Mitsui Fudosan Co Stock Market Value
| MTSFF Stock | USD 12.10 0.60 5.22% |
| Symbol | Mitsui |
Mitsui Fudosan '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 Fudosan'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 Fudosan.
| 10/15/2025 |
| 01/13/2026 |
If you would invest 0.00 in Mitsui Fudosan on October 15, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsui Fudosan Co or generate 0.0% return on investment in Mitsui Fudosan over 90 days. Mitsui Fudosan is related to or competes with Mitsubishi Estate, Mitsubishi Estate, China Resources, Sumitomo Realty, Sumitomo Realty, Sun Hung, and Henderson Land. Mitsui Fudosan Co., Ltd. operates as a real estate company in Japan More
Mitsui Fudosan 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 Fudosan'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 Fudosan Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.24 | |||
| Information Ratio | 0.054 | |||
| Maximum Drawdown | 15.5 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.98 |
Mitsui Fudosan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Fudosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Fudosan's standard deviation. In reality, there are many statistical measures that can use Mitsui Fudosan historical prices to predict the future Mitsui Fudosan's volatility.| Risk Adjusted Performance | 0.0849 | |||
| Jensen Alpha | 0.1802 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.031 | |||
| Treynor Ratio | 2.24 |
Mitsui Fudosan Backtested Returns
Mitsui Fudosan appears to be not too volatile, given 3 months investment horizon. Mitsui Fudosan has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mitsui Fudosan, which you can use to evaluate the volatility of the firm. Please exercise Mitsui Fudosan's Downside Deviation of 3.24, mean deviation of 0.8465, and Risk Adjusted Performance of 0.0849 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitsui Fudosan holds a performance score of 8. The company secures a Beta (Market Risk) of 0.0838, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitsui Fudosan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui Fudosan is expected to be smaller as well. Please check Mitsui Fudosan's expected short fall, and the relationship between the value at risk and rate of daily change , to make a quick decision on whether Mitsui Fudosan's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Mitsui Fudosan Co has no correlation between past and present. Overlapping area represents the amount of predictability between Mitsui Fudosan time series from 15th of October 2025 to 29th of November 2025 and 29th of November 2025 to 13th 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 Mitsui Fudosan price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mitsui Fudosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Mitsui Fudosan lagged returns against current returns
Autocorrelation, which is Mitsui Fudosan 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 Fudosan's pink sheet expected returns. We can calculate the autocorrelation of Mitsui Fudosan returns to help us make a trade decision. For example, suppose you find that Mitsui Fudosan 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 Fudosan 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 Fudosan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui Fudosan 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 Fudosan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mitsui Fudosan Lagged Returns
When evaluating Mitsui Fudosan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui Fudosan pink sheet have on its future price. Mitsui Fudosan 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 Fudosan autocorrelation shows the relationship between Mitsui Fudosan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsui Fudosan Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mitsui Pink Sheet
Mitsui Fudosan financial ratios help investors to determine whether Mitsui 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 Mitsui with respect to the benefits of owning Mitsui Fudosan security.