Mitsubishi Stock Market Value
| MTSUY Stock | 22.53 0.11 0.49% |
| Symbol | Mitsubishi |
Mitsubishi '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 Mitsubishi's otc 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 Mitsubishi.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Mitsubishi on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsubishi or generate 0.0% return on investment in Mitsubishi over 30 days.
Mitsubishi 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 Mitsubishi's otc 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 Mitsubishi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 5.87 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.06 |
Mitsubishi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsubishi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsubishi's standard deviation. In reality, there are many statistical measures that can use Mitsubishi historical prices to predict the future Mitsubishi's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mitsubishi'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.
Mitsubishi Backtested Returns
Mitsubishi has Sharpe Ratio of -0.0442, which conveys that the firm had a -0.0442 % return per unit of risk over the last 3 months. Mitsubishi exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mitsubishi's Risk Adjusted Performance of (0.04), standard deviation of 1.42, and Mean Deviation of 1.09 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.89, which conveys possible diversification benefits within a given portfolio. Mitsubishi returns are very sensitive to returns on the market. As the market goes up or down, Mitsubishi is expected to follow. At this point, Mitsubishi has a negative expected return of -0.0619%. Please make sure to verify Mitsubishi's daily balance of power, and the relationship between the skewness and day typical price , to decide if Mitsubishi performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Mitsubishi has good reverse predictability. Overlapping area represents the amount of predictability between Mitsubishi time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Mitsubishi price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Mitsubishi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Mitsubishi lagged returns against current returns
Autocorrelation, which is Mitsubishi otc stock'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 Mitsubishi's otc stock expected returns. We can calculate the autocorrelation of Mitsubishi returns to help us make a trade decision. For example, suppose you find that Mitsubishi has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Mitsubishi 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 Mitsubishi otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsubishi otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsubishi otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mitsubishi Lagged Returns
When evaluating Mitsubishi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsubishi otc stock have on its future price. Mitsubishi 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, Mitsubishi autocorrelation shows the relationship between Mitsubishi otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mitsubishi.
Regressed Prices |
| Timeline |
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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 Mitsubishi OTC Stock Analysis
When running Mitsubishi's price analysis, check to measure Mitsubishi'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 Mitsubishi is operating at the current time. Most of Mitsubishi's value examination focuses on studying past and present price action to predict the probability of Mitsubishi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitsubishi's price. Additionally, you may evaluate how the addition of Mitsubishi to your portfolios can decrease your overall portfolio volatility.