Mitsui Fudosan Co Stock Market Value
| MTSFF Stock | USD 12.05 0.19 1.55% |
| 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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Mitsui Fudosan on November 20, 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 | 6.75 | |||
| Information Ratio | 0.058 | |||
| Maximum Drawdown | 24.0 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 5.45 |
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 | 0.0677 | |||
| Jensen Alpha | 0.2098 | |||
| Total Risk Alpha | 0.0544 | |||
| Sortino Ratio | 0.0253 | |||
| Treynor Ratio | 2.29 |
Mitsui Fudosan February 18, 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 | 0.0677 | |||
| Market Risk Adjusted Performance | 2.3 | |||
| Mean Deviation | 1.29 | |||
| Semi Deviation | 2.22 | |||
| Downside Deviation | 6.75 | |||
| Coefficient Of Variation | 1315.57 | |||
| Standard Deviation | 2.94 | |||
| Variance | 8.67 | |||
| Information Ratio | 0.058 | |||
| Jensen Alpha | 0.2098 | |||
| Total Risk Alpha | 0.0544 | |||
| Sortino Ratio | 0.0253 | |||
| Treynor Ratio | 2.29 | |||
| Maximum Drawdown | 24.0 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 5.45 | |||
| Downside Variance | 45.53 | |||
| Semi Variance | 4.93 | |||
| Expected Short fall | (3.77) | |||
| Skewness | (0.92) | |||
| Kurtosis | 11.79 |
Mitsui Fudosan Backtested Returns
At this point, Mitsui Fudosan is somewhat reliable. Mitsui Fudosan has Sharpe Ratio of 0.0702, which conveys that the firm had a 0.0702 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Mitsui Fudosan, which you can use to evaluate the volatility of the firm. Please verify Mitsui Fudosan's Downside Deviation of 6.75, risk adjusted performance of 0.0677, and Mean Deviation of 1.29 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Mitsui Fudosan has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0935, 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. Mitsui Fudosan right now secures a risk of 2.75%. Please verify Mitsui Fudosan Co value at risk, as well as the relationship between the expected short fall and day median price , to decide if Mitsui Fudosan Co will be following its current price movements.
Auto-correlation | 0.10 |
Insignificant predictability
Mitsui Fudosan Co has insignificant predictability. Overlapping area represents the amount of predictability between Mitsui Fudosan time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Fudosan price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Mitsui Fudosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
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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.