide More
Mitsui Co 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 Co's stock 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 Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.1462 | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 4.13 |
Mitsui Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Co's standard deviation. In reality, there are many statistical measures that can use Mitsui Co historical prices to predict the future Mitsui Co's volatility.| Risk Adjusted Performance | 0.1606 | |||
| Jensen Alpha | 0.3773 | |||
| Total Risk Alpha | 0.1725 | |||
| Sortino Ratio | 0.1701 | |||
| Treynor Ratio | (2.69) |
Mitsui Co February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1606 | |||
| Market Risk Adjusted Performance | (2.68) | |||
| Mean Deviation | 1.42 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.69 | |||
| Coefficient Of Variation | 520.95 | |||
| Standard Deviation | 1.96 | |||
| Variance | 3.85 | |||
| Information Ratio | 0.1462 | |||
| Jensen Alpha | 0.3773 | |||
| Total Risk Alpha | 0.1725 | |||
| Sortino Ratio | 0.1701 | |||
| Treynor Ratio | (2.69) | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 4.13 | |||
| Downside Variance | 2.84 | |||
| Semi Variance | 1.54 | |||
| Expected Short fall | (1.68) | |||
| Skewness | 0.464 | |||
| Kurtosis | 1.25 |
Mitsui Co Backtested Returns
Mitsui Co appears to be very steady, given 3 months investment horizon. Mitsui Co has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mitsui Co, which you can use to evaluate the volatility of the firm. Please exercise Mitsui Co's Mean Deviation of 1.42, downside deviation of 1.69, and Risk Adjusted Performance of 0.1606 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitsui Co holds a performance score of 15. The company secures a Beta (Market Risk) of -0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mitsui Co are expected to decrease at a much lower rate. During the bear market, Mitsui Co is likely to outperform the market. Please check Mitsui Co's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Mitsui Co's current price movements will revert.
Auto-correlation | 0.37 |
Below average predictability
Mitsui Co has below average predictability. Overlapping area represents the amount of predictability between Mitsui Co time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 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 Mitsui Co price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Mitsui Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
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Other Information on Investing in Mitsui Stock
Mitsui Co financial ratios help investors to determine whether Mitsui Stock 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 Mitsui with respect to the benefits of owning Mitsui Co security.