Fujitsu Limited Stock Technical Analysis
| FJTSF Stock | USD 28.63 0.77 2.62% |
As of the 1st of February, Fujitsu shows the Coefficient Of Variation of 1568.44, downside deviation of 8.06, and Mean Deviation of 5.62. Fujitsu Limited technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm Fujitsu Limited downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Fujitsu Limited is priced favorably, providing market reflects its regular price of 28.63 per share. Given that Fujitsu has jensen alpha of 0.429, we urge you to verify Fujitsu Limited's prevailing market performance to make sure the company can sustain itself at a future point.
Fujitsu Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Fujitsu, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FujitsuFujitsu |
Fujitsu '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 Fujitsu'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 Fujitsu.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Fujitsu on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Fujitsu Limited or generate 0.0% return on investment in Fujitsu over 90 days. Fujitsu is related to or competes with NEC, Block, Murata Manufacturing, Murata Manufacturing, Infineon Technologies, Infineon Technologies, and Capgemini. Fujitsu Limited operates as an information and communication technology company in Japan and internationally More
Fujitsu 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 Fujitsu'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 Fujitsu Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.06 | |||
| Information Ratio | 0.0577 | |||
| Maximum Drawdown | 34.3 | |||
| Value At Risk | (12.86) | |||
| Potential Upside | 13.0 |
Fujitsu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fujitsu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fujitsu's standard deviation. In reality, there are many statistical measures that can use Fujitsu historical prices to predict the future Fujitsu's volatility.| Risk Adjusted Performance | 0.0551 | |||
| Jensen Alpha | 0.429 | |||
| Total Risk Alpha | 0.1045 | |||
| Sortino Ratio | 0.0531 | |||
| Treynor Ratio | 0.4799 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fujitsu'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.
Fujitsu February 1, 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 | 0.0551 | |||
| Market Risk Adjusted Performance | 0.4899 | |||
| Mean Deviation | 5.62 | |||
| Semi Deviation | 6.59 | |||
| Downside Deviation | 8.06 | |||
| Coefficient Of Variation | 1568.44 | |||
| Standard Deviation | 7.41 | |||
| Variance | 54.98 | |||
| Information Ratio | 0.0577 | |||
| Jensen Alpha | 0.429 | |||
| Total Risk Alpha | 0.1045 | |||
| Sortino Ratio | 0.0531 | |||
| Treynor Ratio | 0.4799 | |||
| Maximum Drawdown | 34.3 | |||
| Value At Risk | (12.86) | |||
| Potential Upside | 13.0 | |||
| Downside Variance | 64.96 | |||
| Semi Variance | 43.42 | |||
| Expected Short fall | (6.24) | |||
| Skewness | (0.02) | |||
| Kurtosis | (0.14) |
Fujitsu Limited Backtested Returns
Fujitsu appears to be somewhat reliable, given 3 months investment horizon. Fujitsu Limited secures Sharpe Ratio (or Efficiency) of 0.0562, which denotes the company had a 0.0562 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fujitsu Limited, which you can use to evaluate the volatility of the firm. Please utilize Fujitsu's Coefficient Of Variation of 1568.44, mean deviation of 5.62, and Downside Deviation of 8.06 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fujitsu holds a performance score of 4. The firm shows a Beta (market volatility) of 0.96, which means possible diversification benefits within a given portfolio. Fujitsu returns are very sensitive to returns on the market. As the market goes up or down, Fujitsu is expected to follow. Please check Fujitsu's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Fujitsu's price patterns will revert.
Auto-correlation | 0.25 |
Poor predictability
Fujitsu Limited has poor predictability. Overlapping area represents the amount of predictability between Fujitsu time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 Fujitsu Limited price movement. The serial correlation of 0.25 indicates that over 25.0% of current Fujitsu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 2.27 |
Fujitsu technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
Fujitsu Limited Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Fujitsu Limited volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Fujitsu Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Fujitsu Limited on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Fujitsu Limited based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Fujitsu Limited price pattern first instead of the macroeconomic environment surrounding Fujitsu Limited. By analyzing Fujitsu's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Fujitsu's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Fujitsu specific price patterns or momentum indicators. Please read more on our technical analysis page.
Fujitsu February 1, 2026 Technical Indicators
Most technical analysis of Fujitsu help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Fujitsu from various momentum indicators to cycle indicators. When you analyze Fujitsu charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0551 | |||
| Market Risk Adjusted Performance | 0.4899 | |||
| Mean Deviation | 5.62 | |||
| Semi Deviation | 6.59 | |||
| Downside Deviation | 8.06 | |||
| Coefficient Of Variation | 1568.44 | |||
| Standard Deviation | 7.41 | |||
| Variance | 54.98 | |||
| Information Ratio | 0.0577 | |||
| Jensen Alpha | 0.429 | |||
| Total Risk Alpha | 0.1045 | |||
| Sortino Ratio | 0.0531 | |||
| Treynor Ratio | 0.4799 | |||
| Maximum Drawdown | 34.3 | |||
| Value At Risk | (12.86) | |||
| Potential Upside | 13.0 | |||
| Downside Variance | 64.96 | |||
| Semi Variance | 43.42 | |||
| Expected Short fall | (6.24) | |||
| Skewness | (0.02) | |||
| Kurtosis | (0.14) |
Fujitsu February 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Fujitsu stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.07 | ||
| Daily Balance Of Power | (0.35) | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 28.78 | ||
| Day Typical Price | 28.73 | ||
| Price Action Indicator | (0.53) | ||
| Market Facilitation Index | 2.23 |
Complementary Tools for Fujitsu Pink Sheet analysis
When running Fujitsu's price analysis, check to measure Fujitsu'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 Fujitsu is operating at the current time. Most of Fujitsu's value examination focuses on studying past and present price action to predict the probability of Fujitsu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fujitsu's price. Additionally, you may evaluate how the addition of Fujitsu to your portfolios can decrease your overall portfolio volatility.
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